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Looking Away from the Market
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Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1016/j.jfineco.2004.08.008openalex-snapshot
Short sales, institutional investors and the cross-section of stock returns
inferredcites →https://doi.org/10.1016/j.jfineco.2005.05.003openalex-snapshot
Investor attention, overconfidence and category learning
inferredcites →https://doi.org/10.1016/j.jfineco.2014.04.005openalex-snapshot
Asset pricing: A tale of two days
inferredcites →https://doi.org/10.1016/j.jfineco.2015.08.010openalex-snapshot
Assessing asset pricing models using revealed preference
inferredcites →https://doi.org/10.1016/j.jfineco.2020.06.006openalex-snapshot
Asset Pricing: A Tale of Night and Day
inferredcites →https://doi.org/10.1016/j.jfineco.2021.06.022openalex-snapshot
Asset pricing on earnings announcement days
inferredcites →https://doi.org/10.1016/j.jfineco.2023.05.003openalex-snapshot
Economic uncertainty and investor attention
inferredcites →https://doi.org/10.1086/260061openalex-snapshot
Risk, Return, and Equilibrium: Empirical Tests
inferredcites →https://doi.org/10.1086/295472openalex-snapshot
Capital Market Equilibrium with Restricted Borrowing
inferredcites →https://doi.org/10.1093/qje/qjw024openalex-snapshot
Measuring Economic Policy Uncertainty*
inferredcites →https://doi.org/10.1093/qje/qjw034openalex-snapshot
What is the Expected Return on the Market?*
inferredcites →https://doi.org/10.1093/rapstu/raae007openalex-snapshot
Equity Return Predictability with the ICAPM
inferredcites →https://doi.org/10.1093/rfs/hhac011openalex-snapshot
Macroeconomic Attention and Announcement Risk Premia
inferredcites →https://doi.org/10.1093/rfs/hhp008openalex-snapshot
Expected Stock Returns and Variance Risk Premia
inferredcites →https://doi.org/10.1093/rfs/hhx031openalex-snapshot
It Depends on Where You Search: Institutional Investor Attention and Underreaction to News
inferredcites →https://doi.org/10.1111/j.1467-937x.2006.00397.xopenalex-snapshot
Information Markets and the Comovement of Asset Prices
inferredcites →https://doi.org/10.1111/j.1540-6261.2006.00885.xopenalex-snapshot
Investor Sentiment and the Cross‐Section of Stock Returns
inferredcites →https://doi.org/10.1111/jofi.12361openalex-snapshot
Earnings Announcements and Systematic Risk
inferredcites →https://doi.org/10.1111/jofi.12616openalex-snapshot
Margin Requirements and the Security Market Line
inferredcites →https://doi.org/10.1111/jofi.12975openalex-snapshot
Information Consumption and Asset Pricing
inferredcites →https://doi.org/10.1287/mnsc.2022.4381openalex-snapshot
Explaining the Failure of the Unconditional CAPM with the Conditional CAPM
inferredcites →https://doi.org/10.2307/1911659openalex-snapshot
A Noisy Rational Expectations Equilibrium for Multi-Asset Securities Markets
inferredcites →https://doi.org/10.3982/ecta11412openalex-snapshot
A Rational Theory of Mutual Funds' Attention Allocation
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