Investor attention, GEM market and threshold effects

zbMATH Open1474.91202MaRDI QIDQ4996341FDOQ4996341

Authors:

Publication date: 1 July 2021

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zbMATH Keywords

panel modelthreshold effectsmarket conditionsinvestor attentionGEM market

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Financial markets (91G15) Financial networks (including contagion, systemic risk, regulation) (91G45)

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• News dissemination and investor attention
• Investor attention and asset pricing anomalies
• Investor attention and market microstructure
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