Investor Attention and the Cross-Section of Stock Returns

← Back to topic

Authors: Robert D. McLean, Jeffrey Pontiff
Year: 2017
Journal: Journal of Finance
DOI: 10.1111/jofi.12423
Publisher: https://onlinelibrary.wiley.com/doi/10.1111/jofi.12423

Keywords: attention, behavioral

Abstract

We study investor attention and stock returns.

Cite this paper

bibtex

@misc{attentionanomalies2017,
  title  = {Investor Attention and the Cross-Section of Stock Returns},
  author = {Robert D. McLean, Jeffrey Pontiff},
  year   = {2017},
  journal = {Journal of Finance},
  doi    = {10.1111/jofi.12423},
  url    = {https://doi.org/10.1111/jofi.12423},
}

Source files