Comparing search-engine and social-media attentions in finance research: Evidence from cryptocurrencies

Y Li, JW Goodell, D Shen - International Review of Economics & Finance, 2021 - Elsevier
There is considerable interest in the impact of investor attention on investment returns,
especially for cryptocurrencies. However, previous research does not distinguish between …

Foundations and research clusters in investor attention: evidence from bibliometric and topic modelling analysis

JW Goodell, S Kumar, X Li, D Pattnaik… - International Review of …, 2022 - Elsevier
Investor attention is an emergent area in financial scholarship. However, no review till date
offers a comprehensive retrospection of this research domain. To address this gap, we …

Retail attention, retail trades, and stock price crash risk

F Cheng, C Wang, C Chiao, S Yao, Z Fang - Emerging Markets Review, 2021 - Elsevier
This paper investigates the impact of retail attention on stock price crash risk in the Chinese
stock market. Developing a composite measure of retail attention emphasizing its dynamic …

Can investors' informed trading predict cryptocurrency returns? Evidence from machine learning

Y Wang, C Wang, A Sensoy, S Yao, F Cheng - Research in International …, 2022 - Elsevier
As an emerging asset, cryptocurrencies have attracted more and more attention from
investors and researchers in recent years. With the gradual convergence of the investors in …

Minority shareholders protection and corporate financial leverage: Evidence from a natural experiment in China

Q Cao, M Fang, Y Pan - Pacific-Basin Finance Journal, 2022 - Elsevier
Using the online voting policy in Chinese market as a natural experiment of minority
shareholders protection, this paper explores the relationship between minority shareholders …

Missing momentum in China: Considering individual investor preference

S Yao, Y Qin, F Cheng, JG Wu, JW Goodell - Finance Research Letters, 2022 - Elsevier
We explore the missing momentum effect in the Chinese stock market from the perspective
of individual investor preference. Creating a comprehensive individual investor preference …

Financial statement comparability and stock liquidity: evidence from China

MA Majeed, C Yan - Applied Economics, 2022 - Taylor & Francis
This study examines the effect of financial statement comparability on stock liquidity.
Drawing from information asymmetry arguments, we posit that greater comparability …

Economic policy uncertainty exposure and stock price bubbles: Evidence from China

F Cheng, C Wang, X Cui, J Wu, F He - International Review of Financial …, 2021 - Elsevier
We explore the impact of economic policy uncertainty exposure (hereafter, EPU exposure)
on stock price bubbles. We find that there exists a significantly positive relationship between …

Heterogeneous investor attention and post earnings announcement drift: Evidence from China

X Chen, X Diao, C Wu - Economic Modelling, 2022 - Elsevier
We investigate the impacts of retail and nonretail investor attention on post earnings
announcement drift (PEAD) in China. Prior studies mainly posited that investor attention …

The voice of minority shareholders: Online voting and corporate social responsibility

Y Feng, Y Pan, L Wang, A Sensoy - Research in International Business and …, 2021 - Elsevier
Abstract In 2014, the Shenzhen Stock Exchange introduced “Rules for the Implementation of
Online Voting” to standardize the implementation of online voting for its listed companies …