Title:

Limited Attention, Salience of Information and Stock Market Activity

Authors:

Sofia Ramos (ESSEC)
Pedro Latoeiro (Argentina Embassy, Lisbon)
Helena Veiga (U Carlos III, ISCTE - Instituto Universitário de Lisboa)

Journal:

Economic Modelling

Year:

2020

Volume:

87

Pages:

92-108

JEL codes:

G11 - Portfolio Choice; Investment Decisions
D83 - Search; Learning; Information and Knowledge; Communication; Belief
G14 - Information and Market Efficiency; Event Studies

DOI:

10.1016/j.econmod.2019.07.010