2022
DOI: 10.1016/j.frl.2022.103292
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The role of investor attention in global asset price variation during the invasion of Ukraine

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Cited by 23 publications
(6 citation statements)
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References 49 publications
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“…According to Nafar (2015), the level of investor attention affects security prices. More recently, Halousková, Stašek, and Horváth (2022) developed Google search-based military conflict attention and general stock market attention to examine how the volatility of asset prices in specific impact of the conflict attention measure was negligible before the invasion, it considerably affected volatility during the period of increasing war risks. Jiang, Liu, Peng, and Wang (2022) investigate how investor attention and asset pricing anomalies interact and discover a positive correlation between investor attention and subsequent anomaly returns.…”
Section: Empirical Literature On Investor Attentionmentioning
confidence: 99%
“…According to Nafar (2015), the level of investor attention affects security prices. More recently, Halousková, Stašek, and Horváth (2022) developed Google search-based military conflict attention and general stock market attention to examine how the volatility of asset prices in specific impact of the conflict attention measure was negligible before the invasion, it considerably affected volatility during the period of increasing war risks. Jiang, Liu, Peng, and Wang (2022) investigate how investor attention and asset pricing anomalies interact and discover a positive correlation between investor attention and subsequent anomaly returns.…”
Section: Empirical Literature On Investor Attentionmentioning
confidence: 99%
“…Investor attention has become a focal point in behavioral finance, with existing research extensively demonstrating its influence across various aspects of the financial market. For instance, studies have shed light on the role of investor attention in predicting fluctuations in global asset prices [ 37 ]. In the Bitcoin market, investor attention has been identified as a Granger cause for returns and realized volatility shifts [ 38 ].…”
Section: Literature Review and Theoretical Analysismentioning
confidence: 99%
“…In this way, Kyiv clinics were able to fully work in the conditions of the legitimate Ukrainian authorities and fullfledged chains of business processes. Multiple articles related with analysis of this European war and its impact on health sytem, 4,5 oral and maxillofacial surgery, [6][7][8] and the economy of businesses 9 are continue to be published. A vast variety of sources-from speeches and addresses 10 (Fig) to peer-reviewed articles in journals with a high impact factor-are presented for readers.…”
Section: Even If Everything Is Bad You Never Know By How Manymentioning
confidence: 99%