Does a search attention index explain portfolio returns in India?

نویسندگان

چکیده

Employing asset-pricing models over the period 2012 to 2017, this study examines whether a search attention index (SAI) explains variation in weekly excess return of stocks. The finds that estimated abnormal portfolio based on intensity is significantly high for stocks with higher and low lower intensity. Further, observes that, when SAI high, returns are value, volatility, sensitivity. Interestingly, documents Indian market investor irrelevant extremely risk. This India as well market, size, momentum factors.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Does Trading Volume Really Explain Stock Returns Volatility? by

Assuming that the variance of daily price changes and trading volume are both driven by the same latent variable measuring the number of price-relevant information arriving on the market, the Mixture of Distribution Hypothesis (MDH) represents an intuitive and appealing explanation for the empirically observed correlation between volume and volatility of speculative assets. This paper investiga...

متن کامل

Does Aggregated Returns Disclosure Increase Portfolio Risk Taking?

Many experiments have found that participants take more investment risk if they see returns less frequently, see portfolio-level returns (rather than each individual asset's returns), or see long-horizon (rather than one-year) historical return distributions. In contrast, we find that such information aggregation treatments do not affect total equity investment when we make the investment envir...

متن کامل

A Study of Search Attention and Stock Returns Cross Predictability

This study investigates a novel application of correlated online searches in predicting stock performance across supply chain partners. If two firms are economically dependent through supply-chain relationship and if information related to both firms diffuses in the market slowly (rapidly), then our ability to predict stock returns increases (vanishes). Using supply-chain data and weekly co-sea...

متن کامل

Does a cell protein explain Covid-19 severity

Does a protein on the surface of some of our cells explain why certain people are more at risk from covid-19? The coronavirus attaches to a receptor protein on the surface(ACE) of our cells to gain entry to them. The protein is carried by cells in the nose, lungs and gut. It is possible that variation in how much of this protein people have may help explain why some are more likely to die from ...

متن کامل

Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates?

We explore whether the pattern of international equity returns, equity portfolio flows, and exchange rate returns are consistent with the hypothesis that (unhedged) global investors rebalance their portfolio in order to limit their exchange rate exposure when there are (1) relative equity return and (2) exchange rate shocks. We also explore whether (3) equity flow shocks influence the exchange ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Borsa Istanbul Review

سال: 2022

ISSN: ['2214-8450', '2214-8469']

DOI: https://doi.org/10.1016/j.bir.2021.04.003