All that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors

نویسندگان

  • Brad M. Barber
  • Terrance Odean
  • Jonathan Berk
  • David Blake
  • Ken French
  • Simon Gervais
  • John Griffin
  • Andrew Karolyi
  • Sendhil Mullainathan
  • Mark Rubinstein
  • Shane Shepherd
  • Michael Foster
چکیده

We test and confirm the hypothesis that individual investors are net buyers of attentiongrabbing stocks, e.g., stocks in the news, stocks experiencing high abnormal trading volume, and stocks with extreme one day returns. Attention-driven buying results from the difficulty that investors have searching the thousands of stocks they can potentially buy. Individual investors don’t face the same search problem when selling because they tend to sell only stocks they already own. We hypothesize that many investors only consider purchasing stocks that have first caught their attention. Thus, preferences determine choices after attention has determined the choice set.

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تاریخ انتشار 2001