This paper investigates the role of investor attention in forecasting realized volatility for fourteen international stock markets, by means Google Trends data, over sample period January 2004 through November 2021. We devise an augmented Empirical Similarity model that combines three components, defined different time horizons, using similarity measure between lagged search queries and volatil...

This study examines the impact of investor sentiment on the Taiwan Futures Exchange. The application of the EGB2 model reveals the existence of a clear and significant relationship between sentiment and volatility, particularly in the MSCI, TE and TF futures markets. We find that all sentiment variables have limited forecasting power, and that negative return shocks will ultimately lead to an i...

Investor attention is a Sizerce resource, and only the information that investors pay to can be reflected in stock market through transactions. Considering about development of big data, this paper uses data mining crawling software crawl daily indicators individual investor 2019. Through fixed-effect panel regression model, examines relationship personal performance over same period. This foun...

In computational theories of discourse, there are at least three processes presumed to operate under a limited attention constraint of some type: (1) ellipsis interpretation; (2) pronominal anaphora interpretation; and (3) inference of discourse relations between representations A and B of utterances in a discourse, e.g. B motivates A. In each case, the interpretation of the current element B o...

This review focuses on the evolutionary causes and consequences of limited attention, defined as the restricted rate of information processing by the brain. The available data suggest, first, that limited attention is a major cognitive constraint determining animals' search for cryptic food, and, second, that limited attention reduces animals' ability to detect predators while involved in chall...

Ecological research in the past few decades has shown that most animals acquire and respond adaptively to information that affects survival and reproduction. At the same time, neurobiological studies have established that the rate of information processing by the brain is much lower than the rate at which information is encountered in the environment, and that attentional mechanisms enable the ...

Walker (1996) presents a cache model of the operation of attention in the processing of discourse as an alternative to the focus space stack that was proposed previously by Grosz and Sidner (Grosz 1977a; Grosz and Sidner 1986). In this squib, we present a critical analysis of the cache model and of Walker's supporting evidence from anaphora in discourses with interruptions and from informationa...