The effect of investor attention on the efficiency of the Brazilian stock market

The effect of investor attention on the efficiency of the Brazilian stock market

ABSTRACT The objective of this article was to evaluate the relationship between investor attention, both professional and non-professional, and the efficiency of the Brazilian stock market, as measured by the predictability of daily returns. The role of investor attention in the capital market is a...

Full description

Bibliographic Details
Main Authors:	Marcelo Guzella, F. Henrique Castro, Verônica de Fátima Santana
Format:	Article
Language:	English
Published:	Universidade de São Paulo 2024-01-01
Series:	Revista Contabilidade & Finanças
Subjects:	behavioral finance investor attention volume of internet searches predictability of returns
Online Access:	http://www.scielo.br/scielo.php?script=sci_arttext&pid=S1519-70772023000300503&tlng=pt

Similar Items

Impacts of Investor Attention and Accounting Information Comparability on Stock Returns: Empirical Evidence from Chinese Listed Companies
by: Li Zhao, et al.
Published: (2024-02-01)

Can google search volume index predict the returns and trading volumes of stocks in a retail investor dominant market
by: Huei-Hwa Lai, et al.
Published: (2022-12-01)

Investor attention and return reversal in sneakers resale market
by: Deliana, et al.
Published: (2020-07-01)

The Role of Investor Attention in ETF Liquidity
by: Damien KUNJAL
Published: (2024-01-01)

Green Bonds, Investor Attention and Stock Market Reaction: Evidence from ASEAN Countries
by: Andini Nurul Aini, et al.
Published: (2023-11-01)

Investors’ attention: does it impact the Nigerian stock market activities?
by: Osarumwense Osabuohien-Irabor
Published: (2020-09-01)

DOES INVESTOR ATTENTION MATTER’S ?
by: AMIN Rashid, et al.
Published: (2013-12-01)

Noise of Investors’ Attention Mania in the 21st Century Indian Stock Markets
by: Mr. Paritosh Chandra Sinha
Published: (2021-11-01)

Time Varying Spillovers between the Online Search Volume and Stock Returns: Case of CESEE Markets
by: Tihana Škrinjarić
Published: (2019-10-01)

INVESTOR ATTENTION AND EXCHANGE TRADED FUND RETURNS IN SOUTH AFRICA: THE ROLE OF INVESTORS’ INTERNET SEARCH ACTIVITY
by: Damien KUNJAL
Published: (2023-06-01)

Interrelation between the Institutional Investors and the Union Budget in the Indian Stock Market
by: Dr. Lovleen Gupta, et al.
Published: (2022-07-01)

Are Investors’ Attention and Uncertainty Aversion the Risk Factors for Stock Markets? International Evidence from the COVID-19 Crisis
by: Falik Shear, et al.
Published: (2020-12-01)

The Test of the Effect of Investor Trading Behavior and Investors` Sentiment on Excess Return in Tehran Stock Exchange
by: kiarash mehrani, et al.
Published: (2018-08-01)

Dynamics of global stock market correlations: the VIX and attention allocation
by: Özcan Ceylan
Published: (2021-01-01)

Investor attention and stock returns under negative shocks: an empirical analysis based on “Dragon and Tiger” list in China
by: Xiao-ying Zhai, et al.
Published: (2020-05-01)

The turn-of-the-month effect and investor trading activities in the KOSDAQ stock market
by: Ryumi Kim
Published: (2022-10-01)

The Impact of Investor Sentiment on the “Leverage Effect”
by: Semen Son-Turan
Published: (2016-04-01)

The Impact of Hurricanes on Investor Sentiment and Stock Market Returns
by: Daniel Huerta, et al.
Published: (2011-09-01)

Studying investor’s behavior in selecting technology levels and Stock return predictability by incorrect pricing theory.
by: Leila shirnejhad, et al.
Published: (2021-05-01)

Investor sentiment based on search engine data for predicting stock returns in Indonesia industrial sector
by: Yusuf Murtadlo Hidayat, et al.
Published: (2023-11-01)

Investor sentiment and the interdependence structure of GIIPS stock market returns: A multiscale approach
by: Samuel Kwaku Agyei, et al.
Published: (2023-03-01)

Does Popularity of Political Leaders Matter in the Indian Stock Markets? A Comparative Study of Four Lok Sabha Elections from 2004 to 2019
by: Mr. Paritosh Chandra Sinha
Published: (2019-12-01)

Unpacking the effects of scams in marketplace lending: investor confidence and attention
by: Jianwen Li, et al.
Published: (2024-12-01)

Investor sentiments and stock markets during the COVID-19 pandemic
by: Emre Cevik, et al.
Published: (2022-07-01)

Stock market return predictability: Google pessimistic sentiments versus fear gauge
by: Ume Habibah, et al.
Published: (2017-01-01)

Investors’ Biases & Stock Return Volatility: A Systematic Literature Review
by: Anam Qamar, et al.
Published: (2022-06-01)

Investors’ Biases & Stock Return Volatility: A Systematic Literature Review
by: Anam Qamar, et al.
Published: (2022-06-01)

THE EFFECT OF RISK DISCLOSURE AND INVESTORS' ATTENTION ON IPOs INITIAL RETURN OF INDONESIAN COMPANIES
by: Rr. Sri Handayani, et al.
Published: (2022-04-01)

Reaction of Indonesian Capital Market Investors to the Implementation of Tax Amnesty
by: Agung Wibowo, et al.
Published: (2017-11-01)

Investor Attention and Corporate Innovation Performance: Evidence from Web Search Volume Index of Chinese Listed Companies
by: Nian Li, et al.
Published: (2021-04-01)

Market Reaction to Local Attention around Earnings Announcements in China: Evidence from Internet Search Activity
by: Qian Chen, et al.
Published: (2022-10-01)

Firm-specific investor sentiment and stock price crash risk: The role of foreign investors in Korea’s stock market
by: Heejeong Shin, et al.
Published: (2022-12-01)

Investor’s Sentiments and Stock Market Volatility: an empirical evidence from emerging stock market
by: Mobeen Ur Rehman
Published: (2013-05-01)

The Investigation of Investor Behaviors in Terms of Behavioral Finance and Investor Psychology: The Case of Sultanhisar District
by: Yasemin Coskun
Published: (2018-08-01)

Investor Attention and Stock Market Activities: New Evidence from Panel Data
by: Chaiyuth Padungsaksawasdi, et al.
Published: (2019-06-01)

Measuring the effects of investor attention on China's stock returns
by: Yi Chen, et al.
Published: (2021-12-01)

Investor Behavior and Flow-Through Capability in the US Stock Market
by: Carlos eCano, et al.
Published: (2016-05-01)

Google Search intensity and stock returns in frontier markets: Evidence from the Vietnamese market1
by: Duc Dang Thi Viet, et al.
Published: (2024-04-01)

Behavioural Bias of Legal Clients of Stock Exchange Investors in the Banking Industry
by: Hamid Reza Rohi Moghadam, et al.
Published: (2023-09-01)

Investor relations on the internet: Analysis of companies on the Serbian stock market
by: Đorđević Bojan, et al.
Published: (2012-01-01)