Financial Attention and the Disposition Effect: An Analysis of Attention-grabbing stocks in the Chinese Stock Market

主题：Financial Attention and the Disposition Effect: An Analysis of Attention-grabbing stocks in the Chinese Stock Market 主讲人：秦蓓 时间：2024-11-19 13:30:00 地点：延安路校区旭日楼310室 组织单位：管理学院 报告人简介：秦蓓，香港浸会大学商学院会计，经济及金融系副教授，专注于研究媒体经济学，发展经济学，金融经济学，数字经济和大数据分析。 曾在Econometrica，American Economic Review等期刊发表论文。报告简介：Using daily transaction data from over 1.6 million individual Chinese investors between 2005 and 2014, this paper empirically demonstrates a positive relationship between attention and the disposition effect. That is, attention-grabbing stocks (those in the vingtile with the highest returns, highest abnormal trading volumes, or highest abnormal mentions in microblog posts) at the time of purchase tend to have a higher disposition effect than normal stocks. 视频： 摄影： 撰写：管理学院 信息员：周莉莉 编辑：朱一超