Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | 이은정 | - |
dc.date.accessioned | 2023-06-29T01:17:14Z | - |
dc.date.available | 2023-06-29T01:17:14Z | - |
dc.date.issued | 2022-06 | - |
dc.identifier.citation | FINANCE RESEARCH LETTERS, v. 47, article no. 102524, | - |
dc.identifier.issn | 1544-6123;1544-6131 | - |
dc.identifier.uri | https://www.sciencedirect.com/science/article/pii/S1544612321004906?via%3Dihub | en_US |
dc.identifier.uri | https://repository.hanyang.ac.kr/handle/20.500.11754/182463 | - |
dc.description.abstract | Previous empirical studies find a negative and significant relation between risk measures and expected future stock returns. Using four risk measures, we document that the negative risk -return relation is more pronounced among firms that receive high levels of attention from in-vestors, while a standard positive risk-return relation holds among stocks to which investors pay little attention. Regardless of our proxy for risk, we find that the magnitude and statistical sig-nificance of the risk-related puzzle monotonically decreases as we move from high to low levels of investor attention. These findings suggest that investor attention may play a central role in risk-related anomalies. | - |
dc.description.sponsorship | This work was supported by the research fund of Hanyang University (HY-2018-G). | - |
dc.language | en | - |
dc.publisher | ACADEMIC PRESS INC ELSEVIER SCIENCE | - |
dc.subject | Risk-return trade-off | - |
dc.subject | Investor attention | - |
dc.subject | Risk-return tradeoff | - |
dc.subject | Risk | - |
dc.title | Investor attention and the risk-return trade-off | - |
dc.type | Article | - |
dc.relation.volume | 47 | - |
dc.identifier.doi | 10.1016/j.frl.2021.102524 | - |
dc.relation.journal | FINANCE RESEARCH LETTERS | - |
dc.contributor.googleauthor | Lee, Eun Jung | - |
dc.contributor.googleauthor | Lee, Yu Kyung | - |
dc.contributor.googleauthor | Kim, Ryumi | - |
dc.sector.campus | E | - |
dc.sector.daehak | 경상대학 | - |
dc.sector.department | 경영학부 | - |
dc.identifier.pid | ejunglee | - |
dc.identifier.article | 102524 | - |
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