Sort by: Order: Results:

Now showing items 1-1 of 1

  • A new attention proxy and order imbalance: Evidence from China 

    Vigne, Samuel; Li, Youwei; Feng, Xu; Xiong, Xiong; Gao, Ya (2019)
    In this paper, we propose a new direct proxy for investors' attention in the Chinese stock market: daily abnormal reading quantity of each stock's posts on the Eastmoney guba website. Using A-shares samples of the Shanghai ...