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THE JOURNAL OF FINANCE • VOL. LXVI, NO. 5 • OCTOBERIn Search of Attention ZHI DA, JOSEPH ENGELBERG, and PENGJIE GAO∗ ABSTRACT We propose a new and direct measure of investor attention using search frequency
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Document Date: 2011-10-04 08:33:34
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THE JOURNAL OF FINANCE • VOL. LXVI, NO. 5 • OCTOBERIn Search of Attention ZHI DA, JOSEPH ENGELBERG, and PENGJIE GAO∗ ABSTRACT We propose a new and direct measure of investor attention using search frequency