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Keywords: Investor Attention
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Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2019) 27 (1): 49–83.
Published: 28 February 2019
...Eun Jung Lee; Yu Kyung Lee; Joon Chae In this paper, we analyze the effect of investor attention level on expected return in the Korean stock market by investor type. We find that the risk-adjusted excess returns in the next period are significantly higher when the institutional and foreign...

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