Investor attention and portfolio performance: what information does it pay to pay attention to?
Sign Up to like & getrecommendations! Published in 2021 at "European Journal of Finance"
DOI: 10.1080/1351847x.2021.1911823
Abstract: We explore a unique dataset on individual investors’ online trading accounts to examine the determinants of their attention and its relation to portfolio performance. In particular, we investigate ... read more here.
Keywords: investor attention; attention; pay; portfolio performance ... See more keywords
PORTFOLIO PERFORMANCE ANALYSIS WITH JENSEN'S METHOD ON CAPM AND APT MODELS.
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DOI: 10.21474/ijar01/3369
Abstract: Dr. Andi Desfiandi 1 , Ita Fionita, MM 1 and Prof. Dr. Hapzi Ali CMA 2 . 1. Institute of Informatics & Business Darmajaya, Bandar Lampung Indonesia. 2. Postgraduate of MercuBuana University, Jakarta Indonesia. ......................................................................................................................… read more here.
Keywords: performance analysis; analysis jensen; method capm; jensen method ... See more keywords