Skip to main navigation
Skip to search
Skip to main content
Princeton University Home
Help & FAQ
Home
Profiles
Research units
Facilities
Projects
Research output
Press/Media
Search by expertise, name or affiliation
Investor attention and time-varying comovements
Lin Peng
,
Wei Xiong
, Tim Bollerslev
Economics
Bendheim Center for Finance
Research output
:
Contribution to journal
›
Article
›
peer-review
73
Scopus citations
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Investor attention and time-varying comovements'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Keyphrases
Investor Attention
100%
Realized Volatility
100%
Co-movement
100%
Asset Prices
66%
Macroeconomic Shocks
66%
Price Co-movement
66%
Specific Information
33%
Information Flow
33%
S&P 500
33%
Individual Stocks
33%
Limited Attention
33%
Stock Market Volatility
33%
Information Assets
33%
Treasury Futures
33%
Economics, Econometrics and Finance
Public Bond
25%
Speculation
25%