Investor Attention and Asset Pricing: A Cross-Regional Analysis of Sensitivity to Attention in the US and Europe
| dc.rights.license | CC-BY-NC-ND | |
| dc.contributor.advisor | Nielsen, Mads | |
| dc.contributor.author | Osch, Maarten van | |
| dc.date.accessioned | 2025-08-07T00:03:06Z | |
| dc.date.available | 2025-08-07T00:03:06Z | |
| dc.date.issued | 2025 | |
| dc.identifier.uri | https://studenttheses.uu.nl/handle/20.500.12932/49606 | |
| dc.description.sponsorship | Utrecht University | |
| dc.language.iso | EN | |
| dc.subject | This thesis investigates the effect of retail investor attention in asset pricing across two developed markets: the United States and Europe. Using Google Search Volume Index (SVI) as a proxy for investor attention, this study analyzes whether attention has an effect on weekly excess returns, and whether this relationship differs by region, differs by region accounting for intensity (spikes), or when accounting for firm-level characteristics such as size and liquidity | |
| dc.title | Investor Attention and Asset Pricing: A Cross-Regional Analysis of Sensitivity to Attention in the US and Europe | |
| dc.type.content | Master Thesis | |
| dc.rights.accessrights | Open Access | |
| dc.subject.courseuu | Banking and Finance | |
| dc.thesis.id | 50286 |
