Chakrabarty, Bidisha and Moulton, Pamela C. and Wang, Xu (Frank), Attention Effects in a High-Frequency World (July 23, 2015). Available for download at SSRN: http://ssrn.com/abstract=2634621 “How does limited attention affect stock prices in today’s computer-driven financial markets? We study this issue by re-examining the effects of limited attention using a dataset that separately identifies trades… Continue Reading