Shane Corwin is from the University of Notre Dame, Mendoza College of Business. Jay Coughenour is from the University of Delaware, Lerner College of Business and Economics. We thank Rob Stambaugh (the Editor) and an anonymous referee for their comments and suggestions. We also thank Rob Battalio, Tom Cosimano, Glen Dowell, Jeff Harris, Brian Hatch, George Korniotis, Alok Kumar, Paul Laux, Marc Lipson, Lin Peng, Natalia Piqueira, Scott Schaefer, Paul Schultz, Kumar Venkataraman, Wei Xiong, participants at the 2006 Western Finance Association meetings, and seminar participants at the University of Delaware, the University of Kansas, the University of Kentucky, the University of New Mexico, the University of Notre Dame, Texas Tech University, the University of Utah, and Villanova University for helpful comments. Coughenour gratefully acknowledges support through a University of Delaware GUR grant. Any errors are the responsibility of the authors.
Limited Attention and the Allocation of Effort in Securities Trading
Version of Record online: 11 NOV 2008
© 2008 the American Finance Association
The Journal of Finance
Volume 63, Issue 6, pages 3031–3067, December 2008
How to Cite
CORWIN, S. A. and COUGHENOUR, J. F. (2008), Limited Attention and the Allocation of Effort in Securities Trading. The Journal of Finance, 63: 3031–3067. doi: 10.1111/j.1540-6261.2008.01420.x
- Issue online: 11 NOV 2008
- Version of Record online: 11 NOV 2008
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