"Investor attention fluctuation and stock market volatility: Evidence from China".

PLoS One · 2023 · PMC10681240 · PMID 38011123

Europe PMC DOI

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highly significantno p-value reported

We can find that daily and weekly average volatility measures are highly significant in both models underscoring the persistence of market volatility.

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Quoted from the open-access full text in Europe PMC under the licence the publisher applied. The sentence is reproduced exactly as published; the emphasis is ours.