Attention shocks and small-cap mispricing
How this study was produced: every step of the run with the file it wrote, and everything the run used, pinned to the exact version. The address of this page is derived from its content: if anything below changed, the address would change.
Example dossierOpen the study
Dossiersha256:4a9d573dac98b4cf383b9ca4d0bfdf7e524f2890d4c7ea1acdb71a144314193a
Run settings
- E2ER
- example
- Template
- event-study-finance
- AI backend
- n/a
- Models
- n/a
Input data
SHA-256 of the data files, as recorded in the study's provenance.
- ·data/data_dictionary.json 21cc60f5f0a0
- ·data/data_summary.md 3369f4c489ef
Workflow (0 steps)
This study was published without its run record, so the steps are not listed.
What it was built with (3)
Each part with its authors and the version used. E2ER parts are pinned by git's content hash of their file at the commit above; follow a link to read that exact version.
Templates (1)
| Template | By | Pinned version |
|---|---|---|
| Event study of announcements (finance) | Lena Okafor | example · sha256 084478f17e70 |
Skills (2)
| Skill | By | Pinned version |
|---|---|---|
| Financial Event Studies | E2ER contributors | example · sha256 1f71fd5f8a69 |
| Time Series Econometrics | E2ER contributors | example · sha256 cfe4be468f42 |
Cite E2ER with this dossier
A paper produced with E2ER gives one reference for E2ER: this dossier. It credits everyone listed above.
@misc{e2er-4a9d573dac98b4cf,
title = {E2ER dossier for "Attention shocks and small-cap mispricing"},
author = {{E2ER}},
year = {2026},
howpublished = {\url{https://e2er.org/d/4a9d573dac98b4cf}},
note = {Workflow, templates, specialists, skills, connectors and models used, pinned by content hash. Dossier sha256:4a9d573dac98b4cf383b9ca4d0bfdf7e524f2890d4c7ea1acdb71a144314193a}
}