joint attention spillover reversal
What it checks
Decompose a focal ticker's Wikipedia pageview attention spike into shared vs idiosyncratic components by co-movement with its TNIC-peer / sector cohort's pageview spikes on the same days.
Mechanism
Decompose a focal ticker's Wikipedia pageview attention spike into shared vs idiosyncratic components by co-movement with its TNIC-peer / sector cohort's pageview spikes on the same days. When a spike is largely SHARED (high joint, low idiosyncratic) the next 1-2 week return reverses (diffuse low-precision retail attention overshoots); idiosyncratic firm-specific spikes drift.
Signal rule
Decompose a focal ticker's Wikipedia pageview attention spike into shared vs idiosyncratic components by co-movement with its TNIC-peer / sector cohort's pageview spikes on the same days. When a spike is largely SHARED (
Data dependencies
wikipedia_pageviewsWikimedia daily pageview counts joined to ticker pages.
tnic_peersHoberg-Phillips text-based industry classification peer lists (annual).
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
Expected edge
- Paper window
- Modern daily equity data
behavioral premium; decay risk 3/5.
Example tickers where this is likely to fire
Illustrative only, the signal fires based on the live data, not a fixed list.
Related families
Explore joint attention spillover reversal on alphactor.ai
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