الفهرس 
Title : The impact of investor attention on trading behavior and stock prices movement in the Egyptian stock market
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Abstract
This research thesis studied the investor attention theory (Barber & Odean 2008) in the Egyptian context via investigating the impact of investor attention on the trading behavior of individual and institutional investors, which affect the movement of stock prices. The theory argues that individual investors are subject to the limited attention, which force them to be attention-driven traders especially during taking their buying decision (limited attention is not applicable to institutional investors who are non-attention driven traders). Several statistical tests were conducted on the available trading data (124,007 daily observations of individual stocks in form of longitudinal panel data) of the merged dataset of EGX 100 index constituents (as of January 30, 2014), covering eight years from January 2006 to December 2013. Decile analysis was done via Volume and Return Sorts. Multiple regression analysis conducted using the Fama-MacBeth two-step regression