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 dossierVersion 2 of the studyOpen the study

Dossiersha256:f321c1a1d373acd605d01b74cb3374ea288d0f295e3a660dafcf544f0549d3e6

Dossier as JSON

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

Data used

This version does not record its data sources.

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)

· by e2er authors

Template	By	Pinned version
Event-study-finance	e2er authors	example · sha256 92fa40d2fa58

Skills (2)

· by e2er authors

Skill	By	Pinned version
Financial Event Studies	e2er authors	example · sha256 3c8bb004fc58
Time Series Econometrics	e2er authors	example · sha256 01aff2dca1f3

Cite e2er with this dossier

A paper produced with e2er gives one reference for e2er: this dossier. It credits everyone listed above.

@misc{e2er-f321c1a1d373acd6,
  title        = {e2er dossier for "Attention shocks and small-cap mispricing"},
  author       = {{e2er}},
  year         = {2026},
  howpublished = {\url{https://e2er.org/d/f321c1a1d373acd6}},
  note         = {Workflow, templates, specialists, skills, connectors and models used, pinned by content hash. Dossier sha256:f321c1a1d373acd605d01b74cb3374ea288d0f295e3a660dafcf544f0549d3e6}
}