Replication package for: Attention Utility: Evidence From Individual Investors

This package contains replication files for the analysis presented in "Attention Utility: Evidence From Individual Investors" by E. Quispe-Torreblanca, J. Gathergood, G. Loewenstein, and N. Stewart, forthcoming in Review of Economic Studies (2025). The package includes two sets of scripts designed for distinct but related purposes: Experiments and Retail Investor Data Analysis.
The accompanying README file provides detailed instructions on how to access the data for each component and run the scripts.