Investor attention is a Sizerce resource, and only the information that investors pay attention to can be reflected in the stock market through transactions. Considering about the development of big data, this paper uses data mining and crawling software to crawl the daily indicators of individual investor attention in 2019. Through a fixed-effect panel data regression model, this paper examines the relationship of personal attention and stock market performance indicators over the same period.

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... This paper found that individual investors' attention can have a significant positive correlation with the liquidity and profitability indicators of stock market performance.