Dash, SRGabauer, DavidGoel, GSubramaniam, S2025-03-182023-11-122025-03-182024-010003-6846I7L7J (isidoc)https://hdl.handle.net/10182/18310This study examines investor attention connectedness measures before and after the COVID-19 outbreak. We find that investor attention spillovers persist among global equity markets, and developed markets dominate as shock transmitters. The spillover effect increased significantly amidst the COVID-19 pandemic period due to escalating market turmoil. The empirical results suggest that investor attention interdependencies have important implications for improving our understanding of the shock transmission of global equity markets and co-movement dynamics. Our findings offer additional insights to investors and speculators to design better portfolio strategies by considering the net spillover effects of investor attention between numerous equity markets.pp.7222-7243en© 2023 Informa UK Limited, trading as Taylor & Francis GroupCOVID-19investor attentionequity marketsTVP-VARdynamic connectednessJournal Article10.1080/00036846.2023.22777051466-4283ANZSRC::3801 Applied economicsANZSRC::3802 Econometrics