Investors’ attention is limited. When investors have limited access to information resources, those events that attract investors’ limited attention in the stock market could usually affect their investment decisions. Some literature argues that, to some extent, if a stock is listed on today’s “Dragon-Tiger” Board, the listing event could create a short-term momentum in its price. Since this pattern can be noticed by anybody, the individual investor who possesses fund dominance could create this same kind of listing event artificially and manipulate other investors’ attention. To clearly test and examine this motivation, this paper firstly explains the theoretical mechanism of how fund-dominant accounts profit from pumping up the stock price and selling it in the next day by taking advantage of investors’ attention. And then, this paper chooses China’s A-share stocks which are listed on the “Dragon-Tiger” Board only because its price movement deviation hits 7% on that day as the sample, and the time span is from January 2015 to July 2019. Thanks to the availability of account-level data from a China security company, a name list of suspicious speculative fund-dominant accounts is found. Through the empirical test of the relationship between the speculation of these fund-dominant accounts and the selling decision of the next day, this paper finds that: First, there indeed exist speculation and price manipulation activities driven by fund-dominant accounts which can be concluded as a “one-day trip” trading pattern. Second, when the stock is listed on the “Dragon-Tiger” Board, the higher dominance a fund-dominant account speculates, the stronger the positive relationship between the speculation intention and the next day’s selling decision is. Third, the information disclosure mechanism of the “Dragon-Tiger” Board can capture the accounts that hype stocks and have a strong tendency of “one-day tour”. From the perspective of the causes behind the attention events in China’s stock market, this paper studies the speculation behavior of fund-dominant accounts, and provides micro evidence for the research on investors’ attention, asset pricing and trade-based price manipulation. Also, this paper contributes to the research on the public information disclosed by stock exchanges, and provides enlightenment for the supervisor and the stock exchange to further improve the governance system of the stock market.