 Today's digital environment overwhelms us with stimuli from many different sources such as advertising campaigns, emails, social media messages, push notifications and many more. These stimuli intend to attract our attention. Basically, these exogenous stimuli can redirect our attention involuntarily and independently of our goals, intentions and awareness. In fact, such exogenous attention stimuli can trigger effective processing which interrupts slower cognitive processes and induces rapid and spontaneous decisions. The experimental psychology literature highlights an important relation between individual attention triggers and risk-taking in various domains such as sports, traffic or illicit substances. Now we are interested in financial markets. Thus inspired by this literature, we want to study the impact of individual attention triggers on risk-taking in the financial domain. Hence, we test the hypothesis that financial attention triggers increase financial risk-taking. We conduct an empirical analysis to study our research questions. There are two main challenges that we have to overcome to be able to study the impact of exogenous attention triggers on individuals risk-taking. First, we have to observe individual triggers of attention. While we do observe a large number of aggregate attention triggers such as TV ads, for example, we commonly do not observe who actually sees a specific TV ad and who does not. However, such knowledge is important to be able to study our research questions. Second, we have to be able to control for individuals risk-taking when they do not observe a particular attention trigger. Thus, we have to be able to observe both individuals who observe a push notification, who observe an attention trigger and those who do not. Then we can compare the risk-taking of individuals who do not observe an attention trigger to those that observe an attention trigger. We overcome these challenges with our access to a novel dataset. We observe the customers of a large broker that sends standardized push notifications to its customers. These push notifications serve as attention triggers that we can directly relate to the same individual's trading activities and risk-taking. This allows us to then study a standard difference in differences approach and compare the risk-taking of individuals who observe an attention trigger and those who do not observe an attention trigger in the same stock at the same time. Our measure of risk-taking is the leverage of an individual trade. Leverage increases the scope of extreme returns and thus is a pure measure of risk-taking. Importantly, the leverage is not dependent on the stock that investors trade, nor on their wealth. Thus, this setup allows us to study our research question and to test our hypothesis. Our main result is that attention triggers increase investors' risk-taking. Attention triggers induce investors to trade with higher leverage. In line with the concept of effective processing, we also find that the median reaction time of investors to push notifications is very short. Quantitatively, the effect that we observe allows us to explain approximately 12.5% of the standard deviation of investors' leverage usage. We believe that this effect is rather large. To put this effect into perspective, we take a look at a recent study by Andersen et al., who studies the risk-taking of individuals after they incur losses due to bank failures in the aftermath of the global financial crisis. In response to such a huge personal experience, investors decrease their risk-taking and this decrease allows the authors to explain approximately 37.5% of investors' risk-taking. Thus, given that we only observe a small push notification that does not contain any fundamental information, this effect that we observe is quite remarkable. Next, we are interested whether the increase in risk-taking is equal for all investors and for all stocks. Thus, we study whether the increase in risk-taking varies with the decision maker, with the decision domain and with the context. We find that male investors, younger investors and less experienced investors increase their risk-taking more after receiving an attention trigger. We also find that the effect is more pronounced for stocks that the investor is less familiar with. Lastly, we observe that the increase in risk-taking is more pronounced for larger firms, for firms with more analyst coverage and for firms with more news coverage. Our findings are highly relevant for two important reasons. First, from an academic perspective, understanding the risk-taking behavior of individuals is crucial to the study of choice under uncertainty, a better understanding of financial markets and financial stability. Second, from a practical perspective, we observe this large number of attention triggers in our digital environment these days that affect investor behavior. Many brokerage services send standardized push notifications to their customers. They may do so to provide their users a unique user experience and to keep them engaged with the app. Thus, it is very important to understand the impact of such services on individuals' risk-taking and trading activities. Illustrating the causal mechanisms that underlie financial risk-taking provides us with entry points to design interventions to modify individuals' risk-taking in situations in which decision makers or society desires such changes. Moreover, we believe that studying the impact of attention triggers on other investment dimensions, such as the portfolio composition, for example, may be a fruitful avenue for future research. In particular, push notifications may help investors to overcome the issue of having under-diversified portfolios. Having better diversified portfolios may actually outweigh the effect of larger risk-taking at the individual level. Also, push notifications may help investors to overcome investment biases, such as, for example, the disposition effect.