Retail Investor Sentiment and Behavior: An Empirical Analysis
Matthias Burghardt (auth.)Investor sentiment and behavior play an important role in financial markets. Using a unique data set consisting of more than 36.5 million submitted retail investor orders over the course of five years, Matthias Burghardt constructs an innovative retail investor sentiment index. He shows that retail investors’ trading decisions are correlated, that retail investors are contrarians, and that a profitable trading strategy can be based on these aggregated sentiment measures.
년:
2011
판:
1
출판사:
Gabler Verlag
언어:
english
페이지:
158
ISBN 10:
3834961701
ISBN 13:
9783834961709
파일:
PDF, 1.22 MB
IPFS:
,
english, 2011
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