Systematic Trading Behavior and the Cross-Section of Stock Returns on the OMXH*
Author:
Affiliation:
1. The University of Sydney Business School
Publisher
Oxford University Press (OUP)
Subject
Finance,Economics and Econometrics,Accounting
Link
http://academic.oup.com/rof/article-pdf/18/6/2325/26306979/rft045.pdf
Reference26 articles.
1. Do retail traders move markets?;Barber;Review of Financial Studies,2009
2. Just how much do individual investors lose by trading?;Barber;Review of Financial Studies,2009
3. Foreign investors' reaction to lower profitability – the role of information asymmetry;Berglund;International Review of Finance,2010
4. Noise;Black;Journal of Finance,1986
5. On persistence in mutual fund performance;Carhart;Journal of Finance,1997
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1. Individual investors’ trading behavior in Moscow Exchange and the COVID-19 crisis;Journal of Behavioral and Experimental Finance;2021-09
2. Determinants of household broker choices and their impacts on performance;Journal of Banking & Finance;2020-03
3. Institutional trading and asset pricing;Journal of Banking & Finance;2018-04
4. Institutional Trading and Asset Pricing;SSRN Electronic Journal;2014
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