Retail Investor Sentiment and Behavior [electronic resource] : An Empirical Analysis / by Matthias Burghardt.
By: Burghardt, Matthias [author.].
Contributor(s): SpringerLink (Online service).
Material type:
BookPublisher: Wiesbaden : Gabler, 2011Description: XV, 158p. 19 illus. online resource.Content type: text Media type: computer Carrier type: online resourceISBN: 9783834961709.Subject(s): Economics | Economics/Management Science | Finance/Investment/BankingDDC classification: 657.8333 | 658.152 Online resources: Click here to access online
In:
Springer eBooksSummary: 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.
No physical items for this record
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.
There are no comments for this item.