Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Feedback Traders and Stock Return Autocorrelations: Evidence from a Century of Daily Data

6 references·16 citing·47 second hop

FromToDepth

this work references cited by second hop

References

1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
1987Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model2,469 cited
1984Stock Prices and Social Dynamics1,615 cited
1983The Price Variability-Volume Relationship on Speculative Markets1,450 cited
1976Studies of stock market volatility changes885 cited
1966Some New Stock-Market Indexes538 cited

Cited by

2009Oil price dynamics and speculation274 cited
2011The economic value of co-movement between oil price and exchange rate using copula-based GARCH models257 cited
2010Empirical investigation of herding behavior in Chinese stock markets: Evidence from quantile regression analysis207 cited
1996MODELING THE DYNAMIC INTERDEPENDENCE OF MAJOR EUROPEAN STOCK MARKETS195 cited
2005Institutional Traders’ Behavior in an Emerging Stock Market: Empirical Evidence on Polish Pension Fund Investors182 cited
2004Index futures and positive feedback trading: evidence from major stock exchanges176 cited
2008Investor Sentiment, Trading Behavior and Informational Efficiency in Index Futures Markets156 cited
1997Feedback trading and the autocorrelation pattern of stock returns: further empirical evidence151 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2016Does investor sentiment really matter?146 cited

1998Asymmetries in the Conditional Mean and the Conditional Variance: Evidence From Nine Stock Markets135 cited

2021Geopolitical risk, economic policy uncertainty and asset returns in Chinese financial markets132 cited

1999RANDOM WALK TESTS FOR LATIN AMERICAN EQUITY INDEXES AND INDIVIDUAL FIRMS125 cited

2012Causality between trading volume and returns: Evidence from quantile regressions121 cited

2013Dynamic Herding Behavior in Pacific-Basin Markets: Evidence and Implications120 cited

2003Asymmetrical reaction to US stock-return news: evidence from major stock markets based on a double-threshold model110 cited

2001Asymmetric reverting behavior of short-horizon stock returns: An evidence of stock market overreaction108 cited