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Positive feedback trading: a review
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Positive feedback trading: a review (2014)Positive feedback trading: a reviewThe End of Behavioral Finance (1999)The End of Behavioral FinanceFutures trading, information and spot price volatility: evidence for the FTSE-100 stock index futures contract using GARCH (1995)Futures trading, information …Trading Volume and Serial Correlation in Stock Returns (1993)Trading Volume and Serial Cor…The impact of institutional trading on stock prices (1992)The impact of institutional t…Some Relations Between Volatility and Serial Correlations in Stock Market Returns (1992)Some Relations Between Volati…Feedback Traders and Stock Return Autocorrelations: Evidence from a Century of Daily Data (1992)Feedback Traders and Stock Re…The Dynamics of Stock Index and Stock Index Futures Returns (1990)The Dynamics of Stock Index a…Stock Market Volatility (1990)Stock Market VolatilitySpeculative Dynamics and the Role of Feedback Traders (1990)Speculative Dynamics and the …Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Positive Feedback Investment …Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1989)Positive Feedback Investment …Information and Volatility: The No-Arbitrage Martingale Approach to Timing and Resolution Irrelevancy (1989)Information and Volatility: T…The Temporal Price Relationship Between S&P 500 Futures and the S&P 500 Index (1987)The Temporal Price Relationsh…Noise (1986)NoiseStock Prices and Social Dynamics (1984)Stock Prices and Social Dynam…Institutional investor sentiment and the mean-variance relationship: Global evidence (2021)Institutional investor sentim…Do investors feedback trade in the Bitcoin—and why? (2021)Do investors feedback trade i…Empirical investigation of changes in policy uncertainty on stock returns—Evidence from China’s market (2020)Empirical investigation of ch…Asset returns and inflation (1977)Stock Returns and the Term Structure (1985)Predicting returns in the stock and bond markets (1986)Good Day Sunshine: Stock Returns and the Weather (2003)Expected Stock Returns and Variance Risk Premia (2009)Essays in Positive Economics (1954)Does the Stock Market Overreact? (1985)A Simple Model of Herd Behavior (1992)Risk Taking by Mutual Funds as a Response to Incentives (1997)Investor Psychology and Asset Pricing (2001)The Geography of Investment: Informed Trading and Asset Prices (2001)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)The Limits of Arbitrage (1995)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)A Further Analysis of the Lead–Lag Relationship Between the Cash Market and Stock Index Futures Market (1992)Predicting Volatility in the Foreign Exchange Market (1995)From value at risk to stress testing: The extreme value approach (2000)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility (1994)Transactions, Volume, and Volatility (1994)Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility (1996)Theory of rational option pricing (2005)The Relation Between Price Changes and Trading Volume: A Survey (1987)Why Does Stock Market Volatility Change Over Time? (1989)Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation (1994)Price Momentum and Trading Volume (2000)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Intraday Volatility in the Stock Index and Stock Index Futures Markets (1991)Trading costs and the relative rates of price discovery in stock, futures, and option markets (1996)Intraday Price Formation in U.S. Equity Index Markets (2003)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Prospect Theory: An Analysis of Decision under Risk (1979)The Framing of Decisions and the Psychology of Choice (1981)Do Demand Curves for Stocks Slope Down? (1986)The Noise Trader Approach to Finance (1990)Myth or Reality? The Long-Run Underperformance of Initial Public Offerings: Evidence from Venture and Nonventure Capital-Backed Companies (1997)Order Flow and Exchange Rate Dynamics (1999)Investor psychology in capital markets: evidence and policy implications (2002)Heterogeneous Agent Models in Economics and Finance (2005)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)
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References

  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1990Positive Feedback Investment Strategies and Destabilizing Rational Speculation2,197 cited
  • 1992The impact of institutional trading on stock prices2,068 cited
  • 1986Noise1,783 cited
  • 1984Stock Prices and Social Dynamics1,615 cited
  • 1993Trading Volume and Serial Correlation in Stock Returns1,560 cited
  • 1989Information and Volatility: The No-Arbitrage Martingale Approach to Timing and Resolution Irrelevancy1,047 cited
  • 1989Positive Feedback Investment Strategies and Destabilizing Rational Speculation804 cited
  • 1990The Dynamics of Stock Index and Stock Index Futures Returns803 cited
  • 1987The Temporal Price Relationship Between S&P 500 Futures and the S&P 500 Index503 cited
  • 1999The End of Behavioral Finance485 cited
  • 1990Speculative Dynamics and the Role of Feedback Traders454 cited
  • 1992Feedback Traders and Stock Return Autocorrelations: Evidence from a Century of Daily Data384 cited
  • 1990Stock Market Volatility384 cited
  • 1995Futures trading, information and spot price volatility: evidence for the FTSE-100 stock index futures contract using GARCH290 cited

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  • 1992Some Relations Between Volatility and Serial Correlations in Stock Market Returns282 cited
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    • 2020Empirical investigation of changes in policy uncertainty on stock returns—Evidence from China’s market96 cited
    • 2021Do investors feedback trade in the Bitcoin—and why?33 cited
    • 2021Institutional investor sentiment and the mean-variance relationship: Global evidence27 cited