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Individual Investors and Volatility · Study

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PreprintIndividual Investors and Volatility

Thierry Foucault2008

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Preprintgreen2008

Individual Investors and Volatility

Thierry Foucault · David Alexandre Sraer · David Thesmar

50 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Market Dynamics and Volatility

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References

1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?2000Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors 1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market 2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk 1999Do Investors Trade Too Much?2009Who Gambles in the Stock Market?1986Noise 2000The investment behavior and performance of various investor types: a study of Finland's unique data set

Cited by

2011The Tobin Tax: A Review of the Evidence 2014Are Retail Traders Compensated for Providing Liquidity?2008Aggregate Idiosyncratic Volatility 2012Ownership, control and market liquidity 2013The Impact of the French Securities Transaction Tax on Market Liquidity and Volatility 2012Ownership, Control and Market Liquidity

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2008Individual Investors and Volatility: (ex Chaining up noise traders)report · 22 shared references 2016Taring All Investors with the Same Brush? Evidence for Heterogeneity in Individual Preferences from a Maximum Likelihood Approachpreprint · 15 shared references 2019Glued to the TV: Distracted Noise Traders and Stock Market Liquidityarticle · 12 shared references 2014Who trades with whom? Individuals, institutions, and returnsarticle · 12 shared references 2021Resolving a Paradox: Retail Trades Positively Predict Returns but Are Not Profitablearticle · 10 shared references 2021Noise traders incarnate: Describing a realistic noise trading processarticle · 10 shared references

Details

Year2008

Typepreprint

Published2008-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations50

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.1105470

openalex_workW2103702173

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