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The overconfident trading behavior of individual versus institutional investors
16 references·0 citing·49 second hopsampled
The overconfident trading behavior of individual versus institutional investors (2016)The overconfident trading behavior of ind…Investor Overconfidence and Trading Volume (2006)Investor Overconfidence and T…Market States and Momentum (2004)Market States and MomentumMarket liquidity as a sentiment indicator (2004)Market liquidity as a sentime…Overconfidence and Speculative Bubbles (2003)Overconfidence and Speculativ…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Learning to Be Overconfident (2001)Learning to Be OverconfidentInstitutional Investors and Equity Prices (2001)Institutional Investors and E…Volume, Volatility, Price, and Profit When All Traders Are Above Average (1998)Volume, Volatility, Price, an…Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Psychology and Secur…Institutional Investors and Equity Prices (1998)Institutional Investors and E…The weighing of evidence and the determinants of confidence (1992)The weighing of evidence and …Stock Prices and Volume (1992)Stock Prices and VolumeInformation and Volatility: The No-Arbitrage Martingale Approach to Timing and Resolution Irrelevancy (1989)Information and Volatility: T…The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence (1985)The Disposition to Sell Winne…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Do those who know more also know more about how much they know? (1977)Do those who know more also k…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Continuous Auctions and Insider Trading (1985)Does the Stock Market Overreact? (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Bayesian Analysis of Stochastic Volatility Models (2002)Risks and Portfolio Decisions Involving Hedge Funds (2003)Prospect Theory: An Analysis of Decision under Risk (1979)Toward a positive theory of consumer choice (1980)Prospect theory: An analysis of decision under risk (1988)Are Investors Reluctant to Realize Their Losses? (1998)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)The theory of planned behavior (1991)A power primer. (1992)Confirmation Bias: A Ubiquitous Phenomenon in Many Guises (1998)A perspective on judgment and choice: Mapping bounded rationality. (2003)Editor's Choice Digesting Anomalies: An Investment ApproachThe Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Liquidity Risk and Expected Stock Returns (2003)Asset pricing with liquidity risk (2005)Diversification's effect on firm value (1995)Earnings Management to Exceed Thresholds (1999)Presidential Address: Discount Rates (2011)The short of it: Investor sentiment and anomalies (2011)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Judgment under Uncertainty: Heuristics and Biases (1975)Do Investors Trade Too Much? (1999)Investor Psychology and Asset Pricing (2001)Gender Differences in Preferences (2009)Risk, Return, and Equilibrium: Empirical Tests (1973)Noise Trader Risk in Financial Markets (1990)Multifactor Explanations of Asset Pricing Anomalies (1996)Chapter 18 A survey of behavioral finance (2003)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)Retail Investor Sentiment and Return Comovements (2006)The Adaptive Markets Hypothesis (2004)Investor attention, overconfidence and category learning (2006)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 1998Investor Psychology and Security Market Under‐ and Overreactions5,711 cited
  • 1985The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence3,550 cited
  • 2003Overconfidence and Speculative Bubbles2,227 cited
  • 1998Volume, Volatility, Price, and Profit When All Traders Are Above Average1,980 cited
  • 1992The weighing of evidence and the determinants of confidence1,842 cited
  • 2001Learning to Be Overconfident1,664 cited
  • 2001Institutional Investors and Equity Prices1,646 cited
  • 1992Stock Prices and Volume1,295 cited
  • 1998Institutional Investors and Equity Prices1,263 cited
  • 2004Market liquidity as a sentiment indicator1,245 cited
  • 1977Do those who know more also know more about how much they know?1,081 cited
  • 1989Information and Volatility: The No-Arbitrage Martingale Approach to Timing and Resolution Irrelevancy1,047 cited
  • 2004Market States and Momentum995 cited

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Investor Overconfidence and Trading Volume
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