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Identification of clusters of investors from their real trading activity in a financial market
16 references·3 citing·44 second hop
Identification of clusters of investors from their real trading activity in a financial market (2012)Identification of clusters of investors f…Sensation Seeking, Overconfidence, and Trading Activity (2009)Sensation Seeking, Overconfid…Just How Much Do Individual Investors Lose by Trading? (2008)Just How Much Do Individual I…Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)Chapter 23 Heterogeneous Agen…Zipf Distribution of U.S. Firm Sizes (2001)Zipf Distribution of U.S. Fir…The investment behavior and performance of various investor types: a study of Finland's unique data set (2000)The investment behavior and p…Time series properties of an artificial stock market (1999)Time series properties of an …Scaling and criticality in a stochastic multi-agent model of a financial market (1999)Scaling and criticality in a …Herding and Feedback Trading by Institutional and Individual Investors (1999)Herding and Feedback Trading …Do foreign investors destabilize stock markets? The Korean experience in 1997 (1999)Do foreign investors destabil…Heterogeneous beliefs and routes to chaos in a simple asset pricing model (1998)Heterogeneous beliefs and rou…Herd Behaviour, Bubbles and Crashes (1995)Herd Behaviour, Bubbles and C…Ants, Rationality, and Recruitment (1993)Ants, Rationality, and Recrui…Allocative Efficiency of Markets with Zero-Intelligence Traders: Market as a Partial Substitute for Individual Rationality (1993)Allocative Efficiency of Mark…On the Contrarian Investment Strategy (1988)On the Contrarian Investment …Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)A Simple Implicit Measure of …Facebook drives behavior of passive households in stock markets (2018)Facebook drives behavior of p…Empirical Analyses of Networks in Finance (2018)Empirical Analyses of Network…Trading networks, abnormal motifs and stock manipulation (2013)Trading networks, abnormal mo…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The variation of certain speculative prices (1997)Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series (1999)Herd Behavior in Financial Markets (2000)A Simple Approximate Long-Memory Model of Realized Volatility (2008)Asset Prices in an Exchange Economy (1978)A Rational Route to Randomness (1997)Agent-based computational finance: Suggested readings and early research (2000)Heterogeneous Agent Models in Economics and Finance (2005)The Economy as an Evolving Complex System II (2018)Irrational Behavior and Economic Theory (1962)An Evolutionary Theory of Economic Change. (1983)Shared Mental Models: Ideologies and Institutions (1994)An Engine, Not a Camera (2006)What Are Institutions? (2006)Mean Reversion in Stock Prices: Evidence and Implications (1987)Herd Behavior and Investment (1988)Noise Trader Risk in Financial Markets (1990)VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS (2000)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)The spandrels of San Marco and the Panglossian paradigm: a critique of the adaptationist programme (1979)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Competing Technologies, Increasing Returns, and Lock-In by Historical Events (1989)The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions (1998)Human behavior and the principle of least effort (1949)Zipf's Law for Cities: An Explanation (1999)A theory of power-law distributions in financial market fluctuations (2003)Railroads and American Economic Growth: A “Market Access” Approach * (2016)Replicating Anomalies (2018)The Behavior of Stock-Market Prices (1965)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Efficient Capital Markets: II (1991)Risk, Return, and Equilibrium: Empirical Tests (1973)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Mutual Fund Herding and the Impact on Stock Prices (1999)Institutional Investors and Equity Prices (2001)What Makes Investors Trade? (2001)A model of investor sentiment /Investor Psychology and Security Market Under‐ and Overreactions (1998)How Distance, Language, and Culture Influence Stockholdings and Trades (2001)Individual Investor Trading and Stock Returns (2008)Illiquidity and stock returns: cross-section and time-series effects (2002)
this work references cited by second hop

References

  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market2,748 cited
  • 2001Zipf Distribution of U.S. Firm Sizes1,838 cited
  • 1998Heterogeneous beliefs and routes to chaos in a simple asset pricing model1,697 cited
  • 1993Allocative Efficiency of Markets with Zero-Intelligence Traders: Market as a Partial Substitute for Individual Rationality1,652 cited
  • 2000The investment behavior and performance of various investor types: a study of Finland's unique data set1,639 cited
  • 1999Herding and Feedback Trading by Institutional and Individual Investors1,587 cited
  • 1999Scaling and criticality in a stochastic multi-agent model of a financial market1,527 cited
  • 1995Herd Behaviour, Bubbles and Crashes1,054 cited
  • 1993Ants, Rationality, and Recruitment986 cited
  • 2008Just How Much Do Individual Investors Lose by Trading?952 cited
  • 1999Do foreign investors destabilize stock markets? The Korean experience in 1997896 cited
  • 2009Sensation Seeking, Overconfidence, and Trading Activity822 cited
  • 1999Time series properties of an artificial stock market729 cited
  • 2006Chapter 23 Heterogeneous Agent Models in Economics and Finance

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542 cited
  • 1988On the Contrarian Investment Strategy540 cited
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    • 2018Facebook drives behavior of passive households in stock markets38 cited
    • 2018Empirical Analyses of Networks in Finance36 cited
    • 2013Trading networks, abnormal motifs and stock manipulation30 cited