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Individual Investors and Volatility: (ex Chaining up noise traders)
16 references·16 citing·46 second hopsampled
Individual Investors and Volatility: (ex Chaining up noise traders) (2008)Individual Investors and Volatility: (ex …Simple formulas for standard errors that cluster by both firm and time (2010)Simple formulas for standard …Who Gambles in the Stock Market? (2009)Who Gambles in the Stock Mark…Trading Costs and Returns for U.S. Equities: Estimating Effective Costs from Daily Data (2009)Trading Costs and Returns for…Do liquidity measures measure liquidity?☆ (2009)Do liquidity measures measure…Retail Investor Sentiment and Return Comovements (2006)Retail Investor Sentiment and…Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Have Individual Stocks Become…Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Trading Is Hazardous to Your …The investment behavior and performance of various investor types: a study of Finland's unique data set (2000)The investment behavior and p…Do Investors Trade Too Much? (1999)Do Investors Trade Too Much?Trading Volume and Serial Correlation in Stock Returns (1993)Trading Volume and Serial Cor…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Stock return variances (1986)Stock return variancesNoise (1986)NoiseA Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)A Simple Implicit Measure of …The Present-Value Relation: Tests Based on Implied Variance Bounds (1981)The Present-Value Relation: T…Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Do Stock Prices Move Too Much…Enterprise digital transformation, breadth of ownership and stock price volatility (2023)Enterprise digital transforma…Retail trader sophistication and stock market quality: Evidence from brokerage outages (2022)Retail trader sophistication …Flattening the Illiquidity Curve: Retail Trading During the COVID-19 Lockdown (2021)Flattening the Illiquidity Cu…Glued to the TV: Distracted Noise Traders and Stock Market Liquidity (2019)Glued to the TV: Distracted N…Should retail investors’ leverage be limited? (2018)Should retail investors’ leve…Why Do Individual Investors Disregard Accounting Information? The Roles of Information Awareness and Acquisition Costs (2017)Why Do Individual Investors D…Financial Transaction Taxes, Market Composition, and Liquidity (2017)Financial Transaction Taxes, …Are retail traders compensated for providing liquidity? (2016)Are retail traders compensate…Learning about Consumption Dynamics (2015)Learning about Consumption Dy…Investor attention and FX market volatility (2015)Investor attention and FX mar…How return and risk experiences shape investor beliefs and preferences (2015)How return and risk experienc…Can Internet Search Queries Help to Predict Stock Market Volatility? (2015)Can Internet Search Queries H…Do Individual Investors Treat Trading as a Fun and Exciting Gambling Activity? Evidence from Repeated Natural Experiments (2014)Do Individual Investors Treat…Corporate Social Responsibility, Noise, and Stock Market Volatility (2013)Corporate Social Responsibili…Aggregate Idiosyncratic Volatility (2012)Aggregate Idiosyncratic Volat…Stock price fragility (2011)Stock price fragilityDividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Does the Stock Market Overreact? (1985)Time Series Analysis, Forecasting, and Control (1995)The Behavior of Stock-Market Prices (1965)Stock returns and the weekend effect (1980)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Do Brokerage Analysts' Recommendations Have Investment Value? (1996)The General Theory of Employment, Interest and Money. (1936)Continuous Auctions and Insider Trading (1985)The Limits of Arbitrage (1995)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Risk, Return, and Equilibrium: Empirical Tests (1973)Advances in prospect theory: Cumulative representation of uncertainty (1992)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)High idiosyncratic volatility and low returns: International and further U.S. evidence (2008)Stocks as Lotteries: The Implications of Probability Weighting for Security Prices (2008)Maxing out: Stocks as lotteries and the cross-section of expected returns (2010)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)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)A model of investor sentiment /Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)How Distance, Language, and Culture Influence Stockholdings and Trades (2001)What Makes Investors Trade? (2001)Individual Investor Trading and Stock Returns (2008)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)The distribution of realized stock return volatility (2001)Asymmetric correlations of equity portfolios (2002)Default Risk in Equity Returns (2004)The Econometrics of Financial Markets (2012)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Common risk factors in the returns on stocks and bonds (1993)Investor Psychology and Asset Pricing (2001)The Efficient Market Hypothesis and Its Critics (2003)On Persistence in Mutual Fund Performance (1997)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)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)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
  • 2000Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors3,953 cited
  • 1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market2,748 cited
  • 2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk2,419 cited
  • 1999Do Investors Trade Too Much?2,245 cited
  • 1986Stock return variances1,813 cited
  • 2009Who Gambles in the Stock Market?1,808 cited
  • 1986Noise1,783 cited
  • 2000The investment behavior and performance of various investor types: a study of Finland's unique data set1,639 cited
  • 1993Trading Volume and Serial Correlation in Stock Returns1,560 cited
  • 2010Simple formulas for standard errors that cluster by both firm and time1,515 cited
  • 2006Retail Investor Sentiment and Return Comovements1,490 cited
  • 2009Do liquidity measures measure liquidity?☆1,425 cited
  • 1981The Present-Value Relation: Tests Based on Implied Variance Bounds1,364 cited

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

  • 2009Trading Costs and Returns for U.S. Equities: Estimating Effective Costs from Daily Data1,098 cited
  • Cited by

    • 2015Can Internet Search Queries Help to Predict Stock Market Volatility?350 cited
    • 2017Why Do Individual Investors Disregard Accounting Information? The Roles of Information Awareness and Acquisition Costs308 cited
    • 2011Stock price fragility300 cited
    • 2013Corporate Social Responsibility, Noise, and Stock Market Volatility260 cited
    • 2022Retail trader sophistication and stock market quality: Evidence from brokerage outages254 cited
    • 2014Do Individual Investors Treat Trading as a Fun and Exciting Gambling Activity? Evidence from Repeated Natural Experiments228 cited
    • 2021Flattening the Illiquidity Curve: Retail Trading During the COVID-19 Lockdown228 cited
    • 2019Glued to the TV: Distracted Noise Traders and Stock Market Liquidity225 cited
    • 2016Are retail traders compensated for providing liquidity?219 cited
    • 2012Aggregate Idiosyncratic Volatility196 cited
    • 2015Learning about Consumption Dynamics136 cited
    • 2023Enterprise digital transformation, breadth of ownership and stock price volatility133 cited
    • 2015Investor attention and FX market volatility131 cited
    • 2017Financial Transaction Taxes, Market Composition, and Liquidity121 cited
    • 2015How return and risk experiences shape investor beliefs and preferences112 cited
    • 2018Should retail investors’ leverage be limited?110 cited