Search Results - subject:"Trading behavior"

Klocke, Nina; Pelster, Matthias - In: Review of Derivatives Research 29 (2026) 1

This paper exploits individual trading records from a large brokerage service to investigate the trading patterns of retail investors who take short positions in stocks using contracts for differences (CFDs). Their risk tolerance, as reported in MiFID II questionnaires, and their leverage usage...

Persistent link: https://www.econbiz.de/10015618063

Italian firms' trading behavior in the European carbon market

Nardone, Claudia; Pittiglio, Rosanna; Reganati, Filippo - In: Economia politica : journal of analytical and … 42 (2025) 1, pp. 297-337

Persistent link: https://www.econbiz.de/10015441229

Why do investors trade more following high returns?

Chuang, Wen-I; Lee, Yun-Huan; Lee, Hsiu-chuan; Susmel, Rauli - In: International review of economics & finance : IREF 103 (2025), pp. 1-32

Persistent link: https://www.econbiz.de/10015470298

The impact of peer returns in social trading

Klocke, Nina; Müller-Okesson, Daniel; Hasso, Tim; … - In: Journal of behavioral and experimental finance 46 (2025), pp. 1-23

Persistent link: https://www.econbiz.de/10015431472

How is trading behavior in commodity futures affected by the 52-week high and low?

Laubsch, Joshua; Smales, Lee A.; Duc Hong Vo - In: The journal of behavioral finance : a publication of … 26 (2025) 3, pp. 391-405

Persistent link: https://www.econbiz.de/10015626457

Trading behavior-stock market volatility nexus among institutional and individual investors

Saranj, Alireza; Zolfaghari, Mehdi - In: Financial innovation : FIN 11 (2025), pp. 1-50

-directional relationship between the trading behavior of investor groups (institutional and noninstitutional) and stock index fluctuations in …. The results indicate a bidirectional relationship between the stock index return (SIR) and the trading behavior of online … positions of different investor groups. Also, there is a unidirectional relationship between the SIR and the trading behavior of …

Persistent link: https://www.econbiz.de/10015557876

Extracting stock predictive information in mutual fund managers' portfolio decisions through machine learning with hypergraph

Chen, You-Sin; Kao, Chu-Lan Michael; Liu, Po-Hsien; … - In: Computational economics 65 (2025) 6, pp. 3039-3075

Persistent link: https://www.econbiz.de/10015590351

What explains trading behaviors of members of congress? : evidence from over 100,000 congressional stock trades

Karadas, Serkan; Schlosky, Minh Tam - In: International review of economics & finance : IREF 96 (2024) 2, pp. 1-16

Members of Congress (politicians) are allowed to trade stocks. There is evidence in the literature showing that politicians made informed trades until at least the passage of the Stop Trading on Congressional Knowledge (STOCK) Act of 2012. In this paper, we examine the drivers of congressional...

Persistent link: https://www.econbiz.de/10015211462

The law of small numbers in financial markets : theory and evidence

Jin, Lawrence J.; Peng, Cameron - 2024

Persistent link: https://www.econbiz.de/10014566120

Leverage constraints and investors' choice of underlyings

Pelster, Matthias - In: Journal of banking and finance 162 (2024), pp. 1-26

Persistent link: https://www.econbiz.de/10015557226