Search Results - subject:"trend chasing"

How the stock ticker decreased price efficiency in the early 20th century

Bliss, Barbara A.; Warachka, Mitch; Weidenmier, Marc D. - In: Critical finance review 14 (2025) 1, pp. 65-100

Persistent link: https://www.econbiz.de/10015409943

Smart (phone) investing? A within investor-time analysis of new technologies and trading behavior

Kalda, Ankit; Loos, Benjamin; Previtero, Alessandro; … - 2021

Using transaction-level data from two German banks, we study the effects of smartphones on investor behavior. Comparing trades by the same investor in the same month across different platforms, we find that smartphones increase purchasing of riskier and lottery-type assets and chasing past...

Persistent link: https://www.econbiz.de/10012424891

Smart (phone) investing? : a within investor-time analysis of new technologies and trading behavior

Kalda, Ankit; Loos, Benjamin; Previtero, Alessandro; … - 2021

Persistent link: https://www.econbiz.de/10012424602

How does active change affect investment efficiency? : evidence from monthly account-level data on Chinese online platform

Ba, Shusong; Wei, Wei; Yuan, Hongmin - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 8, pp. 2191-2202

Persistent link: https://www.econbiz.de/10013190345

Investor sophistication and portfolio dynamics

Buss, Adrian; Uppal, Raman; Vilkov, Grigory - 2020

Persistent link: https://www.econbiz.de/10012253974

Asset prices and portfolio choice with learning from experience

Ehling, Paul; Graniero, Alessandro; Heyerdahl-Larsen, … - In: The review of economic studies 85 (2018) 3, pp. 1752-1780

Persistent link: https://www.econbiz.de/10011923502

Sophistication and price impact of foreign investors in the Brazilian stock market

Gonçalves Junior, Walter; Eid Junior, William - In: Emerging markets review 33 (2017), pp. 102-139

Persistent link: https://www.econbiz.de/10011803336

The behavior of intoxicated investors : the role of institutional investors in propagating the crisis of 2007-2008

Manconi, Alberto; Massa, Massimo; Yasuda, Ayako - 2010 - This draft: June 30, 2010

Persistent link: https://www.econbiz.de/10010251463

Are individual or institutional investors the agents of bubbles?

Choe, Chong-mu; Kedar-Levy, Haim; Sehyun, Sean - In: Journal of international money and finance 59 (2015), pp. 1-22

Persistent link: https://www.econbiz.de/10011478263

A Rational Foundation for Trend-Chasing and Contrarian Trades with Implications for Momentum Anomalies

Kedar-Levy, Haim - In: Quarterly Journal of Finance (QJF) 03 (2013) 01, pp. 1350003-1

Trend-chasing and Contrarian are well-documented empirical trading patterns that the literature generally attributes to …

Persistent link: https://www.econbiz.de/10010696044