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Absolute stock returns and trading volumes : psychological insights

Kudryavtsev, Andrey - In: Quantitative finance and economics 1 (2017) 2, pp. 186-204

Persistent link: https://www.econbiz.de/10012137769

Short-term herding effect on market index returns

Kudryavtsev, Andrey - In: Annals of financial economics 14 (2019) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10012015478

Holiday effect on large stock price changes

Kudryavtsev, Andrey - In: Annals of economics and finance 20 (2019) 2, pp. 633-660

Persistent link: https://www.econbiz.de/10012175624

VIX index and stock returns following large price moves

Kudryavtsev, Andrey - In: Journal of risk & control 4 (2017) 1, pp. 71-101

Persistent link: https://www.econbiz.de/10012236817

Psychological aspects of stock returns accompanied by high trading volumes

Kudryavtsev, Andrey - In: Journal of risk & control 6 (2019) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10012237593

The availability heuristic and reversals following large stock price changes

Kudryavtsev, Andrey - In: The journal of behavioral finance : a publication of … 19 (2018) 2, pp. 159-176

Persistent link: https://www.econbiz.de/10012009647

The effect of stock return sequences on trading volumes

Kudryavtsev, Andrey - In: International Journal of Financial Studies : open … 5 (2017) 4, pp. 1-15

The present study explores the effect of the gambler’s fallacy on stock trading volumes. I hypothesize that if a stock’s price rises (falls) during a number of consecutive trading days, then the gambler’s fallacy may cause at least some of the investors to expect that the stock’s price...

Persistent link: https://www.econbiz.de/10011760176

Holiday effect on stock price reactions to analyst recommendation revisions

Kudryavtsev, Andrey - In: The journal of asset management 19 (2018) 7, pp. 507-521

Persistent link: https://www.econbiz.de/10011958143

Volatility expectations and the reaction to analyst recommendations

Kliger, Doron; Kudryavtsev, Andrey - In: Journal of economic psychology : research in economic … 37 (2013), pp. 1-6

Persistent link: https://www.econbiz.de/10010234317

Immediate and longer-term stock price dynamics following large stock price changes

Kudryavtsev, Andrey - In: Annals of financial economics 15 (2020) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10012642938