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Retail Investor Sentiment and Behavior
An Empirical Analysis
Langbeschreibung
Using a unique data set consisting of more than 36.5 million submitted retail investor orders over the course of five years, Matthias Burghardt constructs an innovative retail investor sentiment index. He shows that retail investors¿ trading decisions are correlated, that retail investors are contrarians, and that a profitable trading strategy can be based on these aggregated sentiment measures.
Hauptbeschreibung
Investor sentiment and behavior play an important role in financial markets. Using a unique data set consisting of more than 36.5 million submitted retail investor orders over the course of five years, Matthias Burghardt constructs an innovative retail investor sentiment index. He shows that retail investors' trading decisions are correlated, that retail investors are contrarians, and that a profitable trading strategy can be based on these aggregated sentiment measures.
Inhaltsverzeichnis
Overview of Sentiment Indicators in Research and Practice; Investor Sentiment ConstructionConstruction and Analysis of the Euwax Sentiment Index; Retail Investor Herding; The Predictive Power of Retail Investor Sentiment
Matthias Burghardt received a doctorate degree in business administration from the Karlsruhe Institute of Technology where he worked as a research fellow under the supervision of Prof. Dr. Christof Weinhardt at the Institute of Information Systems and Management. He currently works at a leading European exchange organization for retail investors.
ISBN-13:
9783834927132
Veröffentl:
2010
Erscheinungsdatum:
09.12.2010
Seiten:
176
Autor:
Matthias Burghardt
Gewicht:
264 g
Format:
210x148x12 mm
Sprache:
Englisch
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