Additional information
Full Title | Retail Investor Sentiment and Behavior An Empirical Analysis |
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Author(s) | Matthias Burghardt |
Edition | |
ISBN | 9783834961709, 9783834927132 |
Publisher | Gabler Verlag |
Format | PDF and EPUB |
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Full Title | Retail Investor Sentiment and Behavior An Empirical Analysis |
---|---|
Author(s) | Matthias Burghardt |
Edition | |
ISBN | 9783834961709, 9783834927132 |
Publisher | Gabler Verlag |
Format | PDF and EPUB |
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.