Retail Investor Sentiment and Behavior
| Author | : Matthias Burghardt |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 170 |
| Release | : 2011-03-16 |
| ISBN-10 | : 9783834961709 |
| ISBN-13 | : 3834961701 |
| Rating | : 4/5 (701 Downloads) |
Book Synopsis Retail Investor Sentiment and Behavior by : Matthias Burghardt
Download or read book Retail Investor Sentiment and Behavior written by Matthias Burghardt and published by Springer Science & Business Media. This book was released on 2011-03-16 with total page 170 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
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