Overconfident individual day traders : evidence from the Taiwan futures market
Year of publication: |
2013
|
---|---|
Authors: | Kuo, Wei-yu ; Lin, Tse-chun |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 9, p. 3548-3561
|
Subject: | Overconfidence | Index futures | Day traders | Individual investors | Learning | Taiwan | Anlageverhalten | Behavioural finance | Index-Futures | Spekulation | Speculation | Börsenkurs | Share price | Wertpapierhandel | Securities trading |
-
The cross-section of speculator skill : evidence from day trading
Barber, Brad M., (2014)
-
Algorithmic trading and market quality : evidence from the Taiwan index futures market
Chang, Ya-Kai, (2022)
-
New evidence that index traders did not drive bubbles in grain futures markets
Etienne, Xiaoli Liao, (2017)
- More ...
-
Overconfident individual day traders: Evidence from the Taiwan futures market
Kuo, Wei-Yu, (2013)
-
Cognitive limitation and investment performance : evidence from limit order clustering
Kuo, Wei-Yu, (2015)
-
Do superstitious traders lose money?
Bhattacharya, Utpal, (2018)
- More ...