Search Results - subject:"Feedback trading"

How mutual funds respond to asymmetric feedback trading in China’s stock market

Wan, Die; Li, Yang; Yang, Xiaoguang - In: Journal of management science and engineering 9 (2024) 2, pp. 143-160

-rise being stronger than killing-fall leads to asymmetry of feedback trading. Our article investigates how mutual funds react to … when asymmetric feedback trading of the relevant stock gets more intense. This negative relationship is robust after … when stocks are allowed short-selling. Further results show that mutual funds' selling towards asymmetric feedback trading …

Persistent link: https://www.econbiz.de/10014631861

Do local investors exhibit smart value investment? : empirical evidence from india

Chauhan, Ajay Kumar; Chaklader, Barnali - In: Global business review 24 (2023) 5, pp. 833-844

Persistent link: https://www.econbiz.de/10014432215

Feedback trading in the cryptocurrency market

Ahmed, Mohamed Shaker; Alsamman, Adel; Chebbi, Kaouther - In: Studies in economics and finance 41 (2024) 1, pp. 46-63

Persistent link: https://www.econbiz.de/10014467187

Arbitrage opportunities and feedback trading in regulated bitcoin futures market : an intraday analysis

Ngene, Geoffrey M.; Wang, Jinghua - In: International review of economics & finance : IREF 89 (2024) 2, pp. 743-761

Persistent link: https://www.econbiz.de/10014446812

Mutual fund herding its impact on stock returns : evidence from the Taiwan stock market

Hung, Weifeng; Lu, Chia-Chi; Lee, Cheng F. - 2024

Persistent link: https://www.econbiz.de/10015045657

Domestic institutional investments in India : an empirical analysis of dynamic interactions with stock market returns and volatility

Saxena, Shivam; Sikdar, Chandrima - In: Global business & economics review 31 (2024) 2, pp. 230-258

Persistent link: https://www.econbiz.de/10015060902

Sell winners and buy losers? The impact of familiarity on individual investors' decision-making. Experimental results

Zhdanov, Vladislav; Simonov, Artem - In: International Journal of Financial Studies 9 (2021) 3, pp. 1-8

disposition effect, the positive feedback trading of individual investors, and risk-seeking trading; however, they investigated …

Persistent link: https://www.econbiz.de/10013200372

Bayesian analysis of time-varying interactions between stock returns and foreign equity flows

Baba, Boubekeur; Sevil, Güven - In: Financial Innovation 7 (2021) 1, pp. 1-25

findings about foreign investors' trading behaviors. First, we find evidence that positive feedback trading often appears … during periods of high economic uncertainty, whereas negative feedback trading is exclusively observable during periods of … low economic uncertainty. Second, the foreign investors' feedback trading appears mostly to be well-timed and often leads …

Persistent link: https://www.econbiz.de/10012602932

Discontinued positive feedback trading and the decline of momentum profitability

Ben-David, Itzhak; Li, Jiacui; Rossi, Andrea; Song, Yang - 2021

We present evidence that equity momentum strategies are partially driven by positive-feedback trading intermediated via … relationship between fund flows and past style returns. As a result, trading strategies that load on flow-driven positive-feedback … trading (including momentum in stocks, styles, and factors) experienced a profitability decline. Consistent with the proposed …

Persistent link: https://www.econbiz.de/10012582659

Sell winners and buy losers? : the impact of familiarity on individual investors' decision-making : experimental results

Zhdanov, Vladislav; Simonov, Artem - In: International Journal of Financial Studies : open … 9 (2021) 3, pp. 1-8

disposition effect, the positive feedback trading of individual investors, and risk-seeking trading; however, they investigated …

Persistent link: https://www.econbiz.de/10012612666

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