Ditapis dengan
A (Sub)penny for Your Thoughts : Tracking Retail Investor Activity in TAQ
We placed 85,000 retail trades in six retail brokerage accounts from December 2021 to June 2022 to validate the Boehmer et al. algorithm, which uses subpenny trade prices to identify and sign retail trades. The algorithm identifies 35% of our trades as retail, incorrectly signs 28% of identified trades, and yields uninformative order imbalance measures for 30% of stocks. We modify the algorithm…
- Edisi
- Volume 79, Issue 4, August 2024, Pages 2403-2427
- ISBN/ISSN
- 1540-6261
- Deskripsi Fisik
- ill, chart, table, grafik, 508 hal, 20 cm
- Judul Seri
- -
- No. Panggil
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Attention-Induced Trading and Returns : Evidence from Robinhood Users
We study the influence of financial innovation by fintech brokerages on individual investors’ trading and stock prices. Using data from Robinhood, we find that Robinhood investors engage in more attention-induced trading than other retail investors. For example, Robinhood outages disproportionately reduce trading in high-attention stocks. While this evidence is consistent with Robinhood attra…
- Edisi
- Volume 77, Issue 6, December 2022, Pages 3141-3190
- ISBN/ISSN
- 1540-6261
- Deskripsi Fisik
- First Published : 30 September 2022
- Judul Seri
- -
- No. Panggil
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