Volume Autocorrelation, Information and Investor Trading

By Vicentiu Covrig, Lilian Ng. 2004

58 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/08dddb4428fd9f32a66c4aaa57158df20e1c0fd5

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Raul Susmel
2. Wen-I Chuang
3. Denis Pelletier

In Finance

1. Raul Susmel
2. Wen-I Chuang
3. Denis Pelletier

Citations in the corpus

• Who is the more overconfident trader? Individual vs. institutional investors (2011, background): “Gervais and Odean (2001) argue that overconfident investors are more likely to trade aggressively and speculatively right after a bull market (see also Odean (1998) and Daniel et al. (2001)).”