Do Investors Trade More When Stocks Have Performed Well? Evidence from 46 Countries
By John M. Griffin, Federico Nardari, René M. Stulz. 2007
326 citations recorded by the source corpus.
Subfields: Accounting, Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/0f08dcbe81bbee29414b3d707069306d4dcea7e4
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Accounting
- Avanidhar Subrahmanyam
- Tarun Chordia
- Sahn-Wook Huh
- Kuan-Hui Lee
- G. Karolyi
- Mathijs A. Van Dijk
- P. Kelly
- John M. Griffin
In Economics and Econometrics
- Avanidhar Subrahmanyam
- Tarun Chordia
- Kuan-Hui Lee
- G. Karolyi
- Sahn-Wook Huh
- Mathijs A. Van Dijk
- P. Kelly
- Federico Nardari
In Finance
- Avanidhar Subrahmanyam
- Tarun Chordia
- Kuan-Hui Lee
- G. Karolyi
- Sahn-Wook Huh
- Mathijs A. Van Dijk
- P. Kelly
- Federico Nardari
Citations in the corpus
- Commercial Real Estate Valuation: Fundamentals Versus Investor Sentiment (2009, unknown): “See, for example, Warther (1995), Edelen and Warner (2001), Froot et al. (2001), Brown et al. (2002), Griffin et al. (2007) , and Fama and French (2007).”
- Price Efficiency and Short Selling (2011, unknown): “We attempt to capture the diff rent dimensions of liquidity with proxies such as bid-ask spreads, turnover, free float of shares, and the frequency of zero-return weeks as controls (Lesmond 2005, Griffin, Nardari, and Stulz 2007).”
- The Cross-Section of Expected Trading Activity (2007, background): “Griffin, Nardari, and Stulz (2005) analyzed the volume-return relation across several countries.”
- Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets (2010, methodology): “Following Griffin, Nardari, and Stulz (2007) and Bekaert, Harvey, Lundblad, and Siegel (2008), we use a broad set of variables that have intuitive appeal for characterizing various facets of stock market activity.”
- Revisiting the empirical linkages between stock returns and trading volume (2012, background): “As argued in Griffin et al. (2007), answering such a question may help in obtaining forecasts of trading intensity, and devising efficient trading strategies.”
- Threshold autoregression in economics (2011, unknown): “In recent applications, Narayan [58] applies an unrestricted TAR model to monthly stock price indices and finds evidence for a TAR model with a unit root, and Griffin, Nardari and Stulz [39] use a VTAR to investigate the dynamic relation between stock market turnover, volatility and returns across 4”
- Which Past Returns Affect Trading Volume (2009, unknown): “They report coefficients and 16See, e.g., Barber and Odean (2001), Dorn and Huberman (2005), Glaser (2003), Grinblatt and Keloharju (2001), Griffin, Nardari, and Stulz (2007), or Vissing-Jorgensen (2003). t-statistics that are similar to ours.”