Does the Internet Increase Trading? Evidence from Investor Behavior in 401(k) Plans
By James J. Choi, David Laibson, Andrew Metrick. 2000
160 citations recorded by the source corpus.
Subfields: Accounting, Finance
View Paper: https://www.semanticscholar.org/paper/8190a094f390814ae0ae1b01cacf8e6fe90cd0c8
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Accounting
In Finance
- Željko Šević
- V. Mendes
- Dimitrios Kourtidis
- Margarida Abreu
- Prodromos D. Chatzoglou
- Antonia Grohmann
- C. Monticone
- Riccardo Calcagno
Citations in the corpus
- Investors’ trading activity: A behavioural perspective and empirical results (2011, background): “On the other hand, Choi et al. (2002) have investigated the performance of online investors and found no significant difference in the performance of Web traders and phone traders.”
- Information, overconfidence and trading: Do the sources of information matter? (2012, background): “Choi, Laibson, and Metrick (2002) find that trading frequency increases after the introduction of an internet-based trading channel in two corporate 401(k) retirement savings plans.”
- Investor Psychology in Capital Markets: Evidence and Policy Implications (2001, unknown): “Also, there is some evidence that access to internet trading appears to encourage more active trading (Choi, Laibson, and Metrick (2000)).”