Investor Overconfidence and Trading Volume
By M. Statman, Steven Thorley, Keith P. Vorkink. 2006
938 citations recorded by the source corpus.
Subfields: Accounting, Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/9dc180f92b73bfa7bf9112d5ba54980afc93fb88
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Accounting
- Samuli Knüpfer
- David Sraer
- Jie Jennifer Zhang
- Wenjing Duan
- Jean-Noël Barrot
- Shiu‐Sheng Chen
- Raul Susmel
- V. Mendes
In Economics and Econometrics
- T. C. Chiang
- Raul Susmel
- Jiandong Li
- Lin Tan
- Edward F. Nelling
- Shiu‐Sheng Chen
- V. Mendes
- Shao‐Chi Chang
In Finance
- Wenjing Duan
- Jie Jennifer Zhang
- T. C. Chiang
- Jiandong Li
- Lin Tan
- Raul Susmel
- Samuli Knüpfer
- Edward F. Nelling
Citations in the corpus
- An Experimental Test of the Impact of Overconfidence and Gender on Trading Activity (2009, neutral): “Statman, Thorley and Vorkink (2006) find that, perhaps due to self-attribution”
- Quantifying the Long-Term Impact of Negative Word of Mouth on Cash Flows and Stock Prices (2009, methodology): “Dekimpe and Hanssens (1999), Bronnenberg et al. (2000), and Nijs et al. (2007) provide outstanding examples of VAR applications in marketing, while Campbell and Shiller (1988) and Statman et al. (2006) offer exceptional examples of VAR studies in finance.”
- Retail investor attention and stock price crash risk: Evidence from China (2019, background): “Extant studies (e.g., Hong and Stein, 1999; Statman et al., 2006; Barber and Odean, 2008; Da et al., 2011) also provide evidence on the attention-induced trading behavior of retail investors.”
- Individual Investor Perceptions and Behavior During the Financial Crisis (2013, neutral): “Hence, one could hypothesize that perceptions have a significant effect in the regression analyses only because they reflect past returns (cf. Statman et al., 2006; Barber et al., 2007; Nicolosi et al., 2009).”