Correlated Trading and Returns
By Daniel Dorn, Gur Huberman, Paul Sengmueller. 2008
215 citations recorded by the source corpus.
Subfields: Accounting, Finance, Strategy and Management
View Paper: https://www.semanticscholar.org/paper/e26743f8639c6e069928bb3637f3224693baf9e0
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Accounting
- Eric K. Kelley
- Bing Han
- Paul C. Tetlock
- Alok Kumar
- Pavel Savor
- Heiko Jacobs
- Sebastian Müller
- Alexander Hillert
In Finance
- Bing Han
- Eric K. Kelley
- Paul C. Tetlock
- Alok Kumar
- Nicholas Barberis
- Diego García
- Joseph E. Engelberg
- Kenneth R. Ahern
In Strategy and Management
Citations in the corpus
- IQ, Trading Behavior, and Performance (2012, unknown): “and Garmerman (2008). 3 Fig. 1.1 in OECD (2008) indicates that Finland has the seventh lowest Gini coefficient among OECD countries.”
- Information linkages and correlated trading (2007, unknown): “unconditional correlation among trades in a given period (as in Lakonishok, Shleifer, and Vishny 1992 or, more recently, Feng and Seasholes 2004; Hong, Kubik, and Stein 2005; Bae, Yamada, and Ito 2006; Barber, Odean, and Zhu 2006; and Dorn, Huberman, and Sengmueller 2008 ).”
- Speculative Retail Trading and Asset Prices (2013, background): “…together, our empirical findings contribute to the recent retail investor literature, which documents that retail trading can affect stock prices and forecast future stock returns (e.g., Kumar and Lee (2006), Barber et al. (2009), Dorn et al. (2008), Hvidkjaer (2008), and Kaniel et al. (2008)).”
- How Wise Are Crowds? Insights from Retail Orders and Stock Returns (2013, result): “This is consistent with Dorn, Huberman, and Sengmueller (2008), KST, and BOZ.”
- Geographic Dispersion and Stock Returns (2012, unknown): “See Feng and Seasholes (2004), Loughran and Schultz (2005), Loughran (2007), Dorn, Huberman, and Sengmueller (2008), and Bodnaruk (2009) for other related work.”