Sascha Tobias Wengerek
Economics and Econometrics · 2020
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 7 citations into it
- Finance — 7 citations into it
Whom Sascha Tobias Wengerek trusts
Their strongest outbound trust, strongest first, inferred from their citations.
- Brad M. Barber (in Finance)
- Terrance Odean (in Finance)
- Ning Zhu (in Finance)
Papers from Sascha Tobias Wengerek's perspective
Ordered by how strongly the researchers Sascha Tobias Wengerek trusts endorse each paper. Same corpus, a different order for every researcher.
- Do Retail Trades Move Markets
- Evidence of Predictable Behavior of Security Returns
- Inferring investor behavior: Evidence from TORQ data
- Retail Investor Sentiment and Return Comovements
- What Makes Investors Trade
- The High Volume Return Premium
- Costly arbitrage and the myth of idiosyncratic risk
- Why is the Accrual Anomaly not Arbitraged Away? The Role of Idiosyncratic Risk and Transaction Costs
- Arbitrage Risk and Post-Earnings-Announcement Drift
- Are Small Investors Naive About Incentives
Their papers
- COVID-19 and investor behavior (2020) — 154 citations