Retail Investor Sentiment and Behavior

Retail Investor Sentiment and Behavior

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Using a unique data set consisting of more than 36.5 million submitted retail investor orders over the course of five years, Matthias Burghardt constructs an innovative retail investor sentiment index. He shows that retail investorsa€™ trading decisions are correlated, that retail investors are contrarians, and that a profitable trading strategy can be based on these aggregated sentiment measures.Chapter 7 concludes this thesis, summarizes the key contributions, and briefly outlines avenues of future research. ... Toronto, Canada, in fall 2007 and at the Campus for Finance Research Conference in Vallendar, Germany, in January 2008.

Title:Retail Investor Sentiment and Behavior
Author:Matthias Burghardt
Publisher:Springer Science & Business Media - 2011-03-16


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