کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
5056475 | 1371636 | 2010 | 13 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Individual investors surpass their reputation: Trading behaviour on the Polish futures market
دانلود مقاله + سفارش ترجمه
دانلود مقاله ISI انگلیسی
رایگان برای ایرانیان
کلمات کلیدی
موضوعات مرتبط
علوم انسانی و اجتماعی
اقتصاد، اقتصادسنجی و امور مالی
اقتصاد و اقتصادسنجی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Individual investors surpass their reputation: Trading behaviour on the Polish futures market Individual investors surpass their reputation: Trading behaviour on the Polish futures market](/preview/png/5056475.png)
چکیده انگلیسی
This paper examines individual investors' trading behaviour by testing the presence of Monday and January anomalies on the Polish futures market, where individuals are the predominant trader type. Both anomalies are well established in the literature, and they are at least partially attributed to individual investors' trading activities. We conduct an intraday analysis of trading volume, open interest, returns, and return volatility on the futures market in Poland and find the contribution of individuals to market anomalies to be grossly overstated. Hence, individual investors' trading on the Polish futures market surpasses the prediction by the majority of investigations for mature stock markets.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Economic Systems - Volume 34, Issue 4, December 2010, Pages 480-492
Journal: Economic Systems - Volume 34, Issue 4, December 2010, Pages 480-492
نویسندگان
Martin T. Bohl, Christiane Goodfellow, Jedrzej Bialkowski,