Retail Investor Sentiment and Behavior: An Empirical Analysis by Matthias BurghardtRetail Investor Sentiment and Behavior: An Empirical Analysis by Matthias Burghardt

Retail Investor Sentiment and Behavior: An Empirical Analysis

byMatthias Burghardt

Paperback | December 9, 2010

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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 investors' trading decisions are correlated, that retail investors are contrarians, and that a profitable trading strategy can be based on these aggregated sentiment measures.
Matthias Burghardt received a doctorate degree in business administration from the Karlsruhe Institute of Technology where he worked as a research fellow under the supervision of Prof. Dr. Christof Weinhardt at the Institute of Information Systems and Management. He currently works at a leading European exchange organization for retail...
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Title:Retail Investor Sentiment and Behavior: An Empirical AnalysisFormat:PaperbackDimensions:173 pagesPublished:December 9, 2010Publisher:Gabler VerlagLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:3834927139

ISBN - 13:9783834927132

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Table of Contents

Overview of Sentiment Indicators in Research and Practice; Investor Sentiment Construction
Construction and Analysis of the Euwax Sentiment Index; Retail Investor Herding; The Predictive Power of Retail Investor Sentiment