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Does sentiment determine investor trading behaviour?

Author

Listed:
  • Karam Kim
  • Doojin Ryu

Abstract

Sentiment is a determinant of investors’ trading decisions and behaviours. After a sentiment shock, investors’ net positions change differently across investor types. In response to a sentiment change, individual (institutional) investors follow a positive (negative) feedback strategy, reflecting their different trading and investment purposes.

Suggested Citation

  • Karam Kim & Doojin Ryu, 2021. "Does sentiment determine investor trading behaviour?," Applied Economics Letters, Taylor & Francis Journals, vol. 28(10), pages 811-816, June.
    • Handle: RePEc:taf:apeclt:v:28:y:2021:i:10:p:811-816
    DOI: 10.1080/13504851.2020.1782331
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    Citations

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    Cited by:

    1. Doojin Ryu & Jinyoung Yu, 2022. "Sentiment‐dependent impact of funding liquidity shocks on futures market liquidity," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(1), pages 61-76, January.
    2. Ham, Hyuna & Ryu, Doojin & Webb, Robert I., 2022. "The effects of overnight events on daytime trading sessions," International Review of Financial Analysis, Elsevier, vol. 83(C).
    3. Zeeshan Ahmed & Shahid Rasool & Qasim Saleem & Mubashir Ali Khan & Shamsa Kanwal, 2022. "Mediating Role of Risk Perception Between Behavioral Biases and Investor’s Investment Decisions," SAGE Open, , vol. 12(2), pages 21582440221, May.
    4. Seok, Sangik & Cho, Hoon & Ryu, Doojin, 2022. "Scheduled macroeconomic news announcements and intraday market sentiment," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
    5. Kim, Karam & Ryu, Doojin, 2021. "Term structure of sentiment effect on investor trading behavior," Finance Research Letters, Elsevier, vol. 43(C).
    6. Seok, Sang Ik & Cho, Hoon & Ryu, Doojin, 2021. "Stock Market’s responses to intraday investor sentiment," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).

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