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Citations for "Overconfidence and trading volume"

by Markus Glaser & Martin Weber

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  1. Wei-Xing Zhou & Guo-Hua Mu & Si-Wei Chen & Didier Sornette, . "Strategies used as Spectroscopy of Financial Markets Reveal New Stylized Facts," Working Papers ETH-RC-11-005, ETH Zurich, Chair of Systems Design.
  2. Tracy Yue Wang & David Hirshleifer & Bing Han, 2010. "Investor Overconfidence and the Forward Discount Puzzle," 2010 Meeting Papers 1201, Society for Economic Dynamics.
  3. Gong, Binglin & Lei, Vivian & Pan, Deng, 2013. "Before and after: The impact of a real bubble crash on investors’ trading behavior in the lab," Journal of Economic Behavior & Organization, Elsevier, vol. 95(C), pages 186-196.
  4. Glaser, Markus & Weber, Martin, 2007. "Why inexperienced investors do not learn: They do not know their past portfolio performance," Sonderforschungsbereich 504 Publications 07-70, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  5. Barrot, Jean-Noel & Kaniel, Ron & Sraer, David, 2016. "Are retail traders compensated for providing liquidity?," Journal of Financial Economics, Elsevier, vol. 120(1), pages 146-168.
  6. Michailova, Julija, 2010. "Development of the overconfidence measurement instrument for the economic experiment," MPRA Paper 34799, University Library of Munich, Germany, revised Nov 2011.
  7. Christoffersen, Susan E.K. & Sarkissian, Sergei, 2011. "The demographics of fund turnover," Journal of Financial Intermediation, Elsevier, vol. 20(3), pages 414-440, July.
  8. Chou, Pin-Huang & Huang, Tsung-Yu & Yang, Hung-Jeh, 2013. "Arbitrage risk and the turnover anomaly," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4172-4182.
  9. Michailova, Julija & Katter, Joana K. Q., 2013. "Thoughts on quantifying overconfidence in economic experiments," MPRA Paper 44399, University Library of Munich, Germany.
  10. Grieco, Daniela & Hogarth, Robin M., 2009. "Overconfidence in absolute and relative performance: The regression hypothesis and Bayesian updating," Journal of Economic Psychology, Elsevier, vol. 30(5), pages 756-771, October.
  11. Glaser, Markus, 2003. "Online Broker Investors: Demographic Information, Investment Strategy, Portfolio Positions, and Trading Activity," Sonderforschungsbereich 504 Publications 03-18, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  12. Pirinsky, Christo, 2013. "Confidence and economic attitudes," Journal of Economic Behavior & Organization, Elsevier, vol. 91(C), pages 139-158.
  13. Huisman, Ronald & van der Sar, Nico L. & Zwinkels, Remco C.J., 2012. "A new measurement method of investor overconfidence," Economics Letters, Elsevier, vol. 114(1), pages 69-71.
  14. Michailova, Julija, 2010. "Overconfidence, risk aversion and (economic) behavior of individual traders in experimental asset markets," MPRA Paper 26390, University Library of Munich, Germany.
  15. Liu, Hong & Du, Sarina, 2016. "Can an overconfident insider coexist with a representativeness heuristic insider?," Economic Modelling, Elsevier, vol. 54(C), pages 170-177.
  16. Ying-Fen Fu, 2014. "Individual Fund Manager Sentiment, Fund Performance and Performance Persistence," International Journal of Economics and Financial Issues, Econjournals, vol. 4(4), pages 870-885.
  17. Di Maggio, Marco, 2009. "Sweet Talk: A Theory of Persuasion," MPRA Paper 18697, University Library of Munich, Germany.
  18. Glaser, Markus & Weber, Martin, 2003. "Overconfidence and Trading Volume," Sonderforschungsbereich 504 Publications 03-07, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  19. Daniel Dorn & Paul Sengmueller, 2009. "Trading as Entertainment?," Management Science, INFORMS, vol. 55(4), pages 591-603, April.
  20. Menkhoff, Lukas & Schmeling, Maik & Schmidt, Ulrich, 2013. "Overconfidence, experience, and professionalism: An experimental study," Journal of Economic Behavior & Organization, Elsevier, vol. 86(C), pages 92-101.
  21. Merkle, Christoph & Egan, Daniel P. & Davies, Greg B., 2015. "Investor happiness," Journal of Economic Psychology, Elsevier, vol. 49(C), pages 167-186.
  22. Menkhoff, Lukas & Nikiforow, Marina, 2008. "Professionals' endorsement of behavioral finance: Does it impact their perception of markets and themselves?," Hannover Economic Papers (HEP) dp-392, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  23. Glaser, Markus & Weber, Martin, 2005. "Which Past Returns Affect Trading Volume?," Sonderforschungsbereich 504 Publications 05-33, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  24. Olsson, Henrik, 2014. "Measuring overconfidence: Methodological problems and statistical artifacts," Journal of Business Research, Elsevier, vol. 67(8), pages 1766-1770.
  25. Michailova, Julija & Schmidt, Ulrich, 2011. "Overconfidence and bubbles in experimental asset markets," MPRA Paper 63823, University Library of Munich, Germany, revised Oct 2014.
  26. Oberlechner, Thomas & Osler, Carol, 2012. "Survival of Overconfidence in Currency Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(01), pages 91-113, April.
  27. Erdem, Orhan & Yüksel, Serkan & Arık, Evren, 2013. "Trading Puzzle, Puzzling Trade," MPRA Paper 46804, University Library of Munich, Germany, revised 21 Feb 2013.
  28. Bruno Biais & Denis Hilton & Karine Mazurier & Sébastien Pouget, 2005. "Judgemental Overconfidence, Self-Monitoring, and Trading Performance in an Experimental Financial Market," Review of Economic Studies, Oxford University Press, vol. 72(2), pages 287-312.
  29. Bunzel, Helle & Marcoul, Philippe, 2008. "Can racially unbiased police perpetuate long-run discrimination?," Journal of Economic Behavior & Organization, Elsevier, vol. 68(1), pages 36-47, October.
  30. Camille Magron, 2012. "Performance of individual investors and personal investment objectives," Working Papers of LaRGE Research Center 2012-07, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
  31. Glaser, Markus, 2003. "Online broker investors : demographic information, investment strategy, portfolio positions, and trading activity," Papers 03-18, Sonderforschungsbreich 504.
  32. Deaves, Richard & Lüders, Erik & Schröder, Michael, 2005. "The Dynamics of Overconfidence: Evidence from Stock Market Forecasters," ZEW Discussion Papers 05-83, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  33. Sonsino, Doron & Regev, Eran, 2013. "Informational overconfidence in return prediction – More properties," Journal of Economic Psychology, Elsevier, vol. 39(C), pages 72-84.
  34. Acker, Daniella & Duck, Nigel W., 2008. "Cross-cultural overconfidence and biased self-attribution," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 37(5), pages 1815-1824, October.
  35. Santos-Pinto, Luís, 2005. "Positive self-image over time," MPRA Paper 3145, University Library of Munich, Germany, revised 27 Apr 2006.
  36. Ramiah, Vikash & Xu, Xiaoming & Moosa, Imad A., 2015. "Neoclassical finance, behavioral finance and noise traders: A review and assessment of the literature," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 89-100.
  37. Menkhoff, Lukas, 2010. "The Use of Technical Analysis by Fund Managers: International Evidence," Hannover Economic Papers (HEP) dp-446, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  38. Vetter, J. & Benlian, Alexander & Hess, T., 2011. "Overconfidence in IT Investment Decisions: Why Knowledge can be Boon and Bane at the same Time," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 58030, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  39. Elisabeth Gsottbauer & Jeroen den Bergh, 2013. "Bounded rationality and social interaction in negotiating a climate agreement," International Environmental Agreements- Politics, Law and Economics, Springer, vol. 13(3), pages 225-249, September.
  40. Marcia L. Zindel & Emilio Menezes & Raul Matsushita & Sergio Da Silva, 2010. "Biological characteristics modulating investor overconfidence," Economics Bulletin, AccessEcon, vol. 30(2), pages 1496-1508.
  41. Merkle, Christoph & Weber, Martin, 2014. "Do investors put their money where their mouth is? Stock market expectations and investing behavior," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 372-386.
  42. Antonin Ricard & Ekaterina Pennec & Emmanuelle Reynaud, 2016. "Representation as a driver of internationalization: The case of a singular Russian SME," Journal of International Entrepreneurship, Springer, vol. 14(1), pages 96-120, March.
  43. Wolfgang Breuer & Michael Riesener & Astrid Juliane Salzmann, 2014. "Risk aversion vs. individualism: what drives risk taking in household finance?," The European Journal of Finance, Taylor & Francis Journals, vol. 20(5), pages 446-462, May.
  44. Margarida Abreu & Victor Mendes, 2011. "Information, Overconfidence and Trading: Do the Sources of Information Matter?," Working Papers Department of Economics 2011/25, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
  45. Zhou, Deqing, 2012. "Overconfidence, public disclosure and long-lived information," Economics Letters, Elsevier, vol. 116(3), pages 626-630.
  46. Zhou, Deqing, 2011. "Overconfidence on public information," Economics Letters, Elsevier, vol. 112(3), pages 239-242, September.
  47. Du, Sarina & Liu, Hong, 2015. "The overconfident trader does not always overreact to his information," Economic Modelling, Elsevier, vol. 46(C), pages 384-390.
  48. Marina Nikiforow, 2010. "Does training on behavioural finance influence fund managers' perception and behaviour?," Applied Financial Economics, Taylor & Francis Journals, vol. 20(7), pages 515-528.
  49. Ackert, Lucy F. & Kluger, Brian D. & Qi, Li, 2012. "Irrationality and beliefs in a laboratory asset market: Is it me or is it you?," Journal of Economic Behavior & Organization, Elsevier, vol. 84(1), pages 278-291.
  50. Daniel Schunk, 2005. "Explaining heterogeneity in utility functions by individual differences in decision modes," MEA discussion paper series 05078, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
  51. Merkle, Christoph & Weber, Martin, 2011. "True overconfidence: The inability of rational information processing to account for apparent overconfidence," Organizational Behavior and Human Decision Processes, Elsevier, vol. 116(2), pages 262-271.
  52. Beracha, Eli & Fedenia, Mark & Skiba, Hilla, 2014. "Culture's impact on institutional investors' trading frequency," International Review of Financial Analysis, Elsevier, vol. 31(C), pages 34-47.
  53. John R. Graham & Campbell R. Harvey & Hai Huang, 2005. "Investor Competence, Trading Frequency, and Home Bias," NBER Working Papers 11426, National Bureau of Economic Research, Inc.
  54. Ko, K. Jeremy & (James) Huang, Zhijian, 2007. "Arrogance can be a virtue: Overconfidence, information acquisition, and market efficiency," Journal of Financial Economics, Elsevier, vol. 84(2), pages 529-560, May.
  55. David Masclet & Emmanuel Peterle & Sophie Larribeau, 2012. "Gender Differences in Competitive and Non Competitive Environments: An Experimental Evidence," Economics Working Paper Archive (University of Rennes 1 & University of Caen) 201236, Center for Research in Economics and Management (CREM), University of Rennes 1, University of Caen and CNRS.
  56. Laurent Germain & Fabrice Rousseau & Anne Vanhems, 2014. "Irrational Market Makers," Finance, Presses universitaires de Grenoble, vol. 35(1), pages 107-145.
  57. Chandra, Abhijeet, 2008. "Decision Making in the Stock Market: Incorporating Psychology with Finance," MPRA Paper 21288, University Library of Munich, Germany, revised 01 Nov 2008.
  58. Fellner, Gerlinde & Krügel, Sebastian, 2012. "Judgmental overconfidence: Three measures, one bias?," Journal of Economic Psychology, Elsevier, vol. 33(1), pages 142-154.
  59. Hales, Jeffrey, 2009. "Are investors really willing to agree to disagree? An experimental investigation of how disagreement and attention to disagreement affect trading behavior," Organizational Behavior and Human Decision Processes, Elsevier, vol. 108(2), pages 230-241, March.
  60. Brice Corgnet & Mark DeSantis & David Porter, 2015. "What Makes a Good Trader? On the Role of Quant Skills, Behavioral Biases and Intuition on Trader Performance," Working Papers 15-17, Chapman University, Economic Science Institute.
  61. Lambert, Jérôme & Bessière, Véronique & N’Goala, Gilles, 2012. "Does expertise influence the impact of overconfidence on judgment, valuation and investment decision?," Journal of Economic Psychology, Elsevier, vol. 33(6), pages 1115-1128.
  62. Diego García & Francesco Sangiorgi & Branko Urošević, 2007. "Overconfidence and Market Efficiency with Heterogeneous Agents," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 30(2), pages 313-336, February.
  63. Kourtidis, Dimitrios & Šević, Željko & Chatzoglou, Prodromos, 2011. "Investors’ trading activity: A behavioural perspective and empirical results," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 40(5), pages 548-557.
  64. Zhou, Deqing, 2013. "Irrational confidence, imperfect and long-lived information," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 383-405.
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