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pro vyhledávání: '"Aymard, Clément"'
We reassess Boehmer et al. (2021, BJZZ)'s seminal work on the predictive power of retail order imbalance (ROI) for future stock returns. First, we replicate their 2010-2015 analysis in the more recent 2016-2021 period. We find that the ROI's predicti
Externí odkaz:
http://arxiv.org/abs/2403.17095
We analyze Robinhood (RH) investors' trading reactions to intraday hourly and overnight price changes. Contrasting with recent studies focusing on daily behaviors, we find that RH users strongly favor big losers over big gainers. We also uncover that
Externí odkaz:
http://arxiv.org/abs/2307.11012