Industry-based style investing
Motivated by the style investing model of Barberis and Shleifer (2003), we examine the industry-wide investment decisions of retail investors. We find that retail investor industry demand is highly correlated and strongly related to past industry returns. Moreover, industries heavily bought by retai...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2014
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/2957 https://ink.library.smu.edu.sg/context/lkcsb_research/article/3956/viewcontent/Industry_based_style_investing.pdf |
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| Institution: | Singapore Management University |
| Language: | English |