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...
Saved in:
| Main Authors: | , |
|---|---|
| 格式: | text |
| 語言: | English |
| 出版: |
Institutional Knowledge at Singapore Management University
2014
|
| 主題: | |
| 在線閱讀: | 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 |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|