Tracking retail investor activity

We provide an easy method to identify marketable retail purchases and sales using recent, publicly available U.S. equity transactions data. Individual stocks with net buying by retail investors outperform stocks with negative imbalances by approximately 10 bps over the following week. Less than half...

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Bibliographic Details
Main Authors: BOEHMER, Ekkehart, JONES, Charles M., ZHANG, Xiaoyan, ZHANG, Xinran
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2021
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Online Access:https://ink.library.smu.edu.sg/lkcsb_research/7007
https://ink.library.smu.edu.sg/context/lkcsb_research/article/8006/viewcontent/TrackingRetailInvActivity_sv.pdf
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Institution: Singapore Management University
Language: English

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