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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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2021
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| Subjects: | |
| 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 |