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Trading behaviors and retail investors on equity markets

by [Lu, Hui]

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Description

The first chapter utilizes seventeen years of comprehensive daily portfolio and trading data to analyze the relative trading performance of the universe of households, all domestic financial institutions, and all foreign institutions, in the Finnish market. I introduce a new methodology, dubbed "holding-period-invariant" portfolios, which is demonstrably superior to the conventional calendar-time methodology.

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Product Details

  • Hui Lu Brand
  • Nov 24, 2022 Pub Date:
  • 9786481707935 ISBN-13:
  • 6481707935 ISBN-10:
  • 210.0 pages Paperback
  • English Language
  • 9 in * 0.44 in * 6 in Dimensions:
  • 1 lb Weight: