Does retail investor attention improve stock liquidity? A dynamic perspective
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DOI: 10.1016/j.econmod.2020.10.001
Abstract: Abstract The purpose of this paper is to examine the dynamic relationship between retail investor attention and stock liquidity. Using high-frequency data for China’s stock market, we find that retail investor attention, measured by Baidu… read more here.
Keywords: investor attention; stock liquidity; investor; retail investor ... See more keywords
Financial Product Design, Retail Investor Sophistication and Issuer Incentives: A Case Study
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DOI: 10.1111/auar.12266
Abstract: Many financial products and securities marketed to retail investors involve design features that can make it difficult to understand the risk and return characteristics involved. This paper examines one such security, Convertible Preference Step Up… read more here.
Keywords: design retail; financial product; product design; retail investor ... See more keywords
A retail investor in a cobweb of social networks
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DOI: 10.1371/journal.pone.0276924
Abstract: In this study, using AI, we empirically examine the irrational behaviour, specifically attention-driven trading and emotion-driven trading such as consensus trading, of retail investors in an emerging stock market. We used a neural network to… read more here.
Keywords: investor cobweb; cobweb social; retail investor; hype indicator ... See more keywords