Citations (37)
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Mohammad Tayeh & Vasileios Kallinterakis. (2022) Feedback Trading in Currency Markets: International Evidence. Journal of Behavioral Finance 23:1, pages 1-22.
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Rabaa Karaa, Skander Slim, John W. Goodell, Abhinav Goyal & Vasileios Kallinterakis. (2021) Do investors feedback trade in the Bitcoin—and why?. The European Journal of Finance 0:0, pages 1-21.
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Abhinav Goyal, Vasileios Kallinterakis, Dimos Kambouroudis & Jason Laws. (2018) Cross-border exchanges and volatility forecasting. Quantitative Finance 18:5, pages 789-799.
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Ailie Charteris & Lorraine Rupande. (2017) Feedback trading on the JSE. Investment Analysts Journal 46:3, pages 235-248.
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Wei-Hwa Wu. (2021) Extendible stock loan. The North American Journal of Economics and Finance 58, pages 101549.
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Ailie Charteris & Vasileios Kallinterakis. (2021) Feedback trading in retail-dominated assets: Evidence from the gold bullion coin market. International Review of Financial Analysis 75, pages 101727.
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Vasileios Kallinterakis, Fei Liu, Athanasios A. Pantelous & Jia Shao. (2020) Pricing inefficiencies and feedback trading: Evidence from country ETFs. International Review of Financial Analysis 70, pages 101498.
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Panagiotis Andrikopoulos, Yueting Cui, Samar Gad & Vasileios Kallinterakis. (2020) Feedback trading and the ramadan effect in frontier markets. Research in International Business and Finance 51, pages 101085.
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Ailie Charteris, Frankie Chau, Konstantinos Gavriilidis & Vasileios Kallinterakis. (2014) Premiums, discounts and feedback trading: Evidence from emerging markets' ETFs. International Review of Financial Analysis 35, pages 80-89.
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Christian A. Salm & Michael Schuppli. (2010) Positive feedback trading in stock index futures: International evidence. International Review of Financial Analysis 19:5, pages 313-322.
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Michael Schuppli & Martin T. Bohl. (2010) Do foreign institutional investors destabilize China’s A-share markets?. Journal of International Financial Markets, Institutions and Money 20:1, pages 36-50.
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Rakesh KumarRaj S. Dhankar. (2010) Empirical Analysis of Conditional Heteroskedasticity in Time Series of Stock Returns and Asymmetric Effect on Volatility. Global Business Review 11:1, pages 21-33.
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Carl R. Chen, Yuli Su & Ying Huang. (2008) Hourly index return autocorrelation and conditional volatility in an EAR?GJR-GARCH model with generalized error distribution. Journal of Empirical Finance 15:4, pages 789-798.
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Bartosz Gebka, Harald Henke & Martin T. Bohl. (2006) Institutional trading and stock return autocorrelation: Empirical evidence on Polish pension fund investors' behavior. Global Finance Journal 16:3, pages 233-244.
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Michael Nwogugu. (2005) Towards multi‐factor models of decision making and risk. The Journal of Risk Finance 6:3, pages 267-274.
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Didier Sornette & Wei-Xing Zhou. (2002) The US 2000-2002 market descent: how much longer and deeper?. Quantitative Finance 2:6, pages 468-481.
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Vasileios Kallinterakis & Mario Pedro Leite Ferreira. (2007) Herding and Feedback Trading: Evidence on Their Relationship at the Macro Level. SSRN Electronic Journal.
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Alex Kusen & Markus Rudolf. (2018) Feedback Trading: Strategies during Day and Night with Global Interconnectedness. SSRN Electronic Journal.
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Die Wan, Weiyi Liu & Xiaoguang Yang. (2015) The Asymmetric Positive Feedback Trading in Individual Stocks: China's Evidences. SSRN Electronic Journal.
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Tadashi Endo & S. Ghon Rhee. (2006) Margin Purchases and Short Sales in Emerging Markets: Their Rationales and Design Variables. SSRN Electronic Journal.
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