References
- Andrade, E., T. Odean, and S. Lin. 2016. “Bubbling with Excitement: An Experiment.” Review of Finance 20 (2):447–66. doi:10.1093/rof/rfv016
- Barber, B. M., S. Lin, and T. Odean. 2021. “Resolving a Paradox: Retail Trades Positively Predict Returns but are Not Profitable.” Available at SSRN: https://ssrn.com/abstract=3783492 or 10.2139/ssrn.3783492.
- Barber, B. M., T. Odean, and N. Zhu. 2009. “Do Retail Trades Move Markets?” Review of Financial Studies 22 (1):151–86. doi:10.1093/rfs/hhn035
- Baker, M., and J. Wurgler. 2006. “Investor Sentiment and the Cross-Section of Stock Returns.” The Journal of Finance 61 (4):1645– 80. doi:10.1111/j.1540-6261.2006.00885.x
- Boehmer, E., C. M. Jones, X. Zhang, and X. Zhang. 2021. “Tracking Retail Investor Activity.” The Journal of Finance 76 (5):2249–301. doi:10.1111/jofi.13033
- Caginalp, G., V. Ilieva, D. Porter, and V. Smith. 2003. “Derivation of Asset Price Equations through Statistical Inference.” Journal of Behavioral Finance 4 (4):217–24. doi:10.1207/s15427579jpfm0404_4
- Caginalp, G., D. Porter, and V. Smith. 2000. “Momentum and Overreaction in Experimental Asset Markets.” International Journal of Industrial Organization 18 (1):187–204. doi:10.1016/S0167-7187(99)00039-9
- Caginalp, G., D. Porter, and V. Smith. 2001. “Financial Bubbles: Excess Cash, Momentum, and Incomplete Information.” Journal of Psychology and Financial Markets 2 (2):80–99. doi:10.1207/S15327760JPFM0202_03
- Deck, C., S. Lin, and D. Porter. 2013. “Affecting Policy by Manipulating Prediction Markets: Experimental Evidence.” Journal of Economic Behavior & Organization 85:48–62. doi:10.1016/j.jebo.2012.10.017
- Kaniel, R., S. Liu, G. Saar, and S. Titman. 2012. “Individual Investor Trading and Return Patterns around Earnings Announcements.” The Journal of Finance 67 (2):639–80. doi:10.1111/j.1540-6261.2012.01727.x
- Kaniel, R., G. Saar, and S. Titman. 2008. “Individual Investor Trading and Stock Returns.” The Journal of Finance 63 (1):273–310. doi:10.1111/j.1540-6261.2008.01316.x
- Kelley, E. K., and P. C. Tetlock. 2013. “How Wise Are Crowds? Insights from Retail Orders and Stock Returns.” The Journal of Finance 68 (3):1229–65. doi:10.1111/jofi.12028
- Smith, V., G. Suchanek, and A. Williams. 1988. “Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets.” Econometrica 56 (5):1119–51. doi:10.2307/1911361