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Trading behaviors and retail investors on equity markets (in English)
Hui Lu
(Author)
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Hui Lu
· Paperback
Trading behaviors and retail investors on equity markets (in English) - Lu, Hui
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Synopsis "Trading behaviors and retail investors on equity markets (in English)"
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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The book is written in English.
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