Amanote Research

Amanote Research

    RegisterSign In

The Cross-Section of Speculator Skill: Evidence From Day Trading

Journal of Financial Markets - Netherlands
doi 10.1016/j.finmar.2013.05.006
Full Text
Open PDF
Abstract

Available in full text

Categories
EconomicsEconometricsFinance
Date

March 1, 2014

Authors
Brad M. BarberYi-Tsung LeeYu-Jane LiuTerrance Odean
Publisher

Elsevier BV


Related search

Stock Return and Trading Volume Distribution Across the Day-Of-The-Week: Evidence From the Japanese Stock Market

Journal of Economic and Social Studies
2011English

Informed Trading, Order Flow Shocks and the Cross Section of Expected Returns in Borsa Istanbul

Applied Economics
EconomicsEconometrics
2019English

Interest Sensitivity and Volatility Reductions: Cross-Section Evidence

SSRN Electronic Journal
2004English

Interest Sensitivity and Volatility Reductions: Cross-Section Evidence

International Journal of Production Economics
ManagementBusinessEconomicsManufacturing EngineeringManagement ScienceIndustrialAccountingEconometricsOperations Research
2007English

Sign Realized Jump Risk and the Cross-Section of Stock Returns: Evidence From China's Stock Market

PLoS ONE
Multidisciplinary
2017English

Pairs Trading With Crypto: Evidence From Bitcoin

2019English

Anticipating the Financial Crisis: Evidence From Insider Trading in Banks

SSRN Electronic Journal
2016English

Compulsory Licensing - Evidence From the Trading With the Enemy Act

2009English

P-Hacking: Evidence From Two Million Trading Strategies

SSRN Electronic Journal
2017English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy