Trading and returns under periodic market closures
Article Abstract:
Stock market closures generate various patterns of trading and returns, including making prices more likely to predict future payoffs. Other patterns show U-shapes in return volatility, higher trading around the close and open, and greater volatility over trading periods than non-trading periods.
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2000
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Thy neighbor's portfolio: word-of-mouth effects in the holdings and trades of money managers
Article Abstract:
The mutual fund buying decisions of fund mangers and the influence of word-of-mouth on these decisions is evaluated.
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2005
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Asset float and speculative bubbles
Article Abstract:
A relationship between tradable shares and speculative bubbles is developed.
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2006
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