Turnover, account value and diversification of real traders: evidence of collective portfolio optimizing behavior
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Cited by:
- da Gama Batista, João & Massaro, Domenico & Bouchaud, Jean-Philippe & Challet, Damien & Hommes, Cars, 2017.
"Do investors trade too much? A laboratory experiment,"
Journal of Economic Behavior & Organization, Elsevier, vol. 140(C), pages 18-34.
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- João da Gama Batista & Domenico Massaro & Jean-Philippe Bouchaud & Damien Challet & Cars Hommes, 2017. "Do investors trade too much? A laboratory experiment," Post-Print hal-01244465, HAL.
- Damien Challet, 2016.
"Regrets, learning and wisdom,"
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- Damien Challet, 2016. "Regrets, learning and wisdom," Post-Print hal-01312973, HAL.
- Kevin Primicerio & Damien Challet & Stanislao Gualdi, 2021.
"Collective rationality and functional wisdom of the crowd in far-from-rational institutional investors,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(1), pages 153-171, January.
- Kevin Primicerio & Damien Challet & Stanislao Gualdi, 2020. "Collective rationality and functional wisdom of the crowd in far-from-rational institutional investors," Post-Print hal-04317258, HAL.
- Kevin Primicerio & Damien Challet & Stanislao Gualdi, 2017.
"Wisdom of the institutional crowd,"
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1703.01989, arXiv.org, revised Sep 2017.
- Kevin Primicerio & Damien Challet & Stanislao Gualdi, 2017. "Wisdom of the institutional crowd," Working Papers hal-01484914, HAL.
- Musciotto, Federico & Marotta, Luca & Miccichè, Salvatore & Piilo, Jyrki & Mantegna, Rosario N., 2016.
"Patterns of trading profiles at the Nordic Stock Exchange. A correlation-based approach,"
Chaos, Solitons & Fractals, Elsevier, vol. 88(C), pages 267-278.
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- Takumi Sueshige & Didier Sornette & Hideki Takayasu & Misako Takayasu, 2019. "Classification of position management strategies at the order-book level and their influences on future market-price formation," PLOS ONE, Public Library of Science, vol. 14(8), pages 1-19, August.
- Takumi Sueshige & Kiyoshi Kanazawa & Hideki Takayasu & Misako Takayasu, 2018. "Ecology of trading strategies in a forex market for limit and market orders," PLOS ONE, Public Library of Science, vol. 13(12), pages 1-14, December.
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