Feedback trading: a review of theory and empirical evidence

F Economou, K Gavriilidis, B Gebka… - Review of Behavioral …, 2023 - emerald.com
Purpose The purpose of this paper is to comprehensively review a large and heterogeneous
body of academic literature on investors' feedback trading, one of the most popular trading …

Positive feedback trading: a review

G Koutmos - Review of Behavioral Finance, 2014 - emerald.com
Purpose–The literature on positive feedback trading has grown considerably in recent years.
The purpose of this paper is to provide a review of the theoretical and empirical literature on …

Do investors feedback trade in the Bitcoin—and why?

R Karaa, S Slim, JW Goodell, A Goyal… - The European Journal …, 2024 - Taylor & Francis
We empirically examine whether feedback traders are active in the Bitcoin and the extent to
which their presence is affected by a series of noise-related factors (sentiment; volume; …

Investor sentiment and feedback trading: Evidence from the exchange-traded fund markets

F Chau, R Deesomsak, MCK Lau - International Review of Financial …, 2011 - Elsevier
This paper extends the standard feedback trading model of Sentana and Wadhwani (1992)
by allowing the demand for shares by feedback traders to depend on sentiment. Our …

Investor sentiment and (anti) herding in the currency market: Evidence from Twitter feed data

X Sibande, R Gupta, R Demirer… - Journal of Behavioral …, 2023 - Taylor & Francis
This paper establishes a direct link between (anti) herding behavior in currency markets and
investor sentiment, proxied by a social media based investor happiness index built on …

Applications of a multivariate Hawkes process to joint modeling of sentiment and market return events

SY Yang, A Liu, J Chen, A Hawkes - Quantitative finance, 2018 - Taylor & Francis
To investigate the complex interactions between market events and investor sentiment, we
employ a multivariate Hawkes process to evaluate dynamic effects among four types of …

The determinants of positive feedback trading behaviors in Bitcoin markets

JN Wang, YH Lee, HC Liu, MC Lee - Finance Research Letters, 2022 - Elsevier
This study investigates the positive feedback trading behavior in Bitcoin markets and
analyzes its potential determinants. Our results show significant evidence of positive …

[PDF][PDF] Currency internationalisation and exchange rate dynamics in emerging markets: a post Keynesian analysis of Brazil

A Kaltenbrunner - 2011 - eprints.soas.ac.uk
This dissertation presents a theoretical and empirical study of exchange rate determination
in emerging markets in the context of the recent process of currency internationalisation …

News sentiment to market impact and its feedback effect

SYK Mo, A Liu, SY Yang - Environment Systems and Decisions, 2016 - Springer
Although market feedback on investor sentiment effect has been conceptually identified in
the existing finance literature and investment strategies have been designed to explore this …

Feedback trading in currency markets: international evidence

M Tayeh, V Kallinterakis - Journal of Behavioral Finance, 2022 - Taylor & Francis
We investigate the presence of feedback trading in 66 currencies for the 2001–2018 period
and find that feedback traders are active in many of them, giving rise mostly to positive …