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 …
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; …
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 …
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 …
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 …
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 …
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 …
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 …
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 …