Social physics

M Jusup, P Holme, K Kanazawa, M Takayasu, I Romić… - Physics Reports, 2022 - Elsevier
Recent decades have seen a rise in the use of physics methods to study different societal
phenomena. This development has been due to physicists venturing outside of their …

Behavioural biases in investment decision making–a systematic literature review

S Kumar, N Goyal - Qualitative Research in financial markets, 2015 - emerald.com
Purpose–The purpose of this paper is to systematically review the literature published in
past 33 years on behavioural biases in investment decision-making. The paper highlights …

Tracking retail investor activity

E Boehmer, CM Jones, X Zhang… - The Journal of …, 2021 - Wiley Online Library
We provide an easy method to identify marketable retail purchases and sales using recent,
publicly available US equity transactions data. Individual stocks with net buying by retail …

Evaluation of behavioral biases affecting investment decision making of individual equity investors by fuzzy analytic hierarchy process

J Jain, N Walia, S Gupta - Review of Behavioral Finance, 2019 - emerald.com
Purpose Research in the area of behavioral finance has demonstrated that investors exhibit
irrational behavior while making investment decisions. Investor behavior usually deviates …

Evidence on rationality and behavioural biases in investment decision making

S Kumar, N Goyal - Qualitative Research in Financial Markets, 2016 - emerald.com
Purpose The purpose of this paper is to investigate the relationship between rational
decision-making and behavioural biases among individual investors in India, as well as to …

Recent trends in trading activity and market quality

T Chordia, R Roll, A Subrahmanyam - Journal of Financial Economics, 2011 - Elsevier
We explore the sharp uptrend in recent trading activity and accompanying changes in
market efficiency. Higher turnover has been associated with more frequent smaller trades …

Do investors herd in emerging stock markets?: Evidence from the Taiwanese market

R Demirer, AM Kutan, CD Chen - Journal of Economic Behavior & …, 2010 - Elsevier
This paper has three main contributions to the literature on investor herds. First, it extends
investor herding studies to an emerging yet relatively sophisticated Taiwanese stock market …

Behavioural biases affecting investors' decision-making process: a scale development approach

J Jain, N Walia, M Kaur, S Singh - Management Research Review, 2022 - emerald.com
Purpose The advocates of behavioural finance have denounced the existing literature on
investors' rationality in the decision-making process and questioned the existence of efficient …

Empirical evidence on the evolution of liquidity: Choice of market versus limit orders by informed and uninformed traders

A Anand, S Chakravarty, T Martell - Journal of Financial Markets, 2005 - Elsevier
We empirically investigate the evolution of liquidity, as well as the changing strategies of
informed traders, over the course of the trading day. In particular, we empirically examine the …

Does cognitive biased knowledge influence investor decisions? An empirical investigation using machine learning and artificial neural network

A Bihari, M Dash, K Muduli, A Kumar… - VINE Journal of …, 2023 - emerald.com
Purpose Current research in the field of behavioural finance has attempted to discover
behavioural biases and their characteristics in individual investors' irrational decision …