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Do Chinese Retail and Institutional Investors Trade on Anomalies?

The study shows that retail investors in China trade against anomaly prescriptions, while institutions trade in line with anomalies, influenced by lottery stock preference and return extrapolation.

Featured in No. 84 on 5 Feb 2025 · 9 days after release · 0 citations today

Released
27 Jan 2025
First featured
No. 84 · 5 Feb 2025
Citations (Semantic Scholar)
0
Influential citations
0
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
26
Identifier
SSRN 5112567

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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