Reference health
Do Day Traders Rationally Learn About Their Ability?
26/26 checkable references clean · checked 2026-08-03
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
10 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 26 checked references that resolve
resolves10.1287/mnsc.49.12.1636.25109
Good Reasons Sell: Reason-Based Choice Among Group and Individual Investors in the Stock Market
resolves10.1111/j.1468-036x.2007.00367.x
Is the Aggregate Investor Reluctant to Realise Losses? Evidence from Taiwan
resolves10.1016/j.finmar.2013.05.006
The cross-section of speculator skill: Evidence from day trading
resolves10.1111/0022-1082.00226
Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors
resolves10.1162/003355301556400
Boys will be Boys: Gender, Overconfidence, and Common Stock Investment
resolves10.1111/j.1467-937x.2005.00333.x
Judgemental Overconfidence, Self-Monitoring, and Trading Performance in an Experimental Financial Market
resolves10.3386/w20000
Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience
resolves10.2139/ssrn.1657926
Does Sign Matter More than Size? An Investigation into the Source of Investor Overconfidence
resolves10.1093/rof/rfn023
An Experimental Test of the Impact of Overconfidence and Gender on Trading Activity
resolves10.1007/s10679-005-2262-0
Do Investor Sophistication and Trading Experience Eliminate Behavioral Biases in Financial Markets?
resolves10.1093/rfs/hhu075
Do Individual Investors Treat Trading as a Fun and Exciting Gambling Activity? Evidence from Repeated Natural Experiments
resolves10.1016/s0304-405x(99)00044-6
The investment behavior and performance of various investor types: a study of Finland's unique data set
resolves10.1509/jmkr.48.spl.s102
Once Burned, Twice Shy: How Naive Learning, Counterfactuals, and Regret Affect the Repurchase of Stocks Previously Sold
The 10 references without a DOI — listed, not checked
no DOI — not checkedref7
no DOI — not checkedOverconfident speculators in call markets: Trade patterns and survival
no DOI — not checkedref12
no DOI — not checkedref23
no DOI — not checkedref25
no DOI — not checkedThe Profitability of Active Stock Traders
no DOI — not checkedDay trading is defined as round-trip trades by the same stock/investor/day. Each day all investor's trades are included in this analysis if the trader do not make a day trade in the calendar month. The alphas are estimated using the following regression of daily returns: (Rpt-Rft)=?p+?p(Rmt-Rft)+?pt, where Rpt, Rmt, and Rft are the portfolio return, market return, and risk-free return (respectively). The gross day trading return is calculated from daily roundtrip trades plus the intraday returns on open trades; an open trade is a trade made during the day that results in an outstanding position at the close of the day. The net day trading return assumes a 10 bps round-trip commission and a 30 bps transaction tax on sales
no DOI — not checkedref34
no DOI — not checkedref35
no DOI — not checkedThe gross day trading return is calculated from daily round-trip trades plus the intraday returns on open trades; an open trade is a trade made during the day that results in an outstanding position at the close of the day
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