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Trading patterns in the TAIEX futures markets: Information- or behavioral-based trades?

https://doi.org/10.1016/j.apmrv.2014.10.002
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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/fut.2003openalex-snapshot
Investor Sentiment and Return Predictability in Agricultural Futures Markets
inferredcites →https://doi.org/10.1002/fut.20238openalex-snapshot
Transaction tax and market quality of the Taiwan stock index futures
inferredcites →https://doi.org/10.1002/fut.2215openalex-snapshot
The intra‐day price discovery process between the Singapore Exchange and Taiwan Futures Exchange
inferredcites →https://doi.org/10.1016/j.finmar.2009.03.003openalex-snapshot
Systematic noise
inferredcites →https://doi.org/10.1016/j.jbankfin.2008.11.001openalex-snapshot
Do informed option investors predict stock returns? Evidence from the Taiwan stock exchange
inferredcites →https://doi.org/10.1016/j.jbankfin.2009.07.015openalex-snapshot
Information content of options trading volume for future volatility: Evidence from the Taiwan options market
inferredcites →https://doi.org/10.1016/j.jbankfin.2011.01.018openalex-snapshot
A test of the different implications of the overconfidence and disposition hypotheses
inferredcites →https://doi.org/10.1016/j.jbankfin.2013.04.036openalex-snapshot
Overconfident individual day traders: Evidence from the Taiwan futures market
inferredcites →https://doi.org/10.1016/j.jet.2005.02.006openalex-snapshot
Prospect theory and liquidation decisions
inferredcites →https://doi.org/10.1016/j.jfineco.2004.01.004openalex-snapshot
Professional trader discipline and trade disposition
inferredcites →https://doi.org/10.1016/j.jfineco.2007.07.001openalex-snapshot
Dumb money: Mutual fund flows and the cross-section of stock returns
inferredcites →https://doi.org/10.1016/s0304-405x(00)00057-xopenalex-snapshot
Trade size, order imbalance, and the volatility–volume relation
inferredcites →https://doi.org/10.1016/s0304-405x(01)00063-0openalex-snapshot
Stealth-trading: Which traders' trades move stock prices?
inferredcites →https://doi.org/10.1016/s0304-405x(02)00136-8openalex-snapshot
Order imbalance, liquidity, and market returns
inferredcites →https://doi.org/10.1016/s0304-405x(98)00015-4openalex-snapshot
Efficiency loss and constraints on portfolio holdings
inferredcites →https://doi.org/10.1016/s0378-4266(00)00139-4openalex-snapshot
Patterns of behavior of professionally managed and independent investors
inferredcites →https://doi.org/10.1016/s0927-0507(05)80057-xopenalex-snapshot
Chapter 13 Financial decision-making in markets and firms: A behavioral perspective
inferredcites →https://doi.org/10.1016/s0927-538x(02)00095-1openalex-snapshot
Investment patterns and performance of investor groups in Japan
inferredcites →https://doi.org/10.1016/s1386-4181(97)00010-4openalex-snapshot
Aggressiveness and survival of overconfident traders
inferredcites →https://doi.org/10.1017/cbo9780511609220.014openalex-snapshot
Prospect theory: An analysis of decision under risk
inferredcites →https://doi.org/10.1080/15427560.2011.601976openalex-snapshot
Does Prospect Theory Explain the Disposition Effect?
inferredcites →https://doi.org/10.1086/261703openalex-snapshot
Noise Trader Risk in Financial Markets
inferredcites →https://doi.org/10.1093/rfs/14.1.1openalex-snapshot
Learning to Be Overconfident
inferredcites →https://doi.org/10.1093/rfs/15.4.1049openalex-snapshot
The Informational Role of Stock and Option Volume
inferredcites →https://doi.org/10.1093/rfs/hhn046openalex-snapshot
Just How Much Do Individual Investors Lose by Trading?
inferredcites →https://doi.org/10.1111/0022-1082.00072openalex-snapshot
Are Investors Reluctant to Realize Their Losses?
inferredcites →https://doi.org/10.1111/0022-1082.00077openalex-snapshot
Investor Psychology and Security Market Under‐ and Overreactions
inferredcites →https://doi.org/10.1111/0022-1082.00078openalex-snapshot
Volume, Volatility, Price, and Profit When All Traders Are Above Average
inferredcites →https://doi.org/10.1111/0022-1082.00188openalex-snapshot
Herding and Feedback Trading by Institutional and Individual Investors
inferredcites →https://doi.org/10.1111/0022-1082.00379openalex-snapshot
Investor Psychology and Asset Pricing
inferredcites →https://doi.org/10.1111/j.1540-6261.1985.tb05002.xopenalex-snapshot
The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence
inferredcites →https://doi.org/10.1111/j.1540-6261.1991.tb02683.xopenalex-snapshot
Inferring Trade Direction from Intraday Data
inferredcites →https://doi.org/10.1111/j.1540-6261.1994.tb04777.xopenalex-snapshot
Security Analysis and Trading Patterns When Some Investors Receive Information Before Others
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb02751.xopenalex-snapshot
Speculation Duopoly with Agreement to Disagree: Can Overconfidence Survive the Market Test?
inferredcites →https://doi.org/10.1111/j.1540-6261.2009.01448.xopenalex-snapshot
What Drives the Disposition Effect? An Analysis of a Long‐Standing Preference‐Based Explanation
inferredcites →https://doi.org/10.1111/j.2041-6156.2011.01045.xopenalex-snapshot
Information Content for Investor Groups in TAIEX Futures Trading*
inferredcites →https://doi.org/10.1162/003355301556400openalex-snapshot
Boys will be Boys: Gender, Overconfidence, and Common Stock Investment
inferredcites →https://doi.org/10.1207/s15427579jpfm0702_5openalex-snapshot
The Disposition Effect and Individual Investor Decisions: The Roles of Regret and Counterfactual Alternatives
inferredcites →https://doi.org/10.1257/aer.89.5.1279openalex-snapshot
Do Investors Trade Too Much?
inferredcites →https://doi.org/10.2139/ssrn.414420openalex-snapshot
Is Money Really 'Smart'? New Evidence on the Relation between Mutual Fund Flows, Manager Behavior, and Performance Persistence
inferredcites →https://doi.org/10.2139/ssrn.770764openalex-snapshot
Caught on Tape: Institutional Order Flow and Stock Returns
inferredcites →https://doi.org/10.2307/1913643openalex-snapshot
Regression Quantiles
inferredcites →https://doi.org/10.2307/1913654openalex-snapshot
Realization of Choice Functions
inferredcites →https://doi.org/10.2307/1914185openalex-snapshot
Prospect Theory: An Analysis of Decision under Risk
inferredcites →https://doi.org/10.2307/2297810openalex-snapshot
Smart Money, Noise Trading and Stock Price Behaviour
inferredcites →https://doi.org/10.2307/2676192openalex-snapshot
Do the Portfolios of Small Investors Reflect Positive Feedback Trading?
inferredcites →https://doi.org/10.2307/2967535openalex-snapshot
The Marginal Propensity to Consume and the Multiplier: A Statistical Investigation
inferredcites →https://doi.org/10.2753/ree1540-496x420104openalex-snapshot
Margins and Price Limits in Taiwan's Stock Index Futures Market
inferredcites →https://doi.org/10.2753/ree1540-496x420504openalex-snapshot
The Expiration Effects of Stock-Index Derivatives: Empirical Evidence from the Taiwan Futures Exchange
inferredcites →https://doi.org/10.3386/w11439openalex-snapshot
Caught On Tape: Institutional Order Flow and Stock Returns
inferredcites →https://doi.org/10.6126/apmr.2004.9.4.07openalex-snapshot
The Information Transmission between Two Substitutes of Index Futures: The Case of TAIEX and Mini-TAIEX Stock Index Futures

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.4531693openalex-extracted
A Theoretical Review of the Disposition Effect
inferred← citeshttps://doi.org/10.1016/j.apmrv.2021.02.004openalex-snapshot
“A study of factors affecting investment decisions in India: The KANO way”
inferred← citeshttps://doi.org/10.1016/j.apmrv.2023.10.001openalex-snapshot
Integrating technical indicators, chip factors and stock news for enhanced stock price predictions: A multi-kernel approach
inferred← citeshttps://doi.org/10.1057/978-1-137-44701-2_11openalex-snapshot
Financial Indices, Joint Ventures and Strategic Alliances Invalidate Cumulative Prospect Theory, Third-Generation Prospect Theory, Related Approaches and Intertemporal Asset Pricing Theory: HCI and Three New Decision Models
inferred← citeshttps://doi.org/10.55908/sdgs.v11i4.904openalex-snapshot
Behavioral Biases and their Influence on Investment Decision-Making: A Systematic Literature Review and Future Research Agenda
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