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Information Journal Paper

Title

Impact of Individual Stock Crowded Trades and Individual Stock Investor Sentiment on Excess Returns

Pages

  57-77

Abstract

 Recent behavioral asset pricing models and the popular press suggest that investors may follow similar strategies resulting in crowded equity positions to push prices further away. The purpose of this research is to investigate the effect of Individual stock crowded trades and Individual stock investor sentiment on Excess returns. This paper develops a new approach to measure Individual stock crowded trades, and further investigates the joint effects of Individual stock crowded trades and Individual stock investor sentiment on Excess returns. To achieve this goal, two hypotheses were developed. The population consisted of all companies listed in Tehran Stock Exchange. To test the hypotheses, using a systematic method, 186 companies were selected during the years 2013-2017. Multiple regression and panel data have been used to analyze the data. The results of the research hypotheses show that changes in Individual stock investor sentiment in Tehran Stock Exchange market are effective on Excess stock. In Individual stock crowded trades changes in the swing in the stock market lead to a change in Excess stock.

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    • Cite

    APA: Copy

    Bekhradi Nasab, Vahid, ZHOLANEZHAD, FATEMEH, DASTGIR, MOHSEN, & Rahmani, Hesam. (2020). Impact of Individual Stock Crowded Trades and Individual Stock Investor Sentiment on Excess Returns. FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES), 13(46 ), 57-77. SID. https://sid.ir/paper/950540/en

    Vancouver: Copy

    Bekhradi Nasab Vahid, ZHOLANEZHAD FATEMEH, DASTGIR MOHSEN, Rahmani Hesam. Impact of Individual Stock Crowded Trades and Individual Stock Investor Sentiment on Excess Returns. FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES)[Internet]. 2020;13(46 ):57-77. Available from: https://sid.ir/paper/950540/en

    IEEE: Copy

    Vahid Bekhradi Nasab, FATEMEH ZHOLANEZHAD, MOHSEN DASTGIR, and Hesam Rahmani, “Impact of Individual Stock Crowded Trades and Individual Stock Investor Sentiment on Excess Returns,” FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES), vol. 13, no. 46 , pp. 57–77, 2020, [Online]. Available: https://sid.ir/paper/950540/en

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