Oxford, OH 45056
United States
Miami University
Information Choice, Learning, Expected Returns, Cross-Section of Stock Returns, Volatility, Risk, Uncertainty
exchange-traded fund, ETF, retail investors, net dollar volume, proportional trading model
G11, G24, G32 Fractional shares, retail investors, nominal share price, market frictions, Robinhood
IPO, retail investors, FinTech, initial public offering, investor attention, adverse selection
Idiosyncratic volatility, IVOL puzzle, missing risk factor
corporate governance, product market competition, firm value, operating performance
Regulation SHO, Mispricing, Limits to arbitrage, Short sale constraints, Dispersion of opinion
Mispricing, return predictability, standard deviation, signal variability, freshness, staleness, limits to arbitrage, Investor attention, variability of mispricing
Loss aversion, relief, cross-section of stock returns, relative income utility functions, relative return benchmarks
informed trading, hedge funds, implied volatility, stock return predictability
