The Volume and Behaviour of Crowds
Shi, Leilei (2013): “The Volume and Behavior of Crowds,” Automated Trader, Q2, 90-92
2 Pages Posted: 11 Mar 2020 Last revised: 16 Mar 2020
Date Written: June 12, 2013
Volume is a comparatively neglected variable in academic finance – price and return usually attract far more research interest. An interesting recent exception to this rule, which examines the interaction of volume with behavioural finance, is “Market crowd trading conditioning, agreement price, and volume implications” by a group of Chinese researchers. Automated Trader discusses the paper with its lead author, Leilei Shi of the University of Science and Technology of China.
Keywords: behavioral finance, price, volume, behavior analysis, explicit model
JEL Classification: G40
Suggested Citation: Suggested Citation