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

See all articles by Leilei Shi

Leilei Shi

Haitong Securities Co. Ltd.----Beijing Fuwaidajie; School of Management, University of Science and Technology of China (USTC)

Date Written: June 12, 2013

Abstract

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

Shi, Leilei, The Volume and Behaviour of Crowds (June 12, 2013). Shi, Leilei (2013): “The Volume and Behavior of Crowds,” Automated Trader, Q2, 90-92, Available at SSRN: https://ssrn.com/abstract=3532838 or http://dx.doi.org/10.2139/ssrn.3532838

Leilei Shi (Contact Author)

Haitong Securities Co. Ltd.----Beijing Fuwaidajie ( email )

#2010, Tower A
#2 Fuwaidajie, Xicheng District
Beijing, 100037
China
0086+18611270598 (Phone)

HOME PAGE: http://https://www.htsec.com/ChannelHome/4793976/index.shtml

School of Management, University of Science and Technology of China (USTC) ( email )

96, Jinzhai Road
Hefei, Anhui 230026
China
(0086)18611270598,13671328061 (Phone)

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