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Using a unique data set consisting of more than 36.5 million submitted retail investor orders over the course of five years, Matthias Burghardt constructs an in

Using a unique data set with 18.1 million transactions in bank-issued warrants from the European Warrant Exchange, we compute a retail investor sentiment index.

The first paper investigates the predictive power of investors' sentiment and attention for the stock returns' volatility. We introduce a novel and extensive da

Learn how to profit from information about insider trading. The term insider trading refers to the stock transactions of the officers, directors, and large shar

The efficient markets hypothesis has been the central proposition in finance for nearly thirty years. It states that securities prices in financial markets must