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What Does Stock Ownership Breadth Measure?
Using holdings data on a representative sample of all Shanghai Stock Exchange investors, we show that increases in ownership breadth (the fraction of market participants who own a stock) predict low returns: highest change quintile stocks underperform lowest quintile stocks by 23% per year. Small re...
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| Main Authors: | , , |
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| 格式: | Artigo |
| 語言: | Inglês |
| 出版: |
2013
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| 主題: | |
| 在線閱讀: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3992521/ https://ncbi.nlm.nih.gov/pubmed/24764801 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1093/rof/rfs026 |
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