All posts tagged "academic research"
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Study Indicates Retail Investors Sell When Prices Decline
Academics Tarun Chordia, Amit Goyal and Qing Tong conducted a study, available at SSRN, showing that small cap stocks show stronger correlation during market declines. The abstract reads: Pairwise stock correlations increase by 27% on average when stock returns...
- Posted April 27, 2011