Lucky investors trade more : evidence from a large and salient exogenous price shock
Autor(a) principal: | |
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Data de Publicação: | 2022 |
Tipo de documento: | Dissertação |
Idioma: | eng |
Título da fonte: | Repositório Institucional do FGV (FGV Repositório Digital) |
Texto Completo: | https://hdl.handle.net/10438/32448 |
Resumo: | This paper examines the impact of luck on retail investors’ trading activity. We document an increase in trading activity and a worsening in the performance of lucky investors. We considered lucky investors who sold stock before an unexpected environmental disaster that caused a significant devaluation of this stock. After the event, lucky investors present 11% of portfolio turnover, 46% of numbers of trade, and 35% of the number of days with trade higher than similar investors. Also, the portfolio return risk-unadjusted is 6% and adjusted is 4% lower for lucky investors. Placebo tests indicate that our results are due to this specific stock by investors that sold this stock, and no effect is found using past outcomes. |
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Brito, Matheus CarrijoEscolas::EESPGiovannetti, Bruno CaraFazio, Dimas MateusChague, Fernando Daniel2022-09-05T12:58:14Z2022-09-05T12:58:14Z2022-08-15https://hdl.handle.net/10438/32448This paper examines the impact of luck on retail investors’ trading activity. We document an increase in trading activity and a worsening in the performance of lucky investors. We considered lucky investors who sold stock before an unexpected environmental disaster that caused a significant devaluation of this stock. After the event, lucky investors present 11% of portfolio turnover, 46% of numbers of trade, and 35% of the number of days with trade higher than similar investors. Also, the portfolio return risk-unadjusted is 6% and adjusted is 4% lower for lucky investors. Placebo tests indicate that our results are due to this specific stock by investors that sold this stock, and no effect is found using past outcomes.Este artigo examina o impacto da sorte na atividade de negociação de investidores de varejo. Documentamos um aumento na atividade de negociação e uma piora no desempenho de investi- dores sortudos. Consideramos investidores que deram sorte aqueles que venderam ações antes de um desastre ambiental inesperado que causou uma desvalorização significativa dessa ação. Após o evento, investidores sortudos apresentam 11% do giro da carteira, 46% do número de trades e 35% do número de dias com trades acima de investidores semelhantes. Além disso, o retorno do portfólio não ajustado pelo risco é de 6% e ajustado é 4% menor para investidores sortudos. Testes placebo indicam que nossos resultados são devidos a essa ação específica, por investidores que venderam essa ação, e nenhum efeito é encontrado usando resultados passados.engLuckPortfolio TurnoverTrading ActivityEnvironmental DisasterSorteGiro-de-portfolioNúmero de TradesDesastre AmbientalEconomiaInvestimentos - AdministraçãoInvestidores (Finanças)SorteAções (Finanças) - PreçosDesastres ambientaisLucky investors trade more : evidence from a large and salient exogenous price shockinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisreponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVinfo:eu-repo/semantics/openAccessORIGINALdissertation_mestrado_matheus_carrijo.pdfdissertation_mestrado_matheus_carrijo.pdfPDFapplication/pdf1714293https://repositorio.fgv.br/bitstreams/adf6634e-903b-49ae-acbb-5e1aad8c6d22/download7b656aa993abe9c4a44e6a7d68736430MD53LICENSElicense.txtlicense.txttext/plain; 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|
dc.title.por.fl_str_mv |
Lucky investors trade more : evidence from a large and salient exogenous price shock |
title |
Lucky investors trade more : evidence from a large and salient exogenous price shock |
spellingShingle |
Lucky investors trade more : evidence from a large and salient exogenous price shock Brito, Matheus Carrijo Luck Portfolio Turnover Trading Activity Environmental Disaster Sorte Giro-de-portfolio Número de Trades Desastre Ambiental Economia Investimentos - Administração Investidores (Finanças) Sorte Ações (Finanças) - Preços Desastres ambientais |
title_short |
Lucky investors trade more : evidence from a large and salient exogenous price shock |
title_full |
Lucky investors trade more : evidence from a large and salient exogenous price shock |
title_fullStr |
Lucky investors trade more : evidence from a large and salient exogenous price shock |
title_full_unstemmed |
Lucky investors trade more : evidence from a large and salient exogenous price shock |
title_sort |
Lucky investors trade more : evidence from a large and salient exogenous price shock |
author |
Brito, Matheus Carrijo |
author_facet |
Brito, Matheus Carrijo |
author_role |
author |
dc.contributor.unidadefgv.por.fl_str_mv |
Escolas::EESP |
dc.contributor.member.none.fl_str_mv |
Giovannetti, Bruno Cara Fazio, Dimas Mateus |
dc.contributor.author.fl_str_mv |
Brito, Matheus Carrijo |
dc.contributor.advisor1.fl_str_mv |
Chague, Fernando Daniel |
contributor_str_mv |
Chague, Fernando Daniel |
dc.subject.eng.fl_str_mv |
Luck Portfolio Turnover Trading Activity Environmental Disaster |
topic |
Luck Portfolio Turnover Trading Activity Environmental Disaster Sorte Giro-de-portfolio Número de Trades Desastre Ambiental Economia Investimentos - Administração Investidores (Finanças) Sorte Ações (Finanças) - Preços Desastres ambientais |
dc.subject.por.fl_str_mv |
Sorte Giro-de-portfolio Número de Trades Desastre Ambiental |
dc.subject.area.por.fl_str_mv |
Economia |
dc.subject.bibliodata.por.fl_str_mv |
Investimentos - Administração Investidores (Finanças) Sorte Ações (Finanças) - Preços Desastres ambientais |
description |
This paper examines the impact of luck on retail investors’ trading activity. We document an increase in trading activity and a worsening in the performance of lucky investors. We considered lucky investors who sold stock before an unexpected environmental disaster that caused a significant devaluation of this stock. After the event, lucky investors present 11% of portfolio turnover, 46% of numbers of trade, and 35% of the number of days with trade higher than similar investors. Also, the portfolio return risk-unadjusted is 6% and adjusted is 4% lower for lucky investors. Placebo tests indicate that our results are due to this specific stock by investors that sold this stock, and no effect is found using past outcomes. |
publishDate |
2022 |
dc.date.accessioned.fl_str_mv |
2022-09-05T12:58:14Z |
dc.date.available.fl_str_mv |
2022-09-05T12:58:14Z |
dc.date.issued.fl_str_mv |
2022-08-15 |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/masterThesis |
format |
masterThesis |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
https://hdl.handle.net/10438/32448 |
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https://hdl.handle.net/10438/32448 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.source.none.fl_str_mv |
reponame:Repositório Institucional do FGV (FGV Repositório Digital) instname:Fundação Getulio Vargas (FGV) instacron:FGV |
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