Investors' Activity and Trading Behavior

Continuous Auctions and Insider Trading

Albert S. Kyle · Econometrica · 1985 · 10K citations

Business, Economics, Auction Theory +12

A Theory of Fads, Fashion, Custom, and Cultural Change in Informational Cascades.

Sushil Bikhchandani, David Hirshleifer, Ivo Welch · RePEc: Research Papers in Economics · 6.7K citations

Social Sciences, Psychology, Social Psychology +15

A Simple Model of Herd Behavior

Abhijit Banerjee · The Quarterly Journal of Economics · 1992 · 6.6K citations

Social Sciences, Economics, Behavioral Economics +8

On the Impossibility of Informationally Efficient Markets

Sanford J. Grossman · RePEc: Research Papers in Economics · 1980 · 5.3K citations

Social Sciences, Economics, Information Theory +9

Are Investors Reluctant to Realize Their Losses?

Terrance Odean · The Journal of Finance · 1998 · 3.8K citations

Business, Economics, Finance +12