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To follow or not to follow - An empirical analysis of the returns of actors on social trading platforms

Dorfleitner, Gregor , Fischer, Lukas, Lung, Carina, Willmertinger, Philipp, Stang, Nico and Dietrich, Natalie (2018) To follow or not to follow - An empirical analysis of the returns of actors on social trading platforms. Quarterly Review of Economics and Finance 70, pp. 160-171.

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Other URL: https://authors.elsevier.com/a/1YBCK_OArS9-58, https://doi.org/10.1016/j.qref.2018.04.009


Abstract

We analyze the returns of traders, i.e. signal providers, on social trading platforms and of investors following these traders by utilizing differently sophisticated investment strategies. It becomes evident that simply investing in those traders with the highest accumulated returns leads to high losses, while taking the Sharpe ratio into account improves the achieved returns. Positive ...

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Item type:Article
Date:2018
Institutions:Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Finanzierung (Prof. Dr. Gregor Dorfleitner)
Dewey Decimal Classification:300 Social sciences > 330 Economics
Status:Published
Refereed:Yes, this version has been refereed
Created at the University of Regensburg:Yes
Item ID:37172
Owner only: item control page
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