Evidence map›Paper›PMID 25068302›Full record

ArticlePloS one2014

Stock portfolio structure of individual investors infers future trading behavior.

Ludvig Bohlin, Martin Rosvall

Abstract read
In one paragraph

Article in PloS one, 2014. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 2 papers.

0numbers the graph read from it
0cells of the map it votes in
2citing papers in PubMed
–field-weighted citation impact
1 · What the graph read from it

What it found

Each row is one number read from the abstract, on the scale the paper reported it, with its interval. Left of the dashed line favours the treatment, right favours the comparator. Under each row is the sentence it came from. New to these charts? A ten-minute tutorial.

The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.

2 · The registry

The trial behind it

Trials whose registry record cites this paper, or whose number appears in the abstract. A trial that started after this paper was published is citing it as background, not reporting it.

Neither the registry nor the abstract names a trial number. If this is a trial report, that itself is worth knowing.

3 · Its place in the literature

Who cites it

2 citing papers in PubMed.

  1. Article
  2. Secure and Efficient k-NN Queries.ICT systems security and privacy protection : 32nd IFIP TC 11 International Conference, SEC 2017, Rome, Italy, May 29-31, 2017, Proceedings. IFIP TC11 International Information Security Conference (32nd : 2017 : Rome, Italy) · 2017
    Article
4 · The record

Corrections and comments

PubMed lists nothing against this paper. Absence here is not a guarantee, only a check that was made.

5 · Who and what money

Authors and funding

2 authors.

Ludvig BohlinDepartment of Physics, Integrated Science Lab, Umeå University, Umeå, Sweden.
Martin RosvallDepartment of Physics, Integrated Science Lab, Umeå University, Umeå, Sweden.

Funding

No grant is acknowledged in the PubMed record.

6 · The paper itself

Abstract

Although the understanding of and motivation behind individual trading behavior is an important puzzle in finance, little is known about the connection between an investor's portfolio structure and her trading behavior in practice. In this paper, we investigate the relation between what stocks investors hold, and what stocks they buy, and show that investors with similar portfolio structures to a great extent trade in a similar way. With data from the central register of shareholdings in Sweden, we model the market in a similarity network, by considering investors as nodes, connected with links representing portfolio similarity. From the network, we find investor groups that not only identify different investment strategies, but also represent individual investors trading in a similar way. These findings suggest that the stock portfolios of investors hold meaningful information, which could be used to earn a better understanding of stock market dynamics.

Indexed as

InvestmentsModels, Theoretical

Identifiers

PMID25068302
PMCPMC4113374

What OpenQuestion holds

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Registered trials

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Read under generation 80e0d062 · epoch 390. Bibliography from PubMed, PubMed Central and OpenAlex; grants from NIH RePORTER; trial links from ClinicalTrials.gov; estimates, votes and beliefs from the OpenQuestion graph.