The Trading Volume Impact of Local Bias: Evidence from a Natural Experiment

B-Tier
Journal: Review of Finance
Year: 2012
Volume: 16
Issue: 4
Pages: 867-901

Authors (2)

Heiko Jacobs (not in RePEc) Martin Weber

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Exploiting regional holidays in Germany as a source of exogenous cross-sectional variation in investor attention, we provide evidence that the well-known local bias at the individual level materially affects stock turnover at the firm level. Stocks of firms located in holiday regions are temporarily strikingly less traded than otherwise very similar stocks in non-holiday regions. This negative turnover shock survives comprehensive tests for differences in information release. It appears particularly pronounced in stocks less visible to nonlocal investors and for smaller stocks disproportionately driven by retail investors. Our findings contribute to research on local bias, trading activity, and investor distraction. Copyright 2012, Oxford University Press.

Technical Details

RePEc Handle
repec:oup:revfin:v:16:y:2012:i:4:p:867-901
Journal Field
Finance
Author Count
2
Added to Database
2026-01-29