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The truth is investors who trade frequently are more likely to face poor performance. Investors who hold on to “winning” stocks earn 7% more than investors who do not because of taxes and trading cost implications. Although a small majority of investors can actively game “earning releases” and trading volume to earn enough to offset tax and trading cost, the majority of investors do not.

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Regardless of what investing framework you follow; you are ultimately the one buying or selling a stock. Behavioral finance incorporates the human element, the final missing link into finance.

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I want to explore the academic thesis “Regression to Mean Phenomenon (2017)”. The thesis talks about the efficient market hypothesis problem, which has been hotly debated among investors. How we can exploit temporary stock market inefficiencies?

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I am actually talking about day trading here, or the art of buying and selling the same stock in a single day. This type of stock trading performs extremely poorly compared to investing, yet day trading has captured the attentions of millions. Why?