Sleep quality and trading behavior of individual investors on the stock market

There are various factors that influence the trading behavior of individual investors in the stock market. This study, based on data from 405 individual investors, is the first to investigate the relationship between sleep quality and investors’ trading behavior in the stock market. Sleep quality i...

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Main Authors: Luu Thu Quang, Tran Tuan Vinh, Nguyen Dang Hai Yen, Khoa Dang Duong
Format: Article
Language:English
Published: Vilnius Gediminas Technical University 2025-04-01
Series:Journal of Business Economics and Management
Subjects:
Online Access:https://ijspm.vgtu.lt/index.php/JBEM/article/view/23629
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author Luu Thu Quang
Tran Tuan Vinh
Nguyen Dang Hai Yen
Khoa Dang Duong
author_facet Luu Thu Quang
Tran Tuan Vinh
Nguyen Dang Hai Yen
Khoa Dang Duong
author_sort Luu Thu Quang
collection DOAJ
description There are various factors that influence the trading behavior of individual investors in the stock market. This study, based on data from 405 individual investors, is the first to investigate the relationship between sleep quality and investors’ trading behavior in the stock market. Sleep quality is assessed through factors such as sleep time, duration, number of awakenings during the night, and napping habits. By applying various regression methods (Logit, PCA, PLSR, GMM), the results show that increased sleep duration causes passive investors to hold fewer stocks in their portfolios during bull market years and to increase their holdings when the market declines. Conversely, for active investors, an increase of sleep duration prompts them to hold a greater number of stocks in their portfolios during bull market periods, and decrease their holdings during bear markets. Moreover, good sleep quality is correlated with improved investment performance for passive investors. Research also indicates that afternoon naps and nighttime sleep affect investors’ trading frequency. This study provides valuable insights into investors’ trading behavior in the stock market. We encourage investors to enhance the quality of their sleep and incorporate regular midday naps to remain mentally alert, ultimately leading to increased investment returns.
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institution OA Journals
issn 1611-1699
2029-4433
language English
publishDate 2025-04-01
publisher Vilnius Gediminas Technical University
record_format Article
series Journal of Business Economics and Management
spelling doaj-art-a3ff78ced8764a67bbb45f760af8cd392025-08-20T01:55:38ZengVilnius Gediminas Technical UniversityJournal of Business Economics and Management1611-16992029-44332025-04-0126210.3846/jbem.2025.23629Sleep quality and trading behavior of individual investors on the stock marketLuu Thu Quang0Tran Tuan Vinh1Nguyen Dang Hai Yen2Khoa Dang Duong3Faculty of Finance, Ho Chi Minh University of Banking, Ho Chi Minh City, VietnamFaculty of Finance, Ho Chi Minh University of Banking, Ho Chi Minh City, VietnamFaculty of Finance, Ho Chi Minh University of Banking, Ho Chi Minh City, VietnamInnovation and Sustainability Research Group, Faculty of Finance and Banking, Ton Duc Thang University, Ho Chi Minh City, Vietnam There are various factors that influence the trading behavior of individual investors in the stock market. This study, based on data from 405 individual investors, is the first to investigate the relationship between sleep quality and investors’ trading behavior in the stock market. Sleep quality is assessed through factors such as sleep time, duration, number of awakenings during the night, and napping habits. By applying various regression methods (Logit, PCA, PLSR, GMM), the results show that increased sleep duration causes passive investors to hold fewer stocks in their portfolios during bull market years and to increase their holdings when the market declines. Conversely, for active investors, an increase of sleep duration prompts them to hold a greater number of stocks in their portfolios during bull market periods, and decrease their holdings during bear markets. Moreover, good sleep quality is correlated with improved investment performance for passive investors. Research also indicates that afternoon naps and nighttime sleep affect investors’ trading frequency. This study provides valuable insights into investors’ trading behavior in the stock market. We encourage investors to enhance the quality of their sleep and incorporate regular midday naps to remain mentally alert, ultimately leading to increased investment returns. https://ijspm.vgtu.lt/index.php/JBEM/article/view/23629sleep qualityindividual investorsinvestor behaviortrading frequencyreturn rateinvestment
spellingShingle Luu Thu Quang
Tran Tuan Vinh
Nguyen Dang Hai Yen
Khoa Dang Duong
Sleep quality and trading behavior of individual investors on the stock market
Journal of Business Economics and Management
sleep quality
individual investors
investor behavior
trading frequency
return rate
investment
title Sleep quality and trading behavior of individual investors on the stock market
title_full Sleep quality and trading behavior of individual investors on the stock market
title_fullStr Sleep quality and trading behavior of individual investors on the stock market
title_full_unstemmed Sleep quality and trading behavior of individual investors on the stock market
title_short Sleep quality and trading behavior of individual investors on the stock market
title_sort sleep quality and trading behavior of individual investors on the stock market
topic sleep quality
individual investors
investor behavior
trading frequency
return rate
investment
url https://ijspm.vgtu.lt/index.php/JBEM/article/view/23629
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AT trantuanvinh sleepqualityandtradingbehaviorofindividualinvestorsonthestockmarket
AT nguyendanghaiyen sleepqualityandtradingbehaviorofindividualinvestorsonthestockmarket
AT khoadangduong sleepqualityandtradingbehaviorofindividualinvestorsonthestockmarket