There have also been many research papers written about. Some of these research papers have analyzed entire trade data at the exchange level (from places like Brazil, Taiwan, etc). I had shared some of them in a different thread -
Other than those, these research papers might also be interesting -
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Attention Induced Trading and Returns: Evidence from Robinhood Users
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Resolving a Paradox: Retail Trades Positively Predict Returns but are Not Profitable
Also, this doesn’t mean there aren’t any exceptions. The most recent example of this can be found in the latest Jack D. Schwager book called Unknown Market Wizards that features interviews from many individual traders who have earned outsized returns -