The overconfident trading behavior of individual versus institutional investors
Hsiang-Hsi Liu, Wen-I Chuang, Jih-Jeng Huang, Yu-Hao Chen
| Year of publication: |
September 2016
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|---|---|
| Authors: | Liu, Hsiang-Hsi ; Chuang, Wen-I ; Huang, Jih-Jeng ; Chen, Yu-Hao |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 45.2016, p. 518-539
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| Subject: | Overconfident trading | Double-threshold GARCH model | Market regime | Market volatility | Market liquidity | Anlageverhalten | Behavioural finance | Theorie | Theory | Institutioneller Investor | Institutional investor | Volatilität | Volatility | ARCH-Modell | ARCH model | Wertpapierhandel | Securities trading | Marktliquidität |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2016.07.016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011626536