Search Results - subject:"the disposition effect"

Time-varying risk preference and equity risk premium forecasting : the role of the disposition effect

Qiao, Kenan; Xie, Haibin - In: Journal of forecasting 43 (2024) 7, pp. 2659-2674

Persistent link: https://www.econbiz.de/10015110534

Managerial disposition effect : evidence from China

Wang, Kemin; Zhang, Guanglong; Zhou, Lin - In: Pacific-Basin finance journal 78 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014463753

Air pollution, behavioral bias, and the disposition effect in China

Li, Jennifer; Massa, Massimo; Zhang, Hong; Zhang, Jian - In: Journal of financial economics 142 (2021) 2, pp. 641-673

Persistent link: https://www.econbiz.de/10013259958

The disposition effect and underreaction to private information

Janssen, Dirk-Jan; Li, Jiangyan; Qiu, Jianying; Weitzel, Utz - In: Journal of economic dynamics & control 113 (2020), pp. 1-28

Persistent link: https://www.econbiz.de/10012502461

The Effect of Anticipated and Experienced Regret and Pride on Investors Future Selling Decisions*

Kraussl, Roman; Lee, Carmen; Paas, Leo - Centre de Recherche en Économie Appliquée (CREA), … - 2013

decisions to hold or sell a winning or losing investment, in the form of the disposition effect. As expected the results suggest …

Persistent link: https://www.econbiz.de/10010720037

The Effect of Anticipated and Experienced Regret and Pride on Investors Future Selling Decisions*

Kraussl, Roman; Lee, Carmen; Paas, Leo - Luxembourg School of Finance, Faculté de droit, … - 2013

hold or sell a winning or losing investment, in the form of the disposition effect. As expected the results suggest that in …

Persistent link: https://www.econbiz.de/10010720563

Excess sensitivity of stock markets to negative returns

Azar, Samih Antoine; Basmadjian, Raffi - In: International journal of economic perspectives : IJEP 6 (2012) 1, pp. 5-38

Persistent link: https://www.econbiz.de/10011587062

The Disposition Effect and the Ability of Investors to Learn

Thomson, Nicholas - 2009

, a behavioural bias dubbed the disposition effect. We examine a comprehensive data set comprised of trading records for … previous studies, we find that the disposition effect exists for not only individuals, but alsofor institutions. We conclude … trading experience and the disposition effect. Both individuals and institutions exhibit learning effects over time, with the …

Persistent link: https://www.econbiz.de/10009480052

Behavioral biases of Indian investors: a survey of Delhi-NCR region

Prosad, Jaya Mamta; Kapoor, Sujata; Sengupta, Jhumur - In: Qualitative Research in Financial Markets 7 (2015) 3, pp. 230-263

, overconfidence, excessive optimism (pessimism), herd behavior and the disposition effect. It further investigates the role of …

Persistent link: https://www.econbiz.de/10014988400

Behavioral biases of Indian investors : a survey of Delhi-NCR region

Prosad, Jaya Mamta; Kapoor, Sujata; Sengupta, Jhumur - In: Qualitative research in financial markets 7 (2015) 3, pp. 230-263

Persistent link: https://www.econbiz.de/10011416685