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Loss aversion, overconfidence of investors and their impact on market performance evidence from the US stock markets

Bouteska, Ahmed; Regaieg, Boutheina - In: Journal of economics, finance & administrative science 25 (2020) 50, pp. 451-478

overconfidence on the performance of US companies. First, the impact of loss aversion on the economic performance of companies was … assessed. Second, the impact of overconfidence on market performance was discussed. Design/methodology/approach - This study … this is achieved for both sectors. In contrast, the findings suggest that overconfidence positively affects market …

Persistent link: https://www.econbiz.de/10012434081

Is the Disposition Effect in Bonds As Strong As in Stocks? Evidence From an Emerging Market

Hincapié, Juliana - 2020

Does the disposition effect appear in bond trades as in stocks?. We apply the Odean's measure (1998) to a proprietary transaction database with unique investor ids from an emerging market exchange that holds both stock and bond trading. We find some disposition effect in treasuries, but much...

Persistent link: https://www.econbiz.de/10012848078

The value of a two-dimensional value investment strategy : evidence from the Korean stock market

Cho, Seong-soon; Shin, Jung-soon; Byun, Jinho - In: Emerging markets finance & trade : a journal of the … 48 (2012), pp. 58-81

Persistent link: https://www.econbiz.de/10009682525

A behavioral understanding of stock market return expectations : from evaluation frequency and financial planning horizon perspective

Liu, Yi; Guillemette, Michael; Gray, Blake - 2021

The continued shift to defined contribution plans and individual investment responsibility has made understanding what motivates individual behavior critical. Using 2010-2016 panel data from the Health and Retirement Study, this paper evaluates how stock market evaluation frequency and...

Persistent link: https://www.econbiz.de/10014351798

An empirical essay to explain the contrarian profits in the Tunisian stock market : behavioral approach vs. rational approach

Boussaidi, Ramzi - In: International journal of economics and finance 7 (2015) 12, pp. 11-28

Persistent link: https://www.econbiz.de/10011411578

Spanning analysis of stock market anomalies under prospect stochastic dominance

Arvanitis, Stelios; Scaillet, Olivier; Topaloglou, Nikolas - 2020 - This version: April 2020

We develop and implement methods for determining whether introducing new securities or relaxing investment constraints improves the investment opportunity set for prospect investors. We formulate a new testing procedure for prospect spanning for two nested portfolio sets based on subsampling and...

Persistent link: https://www.econbiz.de/10012219063

Essays in financial economics

Savor, Pavel - 2006

Persistent link: https://www.econbiz.de/10003965701

Emerging markets : evaluating Graham's stock selection criteria on portfolio return in Saudi Arabia stock market

Zakaria, Nadisah; Hashim, Fariza - In: International journal of economics and financial issues … 7 (2017) 2, pp. 453-459

Persistent link: https://www.econbiz.de/10011789312

Effect of Graham's share selection criteria on portfolio return in emerging markets : case of Malaysian share market

Zakaria, Nadisah; Hashim, Fariza - In: International journal of economics and business research 17 (2019) 3, pp. 277-292

Persistent link: https://www.econbiz.de/10012021745

Risk, Return, and Sentiment in a Virtual Asset Market

Montone, Maurizio; Zwinkels, Remco C. J. - 2021

The joint-hypothesis problem casts doubt on the results of market efficiency research. Specifically, it is hard to assess to what extent financial markets reflect economic fundamentals or mispricing. To address this issue, we study price formation in a large virtual asset market where...

Persistent link: https://www.econbiz.de/10013233921