Search Results - subject_exact:"Disposition effect"

How framing susceptibility is associated with investment grip : evidence from Japanese retail investors

Otchere-Appiah, Gideon; Kuramoto, Yu; Bawalle, Aliyu Ali; … - 2026

This study builds on the concept of loss tolerance by introducing investment grip, a behavioral interpretation that captures investors' commitment to long-term objectives under adverse market conditions. While loss tolerance traditionally measures the maximum financial loss an investor can...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015615249

The flow-performance relationship and behavioral biases : evidence from Spanish mutual fund flows

Arenas-Laorga, Carlos; Capella, Fernando Gil - 2026

This study analyzes the relationship between stock market returns and investment flows in investment funds in Spain. Through a quantitative analysis covering the period from December 2001 to June 2025, it examines not only the existence of a correlation but also its temporal structure,...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015640242

Disposed to be overconfident

Gödker, Katrin; Odean, Terrance; Smeets, Paul - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015668656

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Disposed to be overconfident

Gödker, Katrin; Odean, Terrance; Smeets, Paul - 2023

Book / Working Paper

Investor logins and the disposition effect

Quispe-Torreblanca, Edika; Gathergood, John; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015409673

Behavioural biases and investment decision making : the mediating role of risk perception, according to evidence from the Indian stock market

Singh, Sanjeet; Madaan, Geetika; Singh, Amrinder; … - 2025

Research background: There is no research found till date that investigated the behavioural biases ("disposition effect, herding behaviour and blue-chip stocks") and "risk perception on investment decision making" in the Indian stock market (National Stock Exchange) by applying Structured...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015607908

Hegemony of behavioral biases dislodging financial well-being : evidence from India, USA and UK

Kanojia, Sunaina; Malhotra, Deepali - 2025

This paper gathers evidence related to behavioral anomalies like the herding bias, the disposition effect, overconfidence bias, and noise trading in the stock markets of western and eastern economies, with a focus on India, the USA, and the UK. It describes the market situation in which...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015612307

Disposition effect and its outcome on endogenous price fluctuations

Cafferata, Alessia; Patacca, Marco; Tramontana, Fabio - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015593675

Exploring the psychological drivers of cryptocurrency investment biases : evidence from Indian retail investors

Sahu, Manabhanjan; Uddin, Furquan; Hossain, Md Billal - 2025

Cryptocurrency investment in India has quickly become a mainstream financial activity, but it is still highly prone to psychological factors that impact the decision-making of retail investors. This study examines the effect of personality traits on cryptocurrency investment behavior using the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015590726

Does ambiguity drive the disposition effect?

Iwaki, Hideki; Yoshikawa, Daisuke - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015604229

Motivated beliefs about stock returns

Cueva, Carlos; Iturbe-Ormaetxe, Iñigo - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015558714

Striking out: Biases and losses of retail option traders

Pitkäjärvi, Aleksi; Vacca, Matteo - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014547719

The law of small numbers in financial markets : theory and evidence

Jin, Lawrence J.; Peng, Cameron - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014566120

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The law of small numbers in financial markets : theory and evidence

Jin, Lawrence; Peng, Cameron - 2024

Book / Working Paper

Do you have a choice? : implications for belief updating and the disposition effect

Bachmann, Kremena - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014551460

Integrating narrow and wide framing disposition effect : a novel approach incorporating perceived risk and realized asset performance

Ballestra, Luca Vincenzo; Guizzardi, Andrea; … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014552910

Determinants of disposition effect in the real estate market : evidence from Taiwan

Chao, Ching-Hsiang; Chang, Chuang-chang; Chen, Tsung-Yu; … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015100730

Does the Bangladesh equity market expose to disposition effects bias under different market conditions?

Haque, Muhammad Enamul; Imam, Mahmood Osman - 2024

The study provides an intuitive investigation into the disposition effect within frontier markets such as Bangladesh, particularly focusing on its behavior during various market conditions. The study's novelty lies in its application of a methodological framework of the disposition effect...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015100955

Scaling laws and statistical properties of the transaction flows and holding times of bitcoin

Sornette, Didier; Zhang, Yu - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014483276

The disposition effect on partially informed short sellers

Tsai, Wei-Che; Li, Li-Jung; Chiu, Hsin-Yu - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015098607

Portfolio framing and diversification in a disposition effect experiment

Cheung, Stephen L.; Rogut, Nathan - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015162563

Investor horizon, experience, and the disposition effect

Fan, Zhebin; Neupane, Suman - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015162567

Passive vs active robo-advisors and disposition effect : moderating role of gender and financial literacy

Lisauskiene, Nomeda; Darskuviene, Valdone; Butkus, Mindaugas - 2024

The study examines links between automated advisory services and irrational individual investors' behaviour based on dual-process theory. The study contributes to the literature on active vs. passive digital nudges in robo-advisors and the disposition effect. Self-reporting online experiment...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015458562

Striking out : biases and losses of retail option traders

Pitkäjärvi, Aleksi; Vacca, Matteo - 2024

Analyzing over 15 years of account-level trading records from Finland, we show that option features-expiration, moneyness, and the strike price-influence the behavior of retail investors and exacerbate their behavioral biases. Retail investors selectively exploit the expiration feature of...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014541850

Market conditions, investor sentiment and disposition effect : an empirical study based on China's stock market

Yang, Liu; Yang, Pujian - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015396257

How speculative asset characteristics shape retail investors' selling behavior

Bernard, Sabine Esther; Weber, Martin; Loos, Benjamin - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013500535

Disposed to Be Overconfident

Gödker, Katrin; Odean, Terrance; Smeets, Paul - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014290267

At the top of the mind: Peak prices and the disposition effect

Quispe-Torreblanca, Edika; Hume, David; Gathergood, John; … - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014480563

How speculative asset characteristics shape retail investors' selling behavior

Bernard, Sabine Esther; Weber, Martin; Loos, Benjamin - 2023

Using German and US brokerage data we find that investors are more likely to sell speculative stocks trading at a gain. Investors' gain realizations are monotonically increasing in a stock's speculativeness. This translates into a high disposition effect for speculative and a much lower...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013489467

Trade-offs in the design of financial algorithms

Gaudeul, Alexia; Giannetti, Caterina - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014248166

A dark side of hope : understanding why investors cling onto losing stocks

Luo, Xiyueyao; Horen, Femke van; Millet, Kobe; … - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014290404

At the top of the mind : peak prices and the disposition effect

Quispe-Torreblanca, Edika; Hume, David; Gathergood, John; … - 2023

The disposition effect is the reluctance to sell assets at a loss relative to a salient point of reference, typically assumed to be the purchase price. Using data on stocks and housing sales, we show that the peak price achieved by an asset during the investor's period of holding constitutes an...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014430688

The impact of disposition effect, herding and overconfidence on investment decision making moderated by financial literacy

Prasetyo, Priyo; Sumiati; Ratnawati, Kusuma - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014480264

Change of the disposition effect and investor sentiment

Yang, Pujian; Yang, Liu - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015485832

Disposition effect in group versus individual investors : evidence from Kenyan stock exchange

Kano, Mercy; Muradoğlu, Gülnur; Olukuru, John - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015358980

Financial advisors and investors' Bias

Andries, Marianne; Bonelli, Maxime; Sraer, David - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015457822

Regret aversion in Japanese and U.S. stock markets : analyzing the effects of market conditions

Kim, Somyung; Ohk, Kiyool - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015431445

Empirical test of the hedonic editing hypothesis in mutual fund redemptions : evidence from individual account data

Wu, Yanran; Li, Yuan; Li, Zhongtai - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015555445

Beyond performance : exploring trade-offs in the design of financial algorithms

Gaudeul, Alexia; Giannetti, Caterina - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015585460

Chasing winners in the gray wave : aging population and its effects on long-horizon momentum profits

Lee, King Fuei - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015626488

The disposition effect and market volatility prediction

Cui, Xudong; Gong, Pu; Liu, Tong - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015639606

The disposition effect in securities trading during the economic crisis : empirical evidence from the frontier market in Sri Lanka

Gunasekara, Dilini; Nanayakkara, Neelangie Sulochana - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015636388

Human vs. machine: disposition effect among algorithmic and human day traders

Liaudinskas, Karolis - 2022

This paper studies whether and why algorithmic traders exhibit one of the most broadlydocumented behavioral puzzles - the disposition effect. We use trade data from the NASDAQ Copenhagen Stock Exchange merged with the weather data. We find that on average, the disposition effect for human...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013207355

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