The overconfident trading behavior of individual versus institutional investors
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
|
Subject: | Overconfident trading | Double-threshold GARCH model | Market regime | Market volatility | Market liquidity | Volatilität | Volatility | Anlageverhalten | Behavioural finance | Institutioneller Investor | Institutional investor | ARCH-Modell | ARCH model | Theorie | Theory | Börsenkurs | Share price | Handelsvolumen der Börse | Trading volume |
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