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The impact of elasticity on disposition effect driven momentum, substitutability, size, and January seasonality

Egginton, Jared; Hur, Jungshik; Vivek Singh - In: Review of quantitative finance and accounting 52 (2019) 3, pp. 759-780

Persistent link: https://www.econbiz.de/10012171725

Revisiting disposition effect and momentum : a quantile regression perspective

Ahmed, Mohamed S.; Doukas, John A. - In: Review of quantitative finance and accounting 56 (2021) 3, pp. 1087-1128

Persistent link: https://www.econbiz.de/10012498621

Institutional investors and equity prices : information, behavioral bias and arbitrage

Han, Bing; Kong, Dongmin - 2017

This paper investigates how institutional investors matter for asset pricing by using daily institutional trading data and a natural experiment, the split–share structure reform in China. This reform required all listed companies to convert their non-tradable shares to tradable shares after...

Persistent link: https://www.econbiz.de/10011646414

Disposition effect and diminishing aensitivity : an analysis based on a simulated experimental stock market

Kohsaka, Youki; Mardyla, Grzegorz; Takenaka, Shinji; … - In: The journal of behavioral finance : a publication of … 18 (2017) 2, pp. 189-201

Persistent link: https://www.econbiz.de/10012008694

Exploring stock recommenders' behavior and recommendation receivers' sophistication

Chang, Chih-Hsiang - In: Journal of economics and finance 41 (2017) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10011795585

How do disposition effect and anchoring bias interact to impact momentum in stock returns?

Hur, Jungshik; Vivek Singh - In: Journal of empirical finance 53 (2019), pp. 238-256

Persistent link: https://www.econbiz.de/10012171673

Stock market entry timing and retail investors' disposition effect

Zhang, Xiaotao; Wang, Ziqiao; Hao, Jing; Liu, Jiubiao - In: International review of financial analysis 82 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013431164

Extreme market movements, the disposition effect, and subsequent return spreads : evidence from China

Shen, Yujan; Shen, Kuanfu - In: Applied economics letters 29 (2022) 9, pp. 801-804

Persistent link: https://www.econbiz.de/10013411776

V-shaped disposition effect, stock prices, and post-earnings-announcement drift : evidence from Korea

Kim, Minki; Kim, Toyoung; Kim, Tong Suk - In: The journal of behavioral finance : a publication of … 24 (2023) 3, pp. 345-364

Persistent link: https://www.econbiz.de/10014330980

Examining investors' sentiments, behavioral biases and investment decisions during COVID-19 in the emerging stock market : a case of Pakistan stock market

Parveen, Shagufta; Satti, Zoya Wajid; Subhan, Qazi Abdul; … - In: Journal of economic and administrative sciences 39 (2023) 3, pp. 549-570

Persistent link: https://www.econbiz.de/10014338827

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