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The Impact of Overconfidence Bias and Disposition Effect on the Volume of Transaction and the Volatility of the French Stock Market
Siwar, Ellouz - Université Paris-Dauphine (Paris IX) - 2011
level of this last can be assigned to a phenomenon of overconfidence or a disposition effect. This paper studies these two …
Persistent link: https://www.econbiz.de/10010707933
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Strategic beliefs
Napp, Clotilde; Jouini, Elyès - Université Paris-Dauphine (Paris IX) - 2009
. overconfidence) as well as pessimism (resp. doubt) both emerge as optimal beliefs. Furthermore, we obtain a positive correlation …
Persistent link: https://www.econbiz.de/10010708470