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Stock loan lotteries and individual investor performance
Moore, Jordan - 2017
Individual investors trade excessively, sell winners too soon, and overweight stocks with lottery features and low expected returns. This paper proposes and models a financial innovation, called stock loan lotteries, that improves individual investor performance. An individual investor signs a...
Persistent link: https://www.econbiz.de/10011800598
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How people apply mental accounting philosophy to investment risk?
Mascareñas Pérez-Íñigo, Juan; Yan, Fangyuan - In: International journal of economics and financial issues … 7 (2017) 3, pp. 145-151
Persistent link: https://www.econbiz.de/10011811065
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Downside risk matters once the lottery effect is controlled : explaining risk-return relationship in the Indian equity market
Ali, Asgar; Badhani, K. N. - In: The journal of asset management : a major new, … 24 (2023) 1, pp. 27-43
Persistent link: https://www.econbiz.de/10013556595
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Do large losses loom larger than gains? : salience, holding periods, and the disposition effect
Kotomin, Vladimir; Varma, Abhishek - In: The financial review : the official publication of the … 57 (2022) 2, pp. 397-427
Persistent link: https://www.econbiz.de/10013189822
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Financial loss aversion illusion
Merkle, Christoph - In: Review of finance : journal of the European Finance … 24 (2020) 2, pp. 381-413
Persistent link: https://www.econbiz.de/10012194936
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Individuals' asymmetric choice of order-type depending on the previous returns
Lee, Hyo-jeong - In: Global business and finance review 23 (2018) 2, pp. 1-18
Persistent link: https://www.econbiz.de/10011896922
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Prospect theory and stock returns : evidence from foreign share markets
Wang, Junbo; Wu, Chunchi; Zhong, Xiaoling - In: Pacific-Basin finance journal 69 (2021), pp. 1-24
Persistent link: https://www.econbiz.de/10013370262
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The private equity premium puzzle : a behaviooural finance approach
Hamelin, Anaïs; Pfiffelmann, Marie - In: International journal of entrepreneurship and small business 24 (2015) 3, pp. 335-356
Persistent link: https://www.econbiz.de/10011400372
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Smaller drawdowns, higher average and risk-adjusted returns for equity portfolios, using options and power-log optimization based on a behavioral model of investor preferences
Kale, Jivendra K.; Lim, Tee - In: The journal of investment strategies 9 (2020) 2, pp. 15-31
Persistent link: https://www.econbiz.de/10012597136
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Individual trading behavior : the disposition effect
Vlcek, Martin - 2007
Persistent link: https://www.econbiz.de/10003909328