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Review on efficiency and anomalies in stock markets
Woo, Kai-yin; Mai, Chulin; McAleer, Michael; Wong, Wing … - In: Economies : open access journal 8 (2020) 1/20, pp. 1-51
The efficient-market hypothesis (EMH) is one of the most important economic and financial hypotheses that have been tested over the past century. Due to many abnormal phenomena and conflicting evidence, otherwise known as anomalies against EMH, some academics have questioned whether EMH is...
Persistent link: https://www.econbiz.de/10012237439
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European stock market dynamics : implications of overconfidence and the disposition effect for turnover
Ouarda, Moatemri; Bori, Abdelfeteh El - In: International journal of behavioural accounting and … 4 (2013) 2, pp. 133-152
Persistent link: https://www.econbiz.de/10010393876
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Overconfidence and disposition effect in Indian equity market : an empirical evidence
Prosad, Jaya Mamta; Kapoot, Sujata; Sengupta, Jhumur; … - In: Global business review 19 (2018) 5, pp. 1303-1321
Persistent link: https://www.econbiz.de/10011929728
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Loss aversion, overconfidence of investors and their impact on market performance evidence from the US stock markets
Bouteska, Ahmed; Regaieg, Boutheina - In: Journal of economics, finance & administrative science 25 (2020) 50, pp. 451-478
overconfidence on the performance of US companies. First, the impact of loss aversion on the economic performance of companies was … assessed. Second, the impact of overconfidence on market performance was discussed. Design/methodology/approach - This study … this is achieved for both sectors. In contrast, the findings suggest that overconfidence positively affects market …
Persistent link: https://www.econbiz.de/10012434081
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A detailed investigation of the disposition effect and individual trading behavior : a panel survival approach
Nolte, Ingmar - In: The European journal of finance 18 (2012) 9/10, pp. 885-919
Persistent link: https://www.econbiz.de/10009691775
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Momentum and disposition effect in the US stock market
Sadhwani, Ranjeeta; Bhayo, M. U. R. - In: Cogent economics & finance 9 (2021) 1, pp. 1-18
This paper examines whether momentum drives the disposition effect and vice versa in the US stock market. The results from the analysis of the Fama-Macbethregressions show that the disposition effect drives momentum but not the other way around. Furthermore, we find that this relationship varies...
Persistent link: https://www.econbiz.de/10013184447
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Stock market behavior after large price changes and winner-loser effect : empirical evidence from Pakistan
Rasheed, Muhammad Sahid; Sheikh, Muhammad Fayyaz; … - In: Journal of Asian finance, economics and business : JAFEB 8 (2021) 10, pp. 219-228
Persistent link: https://www.econbiz.de/10012671114
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Manifesting overconfidence bias and disposition effect in the stock market
Ganesh R.; Naresh G.; Thiyagarajan, S. - In: International journal of business and economics 19 (2020) 3, pp. 257-284
Persistent link: https://www.econbiz.de/10012608942
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Wide framing disposition effect : an empirical study
Brettschneider, Julia; Burro, Giovanni; Henderson, Vicky - In: Journal of economic behavior & organization : JEBO 185 (2021), pp. 330-347
Persistent link: https://www.econbiz.de/10012601233
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Decomposing the disposition effect
Maier, Johannes K.; Fischer, Dominik Simon - 2021
We theoretically show that there is a fundamental disconnect be- tween the disposition effect, i.e., investors’ tendency to sell winning assets too early and losing assets too late, and its common empirical measure, namely a positive difference between the proportion of gains and losses re-...
Persistent link: https://www.econbiz.de/10012648374