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Financial attention and the disposition effect
Dierick, Nicolas; Heyman, Dries; Inghelbrecht, Koen; … - 2019
Persistent link: https://www.econbiz.de/10012026351
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Financial attention and the disposition effect
Dierick, Nicolas; Heyman, Dries; Inghelbrecht, Koen; … - In: Journal of economic behavior & organization : JEBO 163 (2019), pp. 190-217
Persistent link: https://www.econbiz.de/10012145022
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Momentum effect as part of a market equilibrium
Seung Mo Choi; Kim, Hwagyun - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 1, pp. 107-130
Persistent link: https://www.econbiz.de/10010407846
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Equilibrium pricing in incomplete markets under translation invariant preferences
Cheridito, Patrick; Horst, Ulrich; Kupper, Michael; … - In: Mathematics of operations research 41 (2016) 1, pp. 174-195
Persistent link: https://www.econbiz.de/10011448353
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Traders' broker choice, market liquidity and market structure
Chakravarty, Sugato; Sarkar, Asani - 1997
Persistent link: https://www.econbiz.de/10000980786
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Traders' broker choice, market liquidity and market structure
Chakravarty, Sugato; Sarkar, Asani - 1997
Persistent link: https://www.econbiz.de/10000982938
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Momentum Effect as Part of a Market Equilibrium
Choi, Seung Mo - 2012
Does the momentum effect arise naturally from the determination of asset prices in market equilibrium? We calibrate a standard endowment model of multiple assets under recursive preferences. The momentum effect partly comes from investors' aversion to consumption risks. An unexpected dividend...
Persistent link: https://www.econbiz.de/10013101005
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Do informed traders prefer automated electronic markets?
Perry, Timothy T. - In: The journal of trading 6 (2011) 4, pp. 34-44
Persistent link: https://www.econbiz.de/10009349014
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Behaviour of individual investors in stock market trading : evidence from India
Raut, Rajdeep Kumar; Das, Niladri; Mishra, Ramkrishna - In: Global business review 21 (2020) 3, pp. 818-833
Persistent link: https://www.econbiz.de/10012259412