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The Disposition Effect and Momentum : Evidence from Norwegian Household Investors
Nygaard, Knut - 2020
Using a novel investor accounts dataset from Norway, I fi nd that household investorsare particularly likely to sell …
Persistent link: https://www.econbiz.de/10012857198
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Non-standard preferences in asset pricing and household finance
Goossens, Jorgo - 2023
Persistent link: https://www.econbiz.de/10013549809
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Do the rich gamble in the stock market? : low risk anomalies and wealthy households
Bali, Turan G.; Günaydin, A. Doruk; Jansson, Thomas; … - In: Journal of financial economics 150 (2023) 2, pp. 1-24
Persistent link: https://www.econbiz.de/10014462604
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Riding the bubble? : chasing returns into illiquid assets
Yagan, Danny - 2014
Persistent link: https://www.econbiz.de/10010396236
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The pricing of liquidity and illiquid assets : essays on empirical asset pricing
Tuijp, Patrick - 2016
Persistent link: https://www.econbiz.de/10011495840
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Time and frequency relationship between household investors' sentiment index and US industry stock returns
Khan, Muhammad Asif; Hernandez, Jose Arreola; Shahzad, … - In: Finance research letters 36 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012483967
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Bank deposits and the stock market
Lin, Leming - In: The review of financial studies 33 (2020) 6, pp. 2622-2658
Persistent link: https://www.econbiz.de/10012244797
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A trade-based analysis of momentum
Hvidkjær, Søren - In: The review of financial studies 19 (2006) 2, pp. 457-491
Persistent link: https://www.econbiz.de/10003355177
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Investing in Mad Money : price and style effects
Bolster, Paul J.; Trahan, Emery Anthony - In: Financial services review : the journal of individual … 18 (2009) 1, pp. 69-86
Persistent link: https://www.econbiz.de/10003860700
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A study of the predictve performance of the moving average trading rule as applied to NYSE, the Athens Stock Exchange and the Vienna Stock Exchange : sensitivity analysis and impli...
Milionis, Alexandros E.; Papanagiotou, Evangelia - In: Applied financial economics 19 (2009) 13/15, pp. 1171-1186
This work examines the variation of the simple Moving Average (MA) trading rule performance as a function of the MA length in New York Stock Exchange (NYSE), Athens Stock Exchange (ASE) and Vienna Stock Exchange (VSE) using daily data from May 1993 to April 2005. Results show that changes of the...
Persistent link: https://www.econbiz.de/10003886017