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Asset volatility with prospect theory investors

Bekierman, Jeremias - In: Quantitative finance 19 (2019) 4, pp. 533-543

Persistent link: https://www.econbiz.de/10012194695

Verhaltenspsychologische Erklärungsmöglichkeiten für asymmetrische Volatilität am deutschen Kapitalmarkt

Maack, Diether - 2012

Persistent link: https://www.econbiz.de/10009554493

Trading volume and investor disagreement around management forecast disclosures

Cho, Myojung; Kwon, Soo Young - In: Journal of accounting, auditing & finance 29 (2014) 1, pp. 3-30

Persistent link: https://www.econbiz.de/10010253924

An examination of the relationship between the disposition effect and stock return, volatility, and trading volume : the evidence in US stock markets

Afi, Hatem - In: International journal of managerial and financial accounting 9 (2017) 3, pp. 242-262

Persistent link: https://www.econbiz.de/10011847010

Investors' trading behaviour and stock market volatility during crisis periods : a dual long-memory model for the Korean stock exchange

Caporale, Guglielmo Maria; Karanasos, Menelaos; Yfanti, … - 2019

This study examines the impact of investors' buy and sell trades on Korean stock market volatility across two crisis events, the Asian crisis of 1997 and the 2008 global financial crash. We investigate the trading behaviour of domestic vs. foreign and institutional vs. individual investors. Our...

Persistent link: https://www.econbiz.de/10012138660

Impacts of relatively rational and irrational investor sentiment on realized volatility

Tseng, Tseng-Chan; Lai, Hung-Cheng; Chen, Jih-Kuang - In: Asian economic journal : journal of the East Asian … 36 (2022) 4, pp. 458-478

Persistent link: https://www.econbiz.de/10014280248

The impact of overconfidence on investors' decisions

Adel, Boubaker; Mariem, Talbi - In: Business and Economic Research : BER 3 (2013) 2, pp. 53-75

Persistent link: https://www.econbiz.de/10010376699

Investor attention and stock market activity : evidence from France

Aouadi, Amal; Arouri, Mohamed; Teulon, Frédéric - In: Economic modelling 35 (2013), pp. 674-681

Persistent link: https://www.econbiz.de/10010336679

Model disagreement and economic outlook

Andrei, Daniel; Carlin, Bruce Ian; Hasler, Michael - 2014

Persistent link: https://www.econbiz.de/10010372567

Investors' perceptions on trading volume and stock return volatility in Indian stock market

Mahender; Aggarwal, Shalini; Verma, H. L. - In: The IUP journal of applied economics 13 (2014) 4, pp. 52-73

Persistent link: https://www.econbiz.de/10010438487

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