Results 11 to 20 of about 170,976 (192)
Disposition effect and gender [PDF]
Applied Economics Letters, 2008 Investors seem to hold on to their losing stocks to a greater extent than they hold on to their winning stocks. This well-documented behavioural regularity is termed disposition effect (Shefrin and Statman, 1985). We set an experiment to replicate results from a previous study of the disposition effect (Weber and Camerer, 1998) and further show that a ...
Newton, Da Costa Jr +2 more
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What drives the disposition effect? [PDF]
, 2001 Why do some investors tend to ''sell winners too early and ride losers too long''? Such behavior, labeled the disposition effect, has been attributed to biases in return expectations, time-varying risk-aversion based on the value function of prospect theory, and regret theory.
Zuchel, Heiko
openaire +3 more sources
The Impact of Anchoring Bias and Disposition Effect on Momentum Profit: The Role of Stock Liquidity [PDF]
Iranian Journal of Finance, 2022 Researchers examined anomalies in the market to understand the market dimensions. Prior studies considered the effects of biases on momentum strategy. Stock liquidity as one of the risk factors for assets was also considered by researchers.
Fatemeh Soltani +2 more
doaj +1 more source
, 2010 This paper is a survey of existing papers on the disposition effect, which may be described as a tendency for investors to ride losers too long and sell winners too soon. It provides a comprehensive overview of the existing work done on the disposition effect and further analysis should be done in order to make a theoretical framework that may explain ...
Vollan, Martin Moen
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The Effect of Price Path on Satisfaction and Future Behavior of Investors [PDF]
فصلنامه بورس اوراق بهادار, 2022 Investor behavior and factors affecting investment decisions are important issues that researchers have been seeking to provide a comprehensive model for interpreting in recent years. In this regard, the present study with the behavioral finance approach
Mohammad Mahdi Bahrololoum +2 more
doaj +1 more source
The Disposition Effect and Momentum [PDF]
, 2001 Prior experimental and empirical research documents that many investors have a lower propensity to sell those stocks on which they have a capital loss. This behavioral phenomenon, known as \the disposition effect," has implications for equilibrium prices.
Grinblatt, Mark, Han, Bing
core +6 more sources
Behavioral Bias, Abnormal Volume, and Abnormal Return [PDF]
Journal of Asset Management and Financing, 2019 Objectives: This research evaluates the effects of overconfidence, disposition effect and investors’ attention on the abnormal volume and abnormal returns of stocks through Interruption in independent variables.
Mohammad Osoolian, Mozhgan Bazchi
doaj +1 more source
The effect of demographic factors on behavioral biases
Jurnal Siasat Bisnis, 2021 The purpose of this study was to examine the influence of demographic factors such as gender, age, education, occupation, income, and investment experience on investor behavior bias such as overconfidence bias, disposition effects, herding bias, and ...
Vania Beatrice +2 more
doaj +4 more sources
The exploration of disposition effect among business undergraduates in Poland
Copernican Journal of Finance & Accounting, 2015 In this article the author attempts to explore the phenomena of disposition effect among Polish undergraduate students. The study shows that under experimental conditions participants do show disposition “to sell winners too early and ride losers too ...
Monika Czerwonka
doaj +3 more sources
Does Property Return Affect Seller Behavior? An Empirical Study of China’s Real Estate Market
Behavioral Sciences, 2023 This paper examines the relationship between property return and seller behavior and aims to test the disposition effect in China’s real estate market. Using transaction data in Beijing, we find that loss properties have a lower sell propensity relative ...
Hongfei Li, Limin Liang, Chengjiu Sun
doaj +1 more source