Results 31 to 40 of about 750,066 (346)
The disposition effect among mutual fund participants : a re- examination [PDF]
, 2020 Using information on mutual fund trades executed from 1998 to 2017 by 31,513 individual investor clients of a major Portuguese financial institution, we study the relationship between the disposition effect, financial literacy and trading experience.
Abreu, Margarida +2 more
core
Financial Attention and the Disposition Effect [PDF]
SSRN Electronic Journal, 2018 Using a novel brokerage dataset covering individual investors' login and stock trading behavior, we investigate the severity of the disposition effect as a function of attention. Our results show that more attentive investors trade less in line with the disposition effect, suggesting a comparative advantage in incorporating information into financial ...
Nicolas Dierick +3 more
openaire +1 more source
Momentum and disposition effect in the US stock market
Cogent Economics & Finance, 2021 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 ...
Ranjeeta Sadhwani, M. U. R. Bhayo
doaj +1 more source
The Survey of the relationship between Disposition Effect and Cash flows and Investment Companies Performance in Tehran Stock Exchange [PDF]
تحقیقات مالی, 2011 In this paper disposition effect, selling winners and holding losers, in Tehran stock exchange (TSE) investment companies and its effect on these companies’ cash flows and performance using Odean model has been reviewed and investigated.
Shahabeddin Shams +1 more
doaj
The Ex-Day Phenomenon and Share Price Performance on Emerging Markets
Корпоративные финансы, 2017 We study share price performance at the ex-dividend date and its relation to trading volume and a set of factors corresponding to different explanatory theories.
Viktoria Cherkasova, Vladimir Petrukhin
doaj +1 more source
Disposition Effect and Mutual Fund Performance [PDF]
SSRN Electronic Journal, 2011 This article finds strong evidence for the presence of the disposition effect among US mutual fund managers. The analysis can establish a link between the disposition effect and mutual fund characteristics as well as changes in the macroeconomic environment.
Ammann, Manuel +2 more
openaire +3 more sources
International Journal of Financial StudiesThe study provides an intuitive investigation into the disposition effect within frontier markets such as Bangladesh, particularly focusing on its behavior during various market conditions.
Muhammad Enamul Haque +1 more
doaj +1 more source
Cogent Economics & Finance, 2018 We have investigated the influence of investors’ expectation of future market trends on their trading and investment decisions in various market states.
Shih-Wei Wu, Juli Dutta, Chin-Yu Huang
doaj +1 more source
Salience and the disposition effect: Evidence from the introduction of "Cash-Outs" in betting markets [PDF]
, 2017 The disposition effect describes the tendency of investors to sell assets that have increased in value since purchase, and hold those that have not.
Ali +35 more
core +1 more source
The disposition effect in the absence of taxes [PDF]
, 2015 I measure household investment decisions undertaken in a setting that is free from investment taxes. The disposition effect is unequivocally present, but any seasonal impact of tax-loss selling is absent.
Barberis +4 more
core +1 more source