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Patterns of behavior of professionally managed and independent investors

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  • Shapira, Zur
  • Venezia, Itzhak
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    File URL: http://www.sciencedirect.com/science/article/B6VCY-43G38TK-8/2/655bdb5946059951b08ca2cacc5c3c77
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Banking & Finance.

    Volume (Year): 25 (2001)
    Issue (Month): 8 (August)
    Pages: 1573-1587

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    Handle: RePEc:eee:jbfina:v:25:y:2001:i:8:p:1573-1587

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    1. Ferris, Stephen P & Haugen, Robert A & Makhija, Anil K, 1988. " Predicting Contemporary Volume with Historic Volume at Differential Price Levels: Evidence Supporting the Disposition Effect," Journal of Finance, American Finance Association, vol. 43(3), pages 677-97, July.
    2. Benartzi, Shlomo & Thaler, Richard H, 1995. "Myopic Loss Aversion and the Equity Premium Puzzle," The Quarterly Journal of Economics, MIT Press, vol. 110(1), pages 73-92, February.
    3. Shleifer, Andrei & Vishny, Robert W, 1990. "Equilibrium Short Horizons of Investors and Firms," American Economic Review, American Economic Association, vol. 80(2), pages 148-53, May.
    4. Schlarbaum, Gary G & Lewellen, Wilbur G & Lease, Ronald C, 1978. "Realized Returns on Common Stock Investments: The Experience of Individual Investors," The Journal of Business, University of Chicago Press, vol. 51(2), pages 299-325, April.
    5. Levhari, David & Levy, Haim, 1977. "The Capital Asset Pricing Model and the Investment Horizon," The Review of Economics and Statistics, MIT Press, vol. 59(1), pages 92-104, February.
    6. Tversky, Amos & Kahneman, Daniel, 1992. " Advances in Prospect Theory: Cumulative Representation of Uncertainty," Journal of Risk and Uncertainty, Springer, vol. 5(4), pages 297-323, October.
    7. Constantinides, George M, 1983. "Capital Market Equilibrium with Personal Tax," Econometrica, Econometric Society, vol. 51(3), pages 611-36, May.
    8. Lease, Ronald C & Lewellen, Wilbur G & Schlarbaum, Gary G, 1974. "The Individual Investor: Attributes and Attitudes," Journal of Finance, American Finance Association, vol. 29(2), pages 413-33, May.
    9. Terrance Odean, 1998. "Are Investors Reluctant to Realize Their Losses?," Journal of Finance, American Finance Association, vol. 53(5), pages 1775-1798, October.
    10. Terrance Odean, 1998. "Volume, Volatility, Price, and Profit When All Traders Are Above Average," Journal of Finance, American Finance Association, vol. 53(6), pages 1887-1934, December.
    11. Kahneman, Daniel & Tversky, Amos, 1979. "Prospect Theory: An Analysis of Decision under Risk," Econometrica, Econometric Society, vol. 47(2), pages 263-91, March.
    12. Samuelson, William & Zeckhauser, Richard, 1988. " Status Quo Bias in Decision Making," Journal of Risk and Uncertainty, Springer, vol. 1(1), pages 7-59, March.
    13. Shefrin, Hersh & Statman, Meir, 1985. " The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence," Journal of Finance, American Finance Association, vol. 40(3), pages 777-90, July.
    14. Constantinides, George M, 1985. " The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence: Discussion," Journal of Finance, American Finance Association, vol. 40(3), pages 791-92, July.
    15. Badrinath, S G & Lewellen, Wilbur G, 1991. " Evidence on Tax-Motivated Securities Trading Behavior," Journal of Finance, American Finance Association, vol. 46(1), pages 369-82, March.
    16. Weber, Martin & Camerer, Colin F., 1998. "The disposition effect in securities trading: an experimental analysis," Journal of Economic Behavior & Organization, Elsevier, vol. 33(2), pages 167-184, January.
    17. Terrance Odean, 1998. "Volume, Volatility, Price and Profit When All Traders Are Above Average," Finance 9803001, EconWPA.
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