Disposition effect and gender
Author
Abstract
Suggested Citation
DOI: 10.1080/13504850600706560
Download full text from publisher
As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.
Other versions of this item:
- Newton, Da Costa Jr & Carlos, Mineto & Sergio, Da Silva, 2006. "Disposition effect and gender," MPRA Paper 1848, University Library of Munich, Germany.
References listed on IDEAS
- Bing NMI1 Han & Mark Grinblatt, 2001.
"The Disposition Effect and Momentum,"
Yale School of Management Working Papers
ysm239, Yale School of Management.
- Mark Grinblatt & Bing Han, 2002. "The Disposition Effect and Momentum," NBER Working Papers 8734, National Bureau of Economic Research, Inc.
- Grinblatt, Mark & Han, Bing, 2003. "The Disposition Effect and Momentum," Working Paper Series 2004-3, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Grinblatt, Mark & Han, Bing, 2001. "The Disposition Effect and Momentum," University of California at Los Angeles, Anderson Graduate School of Management qt6qg5d62p, Anderson Graduate School of Management, UCLA.
- Daniel Kahneman & Amos Tversky, 2013.
"Prospect Theory: An Analysis of Decision Under Risk,"
World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 6, pages 99-127,
World Scientific Publishing Co. Pte. Ltd..
- Kahneman, Daniel & Tversky, Amos, 1979. "Prospect Theory: An Analysis of Decision under Risk," Econometrica, Econometric Society, vol. 47(2), pages 263-291, March.
- Amos Tversky & Daniel Kahneman, 1979. "Prospect Theory: An Analysis of Decision under Risk," Levine's Working Paper Archive 7656, David K. Levine.
- George Loewenstein & Drazen Prelec, 1992. "Anomalies in Intertemporal Choice: Evidence and an Interpretation," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 107(2), pages 573-597.
- 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.
- Weber, Martin & Camerer, Colin F., 1991. "The disposition effect in securities trading: An experimental analysis," Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel 276, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Carlos Cueva Herrero & Iñigo Iturbe-Ormaetxe Kortajarene & Giovanni Ponti & Josefa Tomás Lucas, 2016. "The disposition effect: who and when?," Working Papers. Serie AD 2016-01, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Migheli, Matteo, 2010.
"Gender at Work: Productivity and Incentives,"
AICCON Working Papers
74-2010, Associazione Italiana per la Cultura della Cooperazione e del Non Profit.
- Migheli, Matteo, 2010. "Gender at work: Productivity and incentives," POLIS Working Papers 142, Institute of Public Policy and Public Choice - POLIS.
- Rau, Holger A., 2015. "The disposition effect in team investment decisions: Experimental evidence," Journal of Banking & Finance, Elsevier, vol. 61(C), pages 272-282.
- Sergio Da Silva & Dinorá Baldo & Raul Matsushita, 2013.
"Biological correlates of the Allais paradox,"
Applied Economics, Taylor & Francis Journals, vol. 45(5), pages 555-568, February.
- Da Silva, Sergio & Baldo, Dinorá & Matsushita, Raul, 2009. "Biological correlates of the Allais paradox," MPRA Paper 18938, University Library of Munich, Germany.
- Deaves, Richard & Kluger, Brian & Miele, Jennifer, 2018. "An exploratory experimental analysis of path-dependent investment behaviors," Journal of Economic Psychology, Elsevier, vol. 67(C), pages 47-65.
- Gutiérrez-Nieto, Begoña & Ortiz, Cristina & Vicente, Luis, 2023. "A bibliometric analysis of the disposition effect: Origins and future research avenues," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
- Urs Fischbacher & Gerson Hoffmann & Simeon Schudy, 2017.
"The Causal Effect of Stop-Loss and Take-Gain Orders on the Disposition Effect,"
The Review of Financial Studies, Society for Financial Studies, vol. 30(6), pages 2110-2129.
- Urs Fischbacher & Gerson Hoffmann & Simeon Schudy, 2014. "The causal effect of stop-loss and take-gain orders on the disposition effect," TWI Research Paper Series 89, Thurgauer Wirtschaftsinstitut, Universität Konstanz.
- Urs Fischbacher & Gerson Hoffmann & Simeon Schudy, 2014. "The Causal Effect of Stop-Loss and Take-Gain Orders on the Disposition Effect," Working Paper Series of the Department of Economics, University of Konstanz 2014-10, Department of Economics, University of Konstanz.
- Fischbacher, Urs & Hoffmann, Gerson & Schudy, Simeon, 2017. "The Causal Effect of Stop-Loss and Take-Gain Orders on the Disposition Effect," Munich Reprints in Economics 49926, University of Munich, Department of Economics.
- Elisabeth Vollmer & Daniel Hermann & Oliver Musshoff, 2019.
"The disposition effect in farmers’ selling behavior: an experimental investigation,"
Agricultural Economics, International Association of Agricultural Economists, vol. 50(2), pages 177-189, March.
- Vollmer, Elisabeth & Hermann, Daniel & Mußhoff, Oliver, 2017. "The disposition effect in farmers' selling behavior – an experimental investigation," Department of Agricultural and Rural Development (DARE) Discussion Papers 260767, Georg-August-Universitaet Goettingen, Department of Agricultural Economics and Rural Development (DARE).
- Vollmer, Elisabeth & Hermann, Daniel & Mußhoff, Oliver, 2017. "The disposition effect in farmers' selling behavior: An experimental investigation," DARE Discussion Papers 1701, Georg-August University of Göttingen, Department of Agricultural Economics and Rural Development (DARE).
- Da Silva, Sergio & Baldo, Dinora & Matsushita, Raul, 2011. "Biological correlates of the Allais paradox - updated," MPRA Paper 32747, University Library of Munich, Germany.
- Ica Rika Candraningrat & Ubud Salim & Nur Khusniyah Indrawati & Kusuma Ratnawati, 2018. "Influence of Framing Information and Disposition Effect in Decision of Investment: Experimental Study on Investor Behavior at Indonesia Stock Exchange Representative on Denpasar, Bali," International Review of Management and Marketing, Econjournals, vol. 8(3), pages 59-68.
- Rau, Holger A., 2015. "The disposition effect in team investment decisions: Experimental evidence," University of Göttingen Working Papers in Economics 256, University of Goettingen, Department of Economics.
- K.S. Muehlfeld & G.U. Weitzel & A. van Witteloostuijn, 2012. "Fight or freeze? Individual differences in investors’ motivational systems and trading in experimental asset markets," Working Papers 12-18, Utrecht School of Economics.
- Luciana Reis & Roberto Meurer & Sergio Da Silva, 2010.
"Stock returns and foreign investment in Brazil,"
Applied Financial Economics, Taylor & Francis Journals, vol. 20(17), pages 1351-1361.
- Reis, Luciana & Meurer, Roberto & Da Silva, Sergio, 2008. "Stock returns and foreign investment in Brazil," MPRA Paper 23028, University Library of Munich, Germany.
- Goulart, Marco & Da Costa Jr, Newton & Santos, Andre & Takase, Emilio & Da Silva, Sergio, 2013. "Psychophysiological correlates of the disposition effect," MPRA Paper 48227, University Library of Munich, Germany.
- Da Costa, Newton & Goulart, Marco & Cupertino, Cesar & Macedo, Jurandir & Da Silva, Sergio, 2013.
"The disposition effect and investor experience,"
Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1669-1675.
- Da Costa Jr, Newton & Goulart, Marco & Cupertino, Cesar & Macedo Jr, Jurandir & Da Silva, Sergio, 2013. "The disposition effect and investor experience," MPRA Paper 43570, University Library of Munich, Germany.
- Muehlfeld, Katrin & Weitzel, Utz & van Witteloostuijn, Arjen, 2013. "Fight or freeze? Individual differences in investors’ motivational systems and trading in experimental asset markets," Journal of Economic Psychology, Elsevier, vol. 34(C), pages 195-209.
- Marco Pleßner, 2017. "The disposition effect: a survey," Management Review Quarterly, Springer, vol. 67(1), pages 1-30, February.
- Zhang, Xiaotao & Wang, Ziqiao & Hao, Jing & Liu, Jiubiao, 2022. "Stock market entry timing and retail investors' disposition effect," International Review of Financial Analysis, Elsevier, vol. 82(C).
- Kuo-Hwa Chang & Michael Nayat Young, 2019. "Portfolios Optimizations of Behavioral Stocks with Perception Probability Weightings," Annals of Economics and Finance, Society for AEF, vol. 20(2), pages 817-845, November.
- Matsushita, Raul & Baldo, Dinorá & Martin, Bruna & Da Silva, Sergio, 2007. "The biological basis of expected utility anomalies," MPRA Paper 4520, University Library of Munich, Germany.
- Lin, Jia-Hui & Yen, Meng-Feng & Hsieh, Wei-Cheng, 2023. "Do manager characteristics matter in equity mutual fund performance? New evidence based on the double-adjusted alpha," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
- Rau, Holger A., 2014. "The disposition effect and loss aversion: Do gender differences matter?," Economics Letters, Elsevier, vol. 123(1), pages 33-36.
- Michael N. Young & TJ Troy N. Chuahay & Yen-Hsien Lee & John Francis T. Diaz & Yogi Tri Prasetyo & Satria Fadil Persada & Reny Nadilfatin, 2022. "Portfolio Optimization Considering Behavioral Stocks with Return Scenario Generation," Mathematics, MDPI, vol. 10(22), pages 1-20, November.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Panagiotis Andrikopoulos & Nick Webber, 2019. "Understanding time-inconsistent heterogeneous preferences in economics and finance: a practice theory approach," Annals of Operations Research, Springer, vol. 282(1), pages 3-26, November.
- Mirjam Lehenkari & Jukka Perttunen, 2010. "Holding on to the Losers: Finnish Evidence," Chapters, in: Brian Bruce (ed.), Handbook of Behavioral Finance, chapter 17, Edward Elgar Publishing.
- Teck H. Ho & Noah Lim & Colin Camerer, 2005. "Modeling the Psychology of Consumer and Firm Behavior with Behavioral Economics," Levine's Bibliography 784828000000000476, UCLA Department of Economics.
- Sarmiento, Julio & Rendón, Jairo & Sandoval, Juan S. & Cayon, Edgardo, 2019. "The disposition effect and the relevance of the reference period: Evidence among sophisticated investors," Journal of Behavioral and Experimental Finance, Elsevier, vol. 24(C).
- Oehler, Andreas & Heilmann, Klaus & Lager, Volker & Oberlander, Michael, 2003. "Coexistence of disposition investors and momentum traders in stock markets: experimental evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 13(5), pages 503-524, December.
- Shoji, Isao & Kanehiro, Sumei, 2016. "Disposition effect as a behavioral trading activity elicited by investors' different risk preferences," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 104-112.
- Stephen L. Cheung & Agnieszka Tymula & Xueting Wang, 2022. "Present bias for monetary and dietary rewards," Experimental Economics, Springer;Economic Science Association, vol. 25(4), pages 1202-1233, September.
- Alexander L. Brown & Zhikang Eric Chua & Colin F. Camerer, 2009.
"Learning and Visceral Temptation in Dynamic Saving Experiments,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 124(1), pages 197-231.
- Alexander L. Brown & Colin F. Camerer & Zhikang Eric Chua, 2006. "Learning and Visceral Temptation in Dynamic Savings Experiments," Levine's Bibliography 321307000000000048, UCLA Department of Economics.
- al-Nowaihi, Ali & Dhami, Sanjit, 2006.
"A note on the Loewenstein-Prelec theory of intertemporal choice,"
Mathematical Social Sciences, Elsevier, vol. 52(1), pages 99-108, July.
- Ali al-Nowaihi & Sanjit Dhami, 2005. "A Note On The Loewenstein-Prelec Theory Of Intertemporal Choice," Discussion Papers in Economics 05/18, Division of Economics, School of Business, University of Leicester.
- Youki Kohsaka & Grzegorz Mardyla & Shinji Takenaka & Yoshiro Tsutsui, 2017.
"Disposition Effect and Diminishing Sensitivity: An Analysis Based on a Simulated Experimental Stock Market,"
Journal of Behavioral Finance, Taylor & Francis Journals, vol. 18(2), pages 189-201, April.
- Kohsaka Youki & Grzegorz Mardyla & Shinji Takenaka & Yoshiro Tsutsui, 2013. "Disposition Effect and Diminishing Sensitivity: An Analysis Based on a Simulated Experimental Stock Market," Discussion Papers in Economics and Business 13-02-Rev.2, Osaka University, Graduate School of Economics, revised Sep 2014.
- Barberis, Nicholas & Xiong, Wei, 2012.
"Realization utility,"
Journal of Financial Economics, Elsevier, vol. 104(2), pages 251-271.
- Nicholas C. Barberis & Wei Xiong, 2008. "Realization Utility," NBER Working Papers 14440, National Bureau of Economic Research, Inc.
- Uri Ben-Zion & Jan Pieter Krahnen & TAL SHAVIT, 2007. "Subjective Evaluation Of Delayed Risky Outcomes: An Experimental Approach," Working Papers 0709, Ben-Gurion University of the Negev, Department of Economics.
- Stefano DellaVigna, 2009.
"Psychology and Economics: Evidence from the Field,"
Journal of Economic Literature, American Economic Association, vol. 47(2), pages 315-372, June.
- Stefano DellaVigna, 2007. "Psychology and Economics: Evidence from the Field," NBER Working Papers 13420, National Bureau of Economic Research, Inc.
- Aloysius, John A., 2003. "Rational escalation of costs by playing a sequence of unfavorable gambles: the martingale," Journal of Economic Behavior & Organization, Elsevier, vol. 51(1), pages 111-129, May.
- Markus Dertwinkel-Kalt & Jonas Frey, 2020. "Optimal Stopping in a Dynamic Salience Model," CESifo Working Paper Series 8496, CESifo.
- Camille Magron & Maxime Merli, 2012. "Stocks repurchase and sophistication of individual investors," Working Papers of LaRGE Research Center 2012-02, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Cici, Gjergji, 2011. "The prevalence of the disposition effect in mutual funds' trades," CFR Working Papers 11-05 [rev.], University of Cologne, Centre for Financial Research (CFR).
- Jakusch, Sven Thorsten, 2017. "On the applicability of maximum likelihood methods: From experimental to financial data," SAFE Working Paper Series 148, Leibniz Institute for Financial Research SAFE, revised 2017.
- Philip Streich & Jack S. Levy, 2007. "Time Horizons, Discounting, and Intertemporal Choice," Journal of Conflict Resolution, Peace Science Society (International), vol. 51(2), pages 199-226, April.
- Alekseev, Aleksandr & Sokolov, Mikhail V., 2021.
"How to measure the average rate of change?,"
Mathematical Social Sciences, Elsevier, vol. 113(C), pages 43-59.
- Aleksandr Alekseev & Mikhail Sokolov, 2020. "How to Measure the Average Rate of Change?," EUSP Department of Economics Working Paper Series 2020/01, European University at St. Petersburg, Department of Economics.
More about this item
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:apeclt:v:15:y:2008:i:6:p:411-416. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/RAEL20 .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.