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Citations for " The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence"

by Shefrin, Hersh & Statman, Meir

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  1. Marianne Bléhaut, 2014. "How does a change in risk perception affect the housing market ? Evidence from an industrial accident in France," ERSA conference papers ersa14p1410, European Regional Science Association.
  2. 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.
  3. 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.
  4. Glaser, Markus & Weber, Martin, 2002. "Momentum and Turnover: Evidence from the German Stock Market," CEPR Discussion Papers 3353, C.E.P.R. Discussion Papers.
  5. Weber, Martin & Welfens, Frank, 2007. "An individual level analysis of the disposition effect : empirical and experimental evidence," Papers 07-45, Sonderforschungsbreich 504.
  6. Martin Fochmann & Martin Jacob, 2011. "Behavioral Explanation of Tax Asymmetries," FEMM Working Papers 110021, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
  7. Jack L. Knetsch, 2013. "Values of gains and losses: reference states and choice of measure," Chapters, in: Handbook on Experimental Economics and the Environment, chapter 5, pages 157-170 Edward Elgar Publishing.
  8. Borges, Bernhard F. J. & Knetsch, Jack L., 1998. "Tests of market outcomes with asymmetric valuations of gains and losses: Smaller gains, fewer trades, and less value," Journal of Economic Behavior & Organization, Elsevier, vol. 33(2), pages 185-193, January.
  9. Lin, Mei-Chen & Chou, Pin-Huang, 2011. "Prospect theory and the effectiveness of price limits," Pacific-Basin Finance Journal, Elsevier, vol. 19(3), pages 330-349, June.
  10. Robert J. Shiller, 2003. "From Efficient Markets Theory to Behavioral Finance," Journal of Economic Perspectives, American Economic Association, vol. 17(1), pages 83-104, Winter.
  11. Tõnn Talpsepp, 2010. "Does Gender and Age Affect Investor Performance and the Disposition Effect?," Research in Economics and Business: Central and Eastern Europe, Tallinn School of Economics and Business Administration, Tallinn University of Technology, vol. 2(1).
  12. Griffin, John M. & Nardari, Federico & Stulz, Rene M., 2005. "Do Investors Trade More When Stocks Have Performed Well? Evidence from 46 Countries," Working Paper Series 2005-12, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  13. De Bondt, Werner F. M., 1998. "A portrait of the individual investor," European Economic Review, Elsevier, vol. 42(3-5), pages 831-844, May.
  14. Ormos, Mihály & Joó, István, 2014. "Are Hungarian investors reluctant to realize their losses?," Economic Modelling, Elsevier, vol. 40(C), pages 52-58.
  15. Osni Abubakar Idris, 2014. "The Intersection of Emotional Intelligence and Corporate Financial Decision Making," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), vol. 2(10), pages 424-431, October.
  16. Bowman, David & Minehart, Deborah & Rabin, Matthew, 1999. "Loss aversion in a consumption-savings model," Journal of Economic Behavior & Organization, Elsevier, vol. 38(2), pages 155-178, February.
  17. Mohamed Zouaoui & Geneviève Nouyrigat & Francisca Beer, 2011. "How does investor sentiment affect stock market crises?Evidence from panel data," Working Papers CREGO 1110304, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
  18. Ang, James S. & Ismail, Ahmad K., 2015. "What premiums do target shareholders expect? Explaining negative returns upon offer announcements," Journal of Corporate Finance, Elsevier, vol. 30(C), pages 245-256.
  19. Zhichao Zhang & Frankie Chau & Li Xie, 2013. "Accumulation of large foreign reserves in China: a behavioural perspective," Economic Change and Restructuring, Springer, vol. 46(1), pages 85-108, March.
  20. Rafał Sieradzki, 2013. "Does it pay to invest in IPOs? Evidence from the Warsaw Stock Exchange," National Bank of Poland Working Papers 139, National Bank of Poland, Economic Institute.
  21. Sautner, Zacharias & Weber, Martin, 2005. "Stock Options and Employee Behavior," Sonderforschungsbereich 504 Publications 05-26, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  22. Lovric, M. & Kaymak, U. & Spronk, J., 2008. "A Conceptual Model of Investor Behavior," ERIM Report Series Research in Management ERS-2008-030-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  23. Grinblatt, Mark & Keloharju, Matti, 2000. "Tax Loss Trading and Wash Sales," University of California at Los Angeles, Anderson Graduate School of Management qt0dq642kg, Anderson Graduate School of Management, UCLA.
  24. Aggarwal, Raj & Schirm, David C., 1998. "Asymmetric impact of trade balance news on asset prices," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 8(1), pages 83-100, January.
  25. Locke, Peter R. & Mann, Steven C., 2005. "Professional trader discipline and trade disposition," Journal of Financial Economics, Elsevier, vol. 76(2), pages 401-444, May.
  26. Peter R. Locke & Zhan Onayev, 2005. "Trade Duration: Information and Trade Disposition," The Financial Review, Eastern Finance Association, vol. 40(1), pages 113-129, 02.
  27. Silva, Wesley Mendes da & Costa Júnior, Newton C. A. da & Barros, Lucas Ayres & Armada, Manuel Rocha & Norvilitis, Jill M., 2015. "Behavioral finance: advances in the last decade," RAE - Revista de Administração de Empresas, FGV-EAESP Escola de Administração de Empresas de São Paulo (Brazil), vol. 55(1), February.
  28. Leon Vinokur, 2009. "Disposition in the Carbon Market and Institutional Constraints," Working Papers 652, Queen Mary University of London, School of Economics and Finance.
  29. James M. Poterba, 1986. "How Burdensome are Capital Gains Taxes?," NBER Working Papers 1871, National Bureau of Economic Research, Inc.
  30. John Y. Campbell, 2000. "Asset Pricing at the Millennium," NBER Working Papers 7589, National Bureau of Economic Research, Inc.
  31. Hirshleifer, David, 2014. "Behavioral Finance," MPRA Paper 59028, University Library of Munich, Germany.
  32. Kohsaka Youki & Grzegorz Mardyla & Shinji Takenaka & Yoshiro Tsutsui, 2013. "Disposition Effect and Loss Aversion: An Analysis Based on a Simulated Experimental Stock Market," Discussion Papers in Economics and Business 13-02, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP).
  33. Hoelzl, Erik & Loewenstein, George, 2005. "Wearing out your shoes to prevent someone else from stepping into them: Anticipated regret and social takeover in sequential decisions," Organizational Behavior and Human Decision Processes, Elsevier, vol. 98(1), pages 15-27, September.
  34. Kathryn Graddy & Lara Loewenstein & Jianping Mei & Mike Moses & Rachel Pownall, 2014. "Empirical Evidence of Anchoring and Loss Aversion from Art Auctions," Working Papers 73, Brandeis University, Department of Economics and International Businesss School, revised Apr 2015.
  35. Baker, Malcolm & Xuan, Yuhai, 2016. "Under new management: Equity issues and the attribution of past returns," Journal of Financial Economics, Elsevier, vol. 121(1), pages 66-78.
  36. Kremena Bachmann & Thorsten Hens, 2016. "Is there Swissness in investment decision behavior and investment competence?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 30(3), pages 233-275, August.
  37. John Conlisk, 1996. "Why Bounded Rationality?," Journal of Economic Literature, American Economic Association, vol. 34(2), pages 669-700, June.
  38. Savaser, Tanseli, 2011. "Exchange rate response to macronews: Through the lens of microstructure," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(1), pages 107-126, February.
  39. Yannis Bilias & Dimitris Georgarakos & Michael Haliassos, 2010. "Portfolio Inertia and Stock Market Fluctuations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(4), pages 715-742, 06.
  40. Lei Gao & Gerhard Kling, 2005. "Calendar Effects in Chinese Stock Market," Annals of Economics and Finance, Society for AEF, vol. 6(1), pages 75-88, May.
  41. Hanlon, Michelle & Heitzman, Shane, 2010. "A review of tax research," Journal of Accounting and Economics, Elsevier, vol. 50(2-3), pages 127-178, December.
  42. Malcolm Baker & Jeremy C. Stein, 2002. "Market Liquidity as a Sentiment Indicator," Harvard Institute of Economic Research Working Papers 1977, Harvard - Institute of Economic Research.
  43. Cary Frydman & Nicholas Barberis & Colin Camerer & Peter Bossaerts & Antonio Rangel, 2012. "Using Neural Data to Test a Theory of Investor Behavior: An Application to Realization Utility," NBER Working Papers 18562, National Bureau of Economic Research, Inc.
  44. Guiso, Luigi & Sodini, Paolo, 2013. "Household Finance: An Emerging Field," Handbook of the Economics of Finance, Elsevier.
  45. Bing NMI1 Han & Mark Grinblatt, 2001. "The Disposition Effect and Momentum," Yale School of Management Working Papers ysm239, Yale School of Management.
  46. Mark Grinblatt & Bing Han, 2001. "Prospect Theory, Mental Accounting, and Momentum," Yale School of Management Working Papers amz2533, Yale School of Management, revised 01 May 2007.
  47. Gao, Lei & Kling, Gerhard, 2006. "Regulatory changes and market liquidity in Chinese stock markets," Emerging Markets Review, Elsevier, vol. 7(2), pages 162-175, June.
  48. Li, Dan & Li, Geng, 2014. "Are Household Investors Noise Traders: Evidence from Belief Dispersion and Stock Trading Volume," Finance and Economics Discussion Series 2014-35, Board of Governors of the Federal Reserve System (U.S.).
  49. Wennberg, Karl & Wiklund, Johan & DeTienne, Dawn R. & Cardon, Melissa S., 2010. "Reconceptualizing entrepreneurial exit: Divergent exit routes and their drivers," Journal of Business Venturing, Elsevier, vol. 25(4), pages 361-375, July.
  50. Schmitz, Philipp & Glaser, Markus & Weber, Martin, 2006. "Individual Investor Sentiment and Stock Returns - What Do We Learn from Warrant Traders?," Sonderforschungsbereich 504 Publications 06-12, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  51. Erich Kirchler & Boris Maciejovsky & Martin Weber, 2010. "Framing Effects, Selective Information and Market Behavior: An Experimental Analysis," Chapters, in: Handbook of Behavioral Finance, chapter 1 Edward Elgar Publishing.
  52. Bamiatzi, Vassiliki & Bozos, Konstantinos & Lambertides, Neophytos, 2016. "Mapping the trading behavior of the middle class in emerging markets: Evidence from the Istanbul Stock Exchange," International Business Review, Elsevier, vol. 25(3), pages 679-690.
  53. Bensaid, B. & De Bandt, O., 1996. "Les strategies de "Stop Loss" : Theorie et application au contrat notionnel du MATIF," Working papers 36, Banque de France.
  54. Glaser, Markus & Weber, Martin, 2005. "Overconfidence and Trading Volume," SIFR Research Report Series 40, Institute for Financial Research.
  55. Zoran Ivkovich & James Poterba & Scott Weisbenner, 2004. "Tax-Motivated Trading by Individual Investors," NBER Working Papers 10275, National Bureau of Economic Research, Inc.
  56. Akhtar, Shumi & Faff, Robert & Oliver, Barry & Subrahmanyam, Avanidhar, 2013. "Reprint of: Stock salience and the asymmetric market effect of consumer sentiment news," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4488-4500.
  57. Sandra Schneider & Sandra Kauffman & Andrea Ranieri, 2016. "The effects of surrounding positive and negative experiences on risk taking," Judgment and Decision Making, Society for Judgment and Decision Making, vol. 11(5), pages 424-440, September.
  58. Schade, Christian & Schroeder, Andreas & Krause, Kai Oliver, 2010. "Coordination after gains and losses: Is prospect theory’s value function predictive for games?," Structural Change in Agriculture/Strukturwandel im Agrarsektor (SiAg) Working Papers 59524, Humboldt University Berlin, Department of Agricultural Economics.
  59. Roman Kraussl & Carmen Lee & Leo Paas, 2013. "The Effect of Anticipated and Experienced Regret and Pride on Investors Future Selling Decisions," LSF Research Working Paper Series 13-5, Luxembourg School of Finance, University of Luxembourg.
  60. Kremena Bachmann & Thorsten Hens, 2010. "Behavioral Finance and Investment Advice," Chapters, in: Handbook of Behavioral Finance, chapter 15 Edward Elgar Publishing.
  61. Nicholas Barberis & Richard Thaler, 2002. "A Survey of Behavioral Finance," NBER Working Papers 9222, National Bureau of Economic Research, Inc.
  62. Lukas Menkhoff & Ulrich Schmidt, 2005. "The use of trading strategies by fund managers: some first survey evidence," Applied Economics, Taylor & Francis Journals, vol. 37(15), pages 1719-1730.
  63. Paul Viefers & Philipp Strack, 2014. "Too Proud to Stop: Regret in Dynamic Decisions," Discussion Papers of DIW Berlin 1401, DIW Berlin, German Institute for Economic Research.
  64. Chuang, Wen-I & Lee, Bong-Soo, 2006. "An empirical evaluation of the overconfidence hypothesis," Journal of Banking & Finance, Elsevier, vol. 30(9), pages 2489-2515, September.
  65. Lucchesi, Eduardo Pozzi & Yoshinaga, Claudia Emiko & Castro, Francisco Henrique Figueiredo de, 2015. "Efeito disposição entre gestores brasileiros de fundos de ações," RAE - Revista de Administração de Empresas, FGV-EAESP Escola de Administração de Empresas de São Paulo (Brazil), vol. 55(1), January.
  66. Oliver Entrop & Michael McKenzie & Marco Wilkens & Christoph Winkler, 2016. "The performance of individual investors in structured financial products," Review of Quantitative Finance and Accounting, Springer, vol. 46(3), pages 569-604, April.
  67. Mohamed AROURI & Raphaëlle BELLANDO & Sébastien RINGUEDE & Anne-Gaël VAUBOURG, 2009. "Herding by instutional investors: empirical evidence from french mutual funds," LEO Working Papers / DR LEO 700, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  68. Enrico Rubaltelli & Lorella Lotto & Ilana Ritov & Rino Rumiati, 2015. "Moral investing: Psychological motivations and implications," Judgment and Decision Making, Society for Judgment and Decision Making, vol. 10(1), pages 64-75, January.
  69. Levy, Haim & Wiener, Zvi, 2013. "Prospect theory and utility theory: Temporary versus permanent attitude toward risk," Journal of Economics and Business, Elsevier, vol. 68(C), pages 1-23.
  70. Goulart, Marco & da Costa, Newton C.A. & Andrade, Eduardo B. & Santos, André A.P., 2015. "Hedging against embarrassment," Journal of Economic Behavior & Organization, Elsevier, vol. 116(C), pages 310-318.
  71. Singal, Vijay & Xu, Zhaojin, 2011. "Selling winners, holding losers: Effect on fund flows and survival of disposition-prone mutual funds," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2704-2718, October.
  72. Katharina Pijnenburg, 2013. "The Spatial Dimension of US House Price Developments," Discussion Papers of DIW Berlin 1270, DIW Berlin, German Institute for Economic Research.
  73. 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 and Osaka School of International Public Policy (OSIPP), revised Sep 2014.
  74. Shu, Pei-Gi & Yeh, Yin-Hua & Chiu, Shean-Bii & Chen, Hsuan-Chi, 2005. "Are Taiwanese individual investors reluctant to realize their losses?," Pacific-Basin Finance Journal, Elsevier, vol. 13(2), pages 201-223, March.
  75. Blanchard, michel & Bernard, philippe, 2011. "The performance of amateur traders on a public internet site: a case of a stock-exchange contest," MPRA Paper 34304, University Library of Munich, Germany.
  76. Jean-Philippe Bouchaud & Damien Challet, 2016. "Why have asset price properties changed so little in 200 years," Papers 1605.00634, arXiv.org.
  77. Orhan ERDEM & Evren ARIK & Serkan YÜKSEL, 2014. "Trading Puzzle, Puzzling Trade," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 29(345), pages 83-102.
  78. Shi-Nan Cao & Jing Deng & Honggang Li, 2010. "Prospect theory and risk appetite: an application to traders’ strategies in the financial market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 5(2), pages 249-259, December.
  79. Hainmueller, Jens & Hiscox, Michael J., 2007. "Educated Preferences: Explaining Attitudes Toward Immigration in Europe," International Organization, Cambridge University Press, vol. 61(02), pages 399-442, April.
  80. Nikiforow, Marina, 2009. "Does training on behavioral finance influence fund managers' perception and behavior?," Hannover Economic Papers (HEP) dp-419, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  81. Manel Baucells & Martin Weber & Frank Welfens, 2011. "Reference-Point Formation and Updating," Management Science, INFORMS, vol. 57(3), pages 506-519, March.
  82. Chuang, Wen-I & Susmel, Rauli, 2011. "Who is the more overconfident trader? Individual vs. institutional investors," Journal of Banking & Finance, Elsevier, vol. 35(7), pages 1626-1644, July.
  83. Neilson, William S, 1998. "Reference Wealth Effects in Sequential Choice," Journal of Risk and Uncertainty, Springer, vol. 17(1), pages 27-47, October.
  84. Yeong-Jia Goo & Dar-Hsin Chen & Sze-Hsun Sylcien Chang & Chi-Feng Yeh, 2010. "A Study of the Disposition Effect for Individual Investors in the Taiwan Stock Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 46(1), pages 108-119, January.
  85. Andrea Gallice, 2012. "Strategic announcements of reference points in disputes and litigations," Carlo Alberto Notebooks 279, Collegio Carlo Alberto.
  86. Alexakis, Christos & Dasilas, Apostolos & Grose, Chris, 2013. "Asymmetric dynamic relations between stock prices and mutual fund units in Japan. An application of hidden cointegration technique," International Review of Financial Analysis, Elsevier, vol. 28(C), pages 1-8.
  87. Nicholas Barberis & Ming Huang & Tano Santos, . "Prospect Theory and Asset Prices," CRSP working papers 494, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
  88. Frino, Alex & Lepone, Grace & Wright, Danika, 2015. "Investor characteristics and the disposition effect," Pacific-Basin Finance Journal, Elsevier, vol. 31(C), pages 1-12.
  89. M. Zouaoui & G. Nouyrigat & F. Beer, 2010. "How does investor sentiment affect stock market crises? Evidence from panel data," Post-Print halshs-00534754, HAL.
  90. Kontek, Krzysztof, 2009. "On Mental Transformations," MPRA Paper 16516, University Library of Munich, Germany.
  91. Carol L. Osler, 2001. "Currency orders and exchange-rate dynamics: explaining the success of technical analysis," Staff Reports 125, Federal Reserve Bank of New York.
  92. Summers, Barbara & Duxbury, Darren, 2012. "Decision-dependent emotions and behavioral anomalies," Organizational Behavior and Human Decision Processes, Elsevier, vol. 118(2), pages 226-238.
  93. Baucells, Manel & Weber, Martin & Welfens, Frank, 2007. "Reference point formation over time : a weighting function approach," Papers 07-43, Sonderforschungsbreich 504.
  94. Weber, Martin & Welfens, Frank, 2007. "The repurchase behavior of individual investors : an experimental investigation," Papers 07-44, Sonderforschungsbreich 504.
  95. Lütje, Torben & Menkhoff, Lukas, 2004. "What Drives Home Bias? Evidence from Fund Managers Views," Hannover Economic Papers (HEP) dp-296, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  96. Fershtman, C., 1993. "On the Value of Incumbency Managerial Reference Point and loss Aversion," Papers 7-93, Tel Aviv - the Sackler Institute of Economic Studies.
  97. Shaneera Boolell-Gunesh, 2008. "Un portrait de l?investisseur individuel français," Working Papers of LaRGE Research Center 2008-12, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
  98. Razvan Stefanescu & Ramona Dumitriu, 2016. "Contrarian and Momentum Profits during Periods of High Trading Volume preceded by Stock Prices Shocks," Risk in Contemporary Economy, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, pages 378-384.
  99. Zeelenberg, Marcel & Pieters, Rik, 2004. "Consequences of regret aversion in real life: The case of the Dutch postcode lottery," Organizational Behavior and Human Decision Processes, Elsevier, vol. 93(2), pages 155-168, March.
  100. Barber, Brad M. & Odean, Terrance & Zhu, Ning, 2009. "Systematic noise," Journal of Financial Markets, Elsevier, vol. 12(4), pages 547-569, November.
  101. Zeelenberg, M. & Pieters, R., 2004. "Consequences of regret aversion in real life : The case of the Dutch postcode lottery," Other publications TiSEM d16cb90a-f96c-4fce-b4c7-4, Tilburg University, School of Economics and Management.
  102. Miller, Edward M., 2000. "Equilibrium with divergence of opinion," Review of Financial Economics, Elsevier, vol. 9(1), pages 27-41.
  103. Changyun Wang, 2003. "The behavior and performance of major types of futures traders," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 23(1), pages 1-31, 01.
  104. Stracca, Livio, 2004. "Behavioral finance and asset prices: Where do we stand?," Journal of Economic Psychology, Elsevier, vol. 25(3), pages 373-405, June.
  105. Ying Zhang & Peggy Swanson, 2010. "Are day traders bias free?—evidence from internet stock message boards," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 34(1), pages 96-112, January.
  106. Tekçe, Bülent & Yılmaz, Neslihan & Bildik, Recep, 2016. "What factors affect behavioral biases? Evidence from Turkish individual stock investors," Research in International Business and Finance, Elsevier, vol. 37(C), pages 515-526.
  107. Yuan, Yu, 2015. "Market-wide attention, trading, and stock returns," Journal of Financial Economics, Elsevier, vol. 116(3), pages 548-564.
  108. Hsuan-Chi Chen & Robert Fok & Chiuling Lu, 2011. "An Analysis of Lockups in REIT IPOs," The Journal of Real Estate Finance and Economics, Springer, vol. 43(3), pages 359-384, October.
  109. Lütje, Torben, 2004. "Sichtweisen und Anlageverhalten des österreichischen Fondsmanagements," Hannover Economic Papers (HEP) dp-310, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  110. Veld, Chris & Veld-Merkoulova, Yulia V., 2008. "The risk perceptions of individual investors," Journal of Economic Psychology, Elsevier, vol. 29(2), pages 226-252, April.
  111. Stefan Ruenzi, 2005. "Mutual Fund Growth in Standard and Specialist Market Segments," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 19(2), pages 153-167, August.
  112. Glaser, Markus & Weber, Martin, 2009. "Which past returns affect trading volume?," Journal of Financial Markets, Elsevier, vol. 12(1), pages 1-31, February.
  113. Peiran Jiao & Heinrich H. Nax, 2016. "When is Market the Benchmark? Reinforcement Evidence from Repurchase Decisions," Economics Series Working Papers 781, University of Oxford, Department of Economics.
  114. Wagner, Niklas & Weller, Tim, 2016. "Openness endangers your wealth: Noise trading and the big fiveAuthor-Name: Kleine, Jens," Finance Research Letters, Elsevier, vol. 16(C), pages 239-247.
  115. Frank Caliendo & Kevin X.D. Huang, 2007. "Overconfidence and Consumption over the Life Cycle," Vanderbilt University Department of Economics Working Papers 0712, Vanderbilt University Department of Economics.
  116. Larbi Alaoui & Christian Fons-Rosen, 2016. "Know when to Fold 'em: The Grit Factor," Working Papers 899, Barcelona Graduate School of Economics.
  117. Rau, Holger A., 2015. "The disposition effect in team investment decisions: Experimental evidence," Center for European, Governance and Economic Development Research Discussion Papers 256, University of Goettingen, Department of Economics.
  118. Wang, Juan & Zhang, Dongxiang & Zhang, Jian, 2015. "Mean reversion in stock prices of seven Asian stock markets: Unit root test and stationary test with Fourier functions," International Review of Economics & Finance, Elsevier, vol. 37(C), pages 157-164.
  119. Penasse, J.N.G. & Renneboog, L.D.R., 2014. "Bubbles and Trading Frenzies : Evidence from the Art Market," Discussion Paper 2014-068, Tilburg University, Center for Economic Research.
  120. Kalayci, Erkan & Basdas, Ulkem, 2010. "Does the prospect theory also hold for power traders? Empirical evidence from a Swiss energy company," Review of Financial Economics, Elsevier, vol. 19(1), pages 38-45, January.
  121. Jack Knetsch, 2010. "Values of Gains and Losses: Reference States and Choice of Measure," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 46(2), pages 179-188, June.
  122. Jaakko Aspara & Arvid Hoffmann, 2015. "Selling losers and keeping winners: How (savings) goal dynamics predict a reversal of the disposition effect," Marketing Letters, Springer, vol. 26(2), pages 201-211, June.
  123. Jacobs, Keri & Li, Ziran & Hayes, Dermot, 2016. "Price responses in forward contracting: do we limit the upside and expose the downside?," 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts 235539, Agricultural and Applied Economics Association.
  124. Ng, Lilian & Wu, Fei, 2007. "The trading behavior of institutions and individuals in Chinese equity markets," Journal of Banking & Finance, Elsevier, vol. 31(9), pages 2695-2710, September.
  125. Næs, Randi & Skjeltorp, Johannes & Ødegaard, Bernt Arne, 2009. "What factors affect the Oslo Stock Exchange?," UiS Working Papers in Economics and Finance 2009/33, University of Stavanger.
  126. Dong, Ming & Robinson, Chris & Veld, Chris, 2005. "Why individual investors want dividends," Journal of Corporate Finance, Elsevier, vol. 12(1), pages 121-158, December.
  127. Arkes, Hal & Hirshleifer, David & Jiang, Danling & Lim, Sonya, 2006. "Reference Point Adaptation: Tests in the Domain of Security Trading," MPRA Paper 4259, University Library of Munich, Germany.
  128. Malcolm Baker & Joshua Coval & Jeremy C. Stein, 2004. "Corporate Financing Decisions When Investors Take the Path of Least Resistance," NBER Working Papers 10998, National Bureau of Economic Research, Inc.
  129. James J. Choi & David Laibson & Brigitte C. Madrian & Andrew Metrick, 2009. "Reinforcement Learning and Savings Behavior," Journal of Finance, American Finance Association, vol. 64(6), pages 2515-2534, December.
  130. Schönbohm, Avo & Zahn, Anastasia, 2012. "Corporate capital budgeting: Success factors from a behavioral perspective," Beiträge zur Controlling-Forschung 21, Technische Universität Kaiserslautern, Lehrstuhl für Unternehmensrechnung und Controlling.
  131. Daniela Beckmann & Lukas Menkhoff, 2008. "Will Women Be Women? Analyzing the Gender Difference among Financial Experts," Kyklos, Wiley Blackwell, vol. 61(3), pages 364-384, 08.
  132. Hsu, Yuan-Lin & Chow, Edward H., 2013. "The house money effect on investment risk taking: Evidence from Taiwan," Pacific-Basin Finance Journal, Elsevier, vol. 21(1), pages 1102-1115.
  133. Sheila Dow & Guðrún Johnsen & Alberto Montagnoli, 2015. "A critique of full reserve banking," Working Papers 2015008, The University of Sheffield, Department of Economics.
  134. Martin Gold, 2010. "Fiduciary Finance," Books, Edward Elgar Publishing, number 13813.
  135. An, Li & Wang, Huijun & Wang, Jian & Yu, Jianfeng, 2015. "Lottery-related anomalies: the role of reference-dependent preferences," Globalization and Monetary Policy Institute Working Paper 259, Federal Reserve Bank of Dallas.
  136. Ido Erev & Sharon Gilat-Yihyie & Davide Marchiori & Doron Sonsino, 2015. "On loss aversion, level-1 reasoning, and betting," International Journal of Game Theory, Springer;Game Theory Society, vol. 44(1), pages 113-133, February.
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  280. Carol L. Osler, 2003. "Currency Orders and Exchange Rate Dynamics: An Explanation for the Predictive Success of Technical Analysis," Journal of Finance, American Finance Association, vol. 58(5), pages 1791-1820, October.
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  284. Barber, Brad M. & Odean, Terrance, 2004. "Are individual investors tax savvy? Evidence from retail and discount brokerage accounts," Journal of Public Economics, Elsevier, vol. 88(1-2), pages 419-442, January.
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  287. Peiran Jiao, 2015. "The Double-Channeled Effects of Experience on Individual Investment Decisions: Experimental Evidence," Economics Series Working Papers 766, University of Oxford, Department of Economics.
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  290. Hamza Bahaji, 2011. "Incentives from stock option grants: a behavioral approach," Post-Print halshs-00681607, HAL.
  291. Sickar, Michael J. & Highhouse, Scott, 1998. "Looking Closer at the Effects of Framing on Risky Choice: An Item Response Theory Analysis," Organizational Behavior and Human Decision Processes, Elsevier, vol. 75(1), pages 75-91, July.
  292. Mohamed El Hedi Arouri & Raphaëlle Bellando & Sébastien Ringuedé & Anne-Gaël Vaubourg, 2013. "Herding in French stock markets: Empirical evidence from equity mutual funds," Post-Print halshs-01066726, HAL.
  293. Li Chen & A. Gürhan Kök & Jordan D. Tong, 2013. "The Effect of Payment Schemes on Inventory Decisions: The Role of Mental Accounting," Management Science, INFORMS, vol. 59(2), pages 436-451, September.
  294. Lee, Carmen & Kräussl, Roman & Lucas, André & Paas, Leo, 2010. "Why do investors sell losers? How adaptation to losses affects future capitulation decisions," CFS Working Paper Series 2010/23, Center for Financial Studies (CFS).
  295. Lei, Xiaoyan & Zhou, Yuegang & Zhu, Xiaoneng, 2013. "Capital gains, illiquidity, and stock returns," Pacific-Basin Finance Journal, Elsevier, vol. 25(C), pages 273-293.
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  297. Tsai, I-Chun, 2013. "The asymmetric impacts of monetary policy on housing prices: A viewpoint of housing price rigidity," Economic Modelling, Elsevier, vol. 31(C), pages 405-413.
  298. Mattos, Fabio, 2012. "Do producers exhibit disposition effect? Evidence from grain marketing," Working Papers 125279, Structure and Performance of Agriculture and Agri-products Industry (SPAA).
  299. Zhou, Jie, 2009. "The asset location puzzle: Taxes matter," Journal of Economic Dynamics and Control, Elsevier, vol. 33(4), pages 955-969, April.
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  305. 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.
  306. Jin, Li & Kothari, S.P., 2008. "Effect of personal taxes on managers' decisions to sell their stock," Journal of Accounting and Economics, Elsevier, vol. 46(1), pages 23-46, September.
  307. Young Doo Kim & Young-Won Ha, 2016. "Who is afraid of disposition of financial assets? The moderating role of regulatory focus in the disposition effect," Marketing Letters, Springer, vol. 27(1), pages 159-169, March.
  308. Yu Liang & Weiqiang Zhang, 2016. "Do Investors Buy Lotteries in China’s Stock Market?," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 6(5), pages 5.
  309. Yipeng Yang & Allanus Tsoi, 2016. "A Level Set Analysis and A Nonparametric Regression on S&P 500 Daily Return," International Journal of Financial Studies, MDPI, Open Access Journal, vol. 4(1), pages 3, February.
  310. Mattos, Fabio & Garcia, Philip, 2009. "The Effect of Prior Gains and Losses on Current Risk-Taking Using Quantile Regression," 2009 Conference, April 20-21, 2009, St. Louis, Missouri 53035, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  311. Suzanne O’Curry Fogel & Thomas Berry, 2010. "The Disposition Effect and Individual Investor Decisions: The Roles of Regret and Counterfactual Alternatives," Chapters, in: Handbook of Behavioral Finance, chapter 4 Edward Elgar Publishing.
  312. Katharina Pijnenburg, 2014. "The Spatial Dimension of US House Price Developments," ERSA conference papers ersa14p127, European Regional Science Association.
  313. Vicky Henderson, 2012. "Prospect Theory, Liquidation, and the Disposition Effect," Management Science, INFORMS, vol. 58(2), pages 445-460, February.
  314. Malcolm Baker & Xin Pan & Jeffrey Wurgler, 2009. "A Reference Point Theory of Mergers and Acquisitions," NBER Working Papers 15551, National Bureau of Economic Research, Inc.
  315. Kliger, Doron & Kudryavtsev, Andrey, 2008. "Reference point formation by market investors," Journal of Banking & Finance, Elsevier, vol. 32(9), pages 1782-1794, September.
  316. Ingmar Nolte & Valeri Voev, 2007. "Panel Intensity Models with Latent Factors: An Application to the Trading Dynamics on the Foreign Exchange Market¤," CoFE Discussion Paper 07-02, Center of Finance and Econometrics, University of Konstanz.
  317. Shen, Chung-Hua & Lin, Chih-Yung, 2015. "Betting on presidential elections: Should we buy stocks connected with the winning party?," The Quarterly Review of Economics and Finance, Elsevier, vol. 56(C), pages 98-109.
  318. Einiö, Mikko & Kaustia, Markku & Puttonen, Vesa, 2008. "Price setting and the reluctance to realize losses in apartment markets," Journal of Economic Psychology, Elsevier, vol. 29(1), pages 19-34, February.
  319. Ravi Dhar & Ning Zhu, 2006. "Up Close and Personal: Investor Sophistication and the Disposition Effect," Management Science, INFORMS, vol. 52(5), pages 726-740, May.
  320. Hamza Bahaji, 2011. "Incentives from stock option grants: a behavioral approach," Post-Print halshs-00681611, HAL.
  321. Eickholt, Mathias & Entrop, Oliver & Wilkens, Marco, 2014. "What makes individual investors exercise early? Empirical evidence from the fixed-income market," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe 15, University of Passau, Faculty of Business and Economics.
  322. Bailey, Warren & Kumar, Alok & Ng, David, 2010. "Behavioral Biases of Mutual Fund Investors," Working Papers 10-23, University of Pennsylvania, Wharton School, Weiss Center.
  323. Glaser, Markus & Schmitz, Philipp, 2006. "Privatanleger am Optionsscheinmarkt," Papers 06-15, Sonderforschungsbreich 504.
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  325. Jungshik Hur & Vivek Singh, 2016. "Reexamining momentum profits: Underreaction or overreaction to firm-specific information?," Review of Quantitative Finance and Accounting, Springer, vol. 46(2), pages 261-289, February.
  326. Shi-Woei Lin & Hui-Lung Huang, 2007. "Agent-Based Modeling To Investigate The Disposition Effect In Financial Markets," Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa, vol. 0(2), pages 145-163.
  327. Kyle, Albert S. & Ou-Yang, Hui & Xiong, Wei, 2006. "Prospect theory and liquidation decisions," Journal of Economic Theory, Elsevier, vol. 129(1), pages 273-288, July.
  328. Jack L. Knetsch, 2016. "Reference Dependence And Other Behavioral Findings: The Likelihood Of Serious Evaluation And Policy Biases," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 61(03), pages 1640014-01 .
  329. Chen, Hung-Ling & Chow, Edward H. & Shiu, Cheng-Yi, 2015. "The informational role of individual investors in stock pricing: Evidence from large individual and small retail investors," Pacific-Basin Finance Journal, Elsevier, vol. 31(C), pages 36-56.
  330. Wongchoti, Udomsak & Wu, Fei & Young, Martin, 2009. "Buy and sell dynamics following high market returns: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 18(1-2), pages 12-20, March.
  331. Arkes, Hal & Hirshleifer, David & Jiang, Danling & Lim, Sonya, 2007. "Prospect Theory and Reference Point Adaptation: Evidence from the US, China, and Korea," MPRA Paper 4009, University Library of Munich, Germany.
  332. Ido Erev & Sharon Gilat-Yihyie & Davide Marchiori & Doron Sonsino, 2013. "On Loss Aversion, Level-1 Reasoning, and Betting," Working Papers 2, Department of Management, Università Ca' Foscari Venezia.
  333. 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).
  334. Locke, Peter R. & Mann, Steven C., 2009. "Daily income target effects: Evidence from a large sample of professional commodities traders," Journal of Financial Markets, Elsevier, vol. 12(4), pages 814-831, November.
  335. Chen, Tsung-Cheng & Chien, Chin-Chen, 2011. "Size effect in January and cultural influences in an emerging stock market: The perspective of behavioral finance," Pacific-Basin Finance Journal, Elsevier, vol. 19(2), pages 208-229, April.
  336. Philipp Stephan & Rüdiger Nitzsch, 2013. "Do individual investors’ stock recommendations in online communities contain investment value?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 27(2), pages 149-186, June.
  337. Chen, Li-Wen & Johnson, Shane A. & Lin, Ji-Chai & Liu, Yu-Jane, 2009. "Information, sophistication, and foreign versus domestic investors' performance," Journal of Banking & Finance, Elsevier, vol. 33(9), pages 1636-1651, September.
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  339. Kim, Kenneth A. & Nofsinger, John R., 2008. "Behavioral finance in Asia," Pacific-Basin Finance Journal, Elsevier, vol. 16(1-2), pages 1-7, January.
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  341. Moskowitz, Tobias J. & Ooi, Yao Hua & Pedersen, Lasse Heje, 2012. "Time series momentum," Journal of Financial Economics, Elsevier, vol. 104(2), pages 228-250.
  342. Daniel C. Indro, 2010. "Does Mutual Fund Flow Reflect Investor Sentiment?," Chapters, in: Handbook of Behavioral Finance, chapter 10 Edward Elgar Publishing.
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  346. Steven Huddart & Mark Lang & Michelle H. Yetman, 2009. "Volume and Price Patterns Around a Stock's 52-Week Highs and Lows: Theory and Evidence," Management Science, INFORMS, vol. 55(1), pages 16-31, January.
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  350. Ding, David K. & Charoenwong, Charlie & Seetoh, Raymond, 2004. "Prospect theory, analyst forecasts, and stock returns," Journal of Multinational Financial Management, Elsevier, vol. 14(4-5), pages 425-442.
  351. Pieper, Torsten M., 2010. "Non solus: Toward a psychology of family business," Journal of Family Business Strategy, Elsevier, vol. 1(1), pages 26-39, March.
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This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.