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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. Lütje, Torben, 2004. "Sichtweisen und Anlageverhalten des österreichischen Fondsmanagements," Hannover Economic Papers (HEP) dp-310, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  2. Andrea Gallice, 2012. "Strategic announcements of reference points in disputes and litigations," Carlo Alberto Notebooks 279, Collegio Carlo Alberto.
  3. 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.
  4. 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.
  5. Zhou, Jie, 2009. "The asset location puzzle: Taxes matter," Journal of Economic Dynamics and Control, Elsevier, vol. 33(4), pages 955-969, April.
  6. repec:dgr:uvatin:2002046 is not listed on IDEAS
  7. 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.
  8. Nicholas Barberis & Ming Huang & Tano Santos, 2001. "Prospect Theory And Asset Prices," The Quarterly Journal of Economics, MIT Press, vol. 116(1), pages 1-53, February.
  9. Burton, F. Greg & Coller, Maribeth & Tuttle, Brad, 2006. "Market responses to qualitative information from a group polarization perspective," Accounting, Organizations and Society, Elsevier, vol. 31(2), pages 107-127, February.
  10. Graddy, Kathryn & Loewenstein, Lara & Mei, Jianping & Moses, Mike & Pownall, Rachel A J, 2014. "Anchoring or Loss Aversion? Empirical Evidence from Art Auctions," CEPR Discussion Papers 10048, C.E.P.R. Discussion Papers.
  11. 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).
  12. De Bondt, Werner F. M., 1998. "A portrait of the individual investor," European Economic Review, Elsevier, vol. 42(3-5), pages 831-844, May.
  13. 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.
  14. James Choi & David Laibson & Brigitte Madrian & Andrew Metrick, 2007. "Reinforcement Learning and Savings Behavior," Yale School of Management Working Papers amz2657, Yale School of Management, revised 01 Mar 2009.
  15. John M. Griffin & Federico Nardari & Rene M. Stulz, 2004. "Stock Market Trading and Market Conditions," NBER Working Papers 10719, National Bureau of Economic Research, Inc.
  16. 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.
  17. Rau, Holger A., 2014. "The disposition effect and loss aversion: Do gender differences matter?," Economics Letters, Elsevier, vol. 123(1), pages 33-36.
  18. Efthymiou, Vassilis A. & Leledakis, George N., 2011. "The price impact of the disposition effect on the ex-dividend day of NYSE and AMEX common stocks," MPRA Paper 28791, University Library of Munich, Germany.
  19. Nofsinger, John R., 2001. "The impact of public information on investors," Journal of Banking & Finance, Elsevier, vol. 25(7), pages 1339-1366, July.
  20. Somerville, R. A. & Taffler, R. J., 1995. "Banker judgement versus formal forecasting models: The case of country risk assessment," Journal of Banking & Finance, Elsevier, vol. 19(2), pages 281-297, May.
  21. Huang, Huichou & MacDonald, Ronald & Zhao, Yang, 2012. "Global Currency Misalignments, Crash Sensitivity, and Downside Insurance Costs," MPRA Paper 53745, University Library of Munich, Germany, revised 18 Nov 2013.
  22. 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.
  23. Daniel, Kent & Hirshleifer, David & Teoh, Siew Hong, 2002. "Investor psychology in capital markets: evidence and policy implications," Journal of Monetary Economics, Elsevier, vol. 49(1), pages 139-209, January.
  24. repec:ebl:ecbull:v:7:y:2007:i:8:p:1-8 is not listed on IDEAS
  25. Glaser, Markus & Weber, Martin, 2002. "Momentum and Turnover: Evidence from the German Stock Market," CEPR Discussion Papers 3353, C.E.P.R. Discussion Papers.
  26. Hamza Bahaji, 2009. "Contribution à l'analyse des déterminants du comportement d'exercice des porteurs de stock options : une étude empirique sur le marché Américain," Working Papers halshs-00512840, HAL.
  27. Lee, K.M.C. & Kraussl, R.G.W. & Paas, L.J., 2009. "The effect of anticipated and experienced regret and pride on investors' future selling decisions," Serie Research Memoranda 0057, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  28. Stefan Ruenzi, 2005. "Mutual Fund Growth in Standard and Specialist Market Segments," Financial Markets and Portfolio Management, Springer, vol. 19(2), pages 153-167, August.
  29. Plotnicki, Michal & Szyszka, Adam, 2014. "IPO market timing. The evidence of the disposition effect among corporate managers," Global Finance Journal, Elsevier, vol. 25(1), pages 48-55.
  30. Jacob, Martin, 2014. "Cross-base tax elasticity of capital gains," arqus Discussion Papers in Quantitative Tax Research 169, arqus - Arbeitskreis Quantitative Steuerlehre.
  31. Hamza Bahaji, 2011. "Incentives from stock option grants: a behavioral approach," Post-Print halshs-00681611, HAL.
  32. Sian Owen, 2002. "Behavioural Finance and the Decision to Invest in High Tech Stocks," Working Paper Series 119, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  33. 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.
  34. Martin Fochmann & Martin Jacob, 2011. "Behavioral Explanation of Tax Asymmetries," FEMM Working Papers 110021, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
  35. 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.
  36. Miller, Edward M., 2000. "Equilibrium with divergence of opinion," Review of Financial Economics, Elsevier, vol. 9(1), pages 27-41.
  37. 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.
  38. Hopfensitz, Astrid, 2009. "Previous outcomes and reference dependence: A meta study of repeated investment tasks with and without restricted feedback," MPRA Paper 16096, University Library of Munich, Germany.
  39. 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.
  40. Kallunki, Juha-Pekka & Nilsson, Henrik & Hellström, Jörgen, 2009. "Why do insiders trade? Evidence based on unique data on Swedish insiders," Journal of Accounting and Economics, Elsevier, vol. 48(1), pages 37-53, October.
  41. Zhang, Duo, 2008. "Non-convex optimal portfolio sets and constant relative risk aversion," Journal of Economics and Business, Elsevier, vol. 60(6), pages 551-555.
  42. Katharina Pijnenburg, 2014. "The Spatial Dimension of US House Price Developments," ERSA conference papers ersa14p127, European Regional Science Association.
  43. 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.
  44. Chaim Fershtman, 1993. "On the Value of Incumbency: Managerial Reference Point and Loss Aversion," Discussion Papers 1020, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  45. De Giorgi, Enrico & Hens, Thorsten, 2005. "Making Prospect Theory Fit for Finance," Discussion Papers 2005/19, Department of Business and Management Science, Norwegian School of Economics.
  46. 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.
  47. Min-Hua Kuo & Shaw K. Chen, 2012. "Prospect theory and disposition patterns: evidence from Taiwan investors," Studies in Economics and Finance, Emerald Group Publishing, vol. 29(1), pages 43-51, March.
  48. 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.
  49. repec:feb:framed:0003 is not listed on IDEAS
  50. Nicholas C. Barberis, 2012. "Thirty Years of Prospect Theory in Economics: A Review and Assessment," NBER Working Papers 18621, National Bureau of Economic Research, Inc.
  51. Juhani T. Linnainmaa, 2011. "Why Do (Some) Households Trade So Much?," Review of Financial Studies, Society for Financial Studies, vol. 24(5), pages 1630-1666.
  52. 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.
  53. Fecht, Falko & Hackethal, Andreas & Karabulut, Yigitcan, 2013. "Is proprietary trading detrimental to retail investors?," Discussion Papers 42/2013, Deutsche Bundesbank, Research Centre.
  54. Chou, Robin K. & Wang, Yun-Yi, 2011. "A test of the different implications of the overconfidence and disposition hypotheses," Journal of Banking & Finance, Elsevier, vol. 35(8), pages 2037-2046, August.
  55. 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.
  56. 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.
  57. 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.
  58. Bahaji, Hamza, 2012. "Cumulative Prospect Theory, employee exercise behaviour and stock options cost assessment," Economics Papers from University Paris Dauphine 123456789/9550, Paris Dauphine University.
  59. 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.
  60. 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.
  61. Luigi Guiso & Paolo Sodini, 2012. "Household Finance. An Emerging Field," EIEF Working Papers Series 1204, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2012.
  62. 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.
  63. 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.
  64. Schade, Christian & Steul, Martina & Schröder, Andreas, 2002. "Starting points' effects on risk-taking behavior," SFB 373 Discussion Papers 2002,15, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  65. Dong, M. & Robinson, C. & Veld, C.H., 2003. "Why Individual Investors want Dividends," Discussion Paper 2003-28, Tilburg University, Center for Economic Research.
  66. Lin, Shengle & Rassenti, Stephen, 2012. "Are under- and over-reaction the same matter? Experimental evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 84(1), pages 39-61.
  67. Neilson, William S, 1998. "Reference Wealth Effects in Sequential Choice," Journal of Risk and Uncertainty, Springer, vol. 17(1), pages 27-47, October.
  68. 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.
  69. Arnswald, Torsten, 2001. "Investment Behaviour of German Equity Fund Managers," Discussion Paper Series 1: Economic Studies 2001,08, Deutsche Bundesbank, Research Centre.
  70. 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.
  71. 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.
  72. Moskowitz, Tobias J. & Ooi, Yao Hua & Pedersen, Lasse Heje, 2012. "Time series momentum," Journal of Financial Economics, Elsevier, vol. 104(2), pages 228-250.
  73. 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.
  74. Knetsch, Jack L. & Wong, Wei-Kang, 2009. "The endowment effect and the reference state: Evidence and manipulations," Journal of Economic Behavior & Organization, Elsevier, vol. 71(2), pages 407-413, August.
  75. Ormos, Mihály & Joó, István, 2011. "Diszpozíciós hatás a magyar tőkepiacon
    [Disposition effect in the Hungarian capital market]
    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 743-758.
  76. Mohamed El Hedi Arouri & Raphaëlle Bellando & Sébastien Ringuedé & Anne-Gaël Vaubourg, 2010. "Herding by institutional investors: empirical evidence from French mutual funds," Working Papers hal-00507832, HAL.
  77. Zoran Ivković & James Poterba & Scott Weisbenner, 2005. "Tax-Motivated Trading by Individual Investors," American Economic Review, American Economic Association, vol. 95(5), pages 1605-1630, December.
  78. Erdem, Orhan & Yüksel, Serkan & Arık, Evren, 2013. "Trading Puzzle, Puzzling Trade," MPRA Paper 46804, University Library of Munich, Germany, revised 21 Feb 2013.
  79. Bayley, Luke & Lee, Philip J. & Walter, Terry S., 2006. "IPO flipping in Australia: cross-sectional explanations," Pacific-Basin Finance Journal, Elsevier, vol. 14(4), pages 327-348, September.
  80. Sendhil Mullainathan & Richard H. Thaler, 2000. "Behavioral Economics," NBER Working Papers 7948, National Bureau of Economic Research, Inc.
  81. DeWeaver, Mark A. & Shannon, Randall, 2010. "Waning vigilance and the disposition effect: Evidence from Thailand on individual investor decision making," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 39(1), pages 18-23, January.
  82. Shengle Lin & Stephen Rassenti, 2010. "Are Under- and Over-reaction the Same Matter? A Price Inertia based Account," Working Papers 10-05, Chapman University, Economic Science Institute.
  83. Robert J. Shiller, 1988. "Initial Public Offerings: Investor Behavior and Underpricing," NBER Working Papers 2806, National Bureau of Economic Research, Inc.
  84. 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.
  85. Olivier, Jacques & Tay, Anthony, 2008. "Time-Varying Incentives in the Mutual Fund Industry," CEPR Discussion Papers 6893, C.E.P.R. Discussion Papers.
  86. Ainulashikin Marzuki & Andrew C. Worthington, 2011. "Comparative fund flows for Malaysian Islamic and conventional domestic managed equity funds," Discussion Papers in Finance finance:201118, Griffith University, Department of Accounting, Finance and Economics.
  87. Leon Vinokur, 2009. "Disposition in the Carbon Market and Institutional Constraints," Working Papers 652, Queen Mary University of London, School of Economics and Finance.
  88. 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.
  89. Lee, Chien-Chiang & Lee, Jun-De & Lee, Chi-Chuan, 2010. "Stock prices and the efficient market hypothesis: Evidence from a panel stationary test with structural breaks," Japan and the World Economy, Elsevier, vol. 22(1), pages 49-58, January.
  90. Marshall Gangel & Michael Seiler & Andrew Collins, 2013. "Exploring the Foreclosure Contagion Effect Using Agent-Based Modeling," The Journal of Real Estate Finance and Economics, Springer, vol. 46(2), pages 339-354, February.
  91. Barber, Brad M. & Odean, Terrance & Zhu, Ning, 2009. "Systematic noise," Journal of Financial Markets, Elsevier, vol. 12(4), pages 547-569, November.
  92. Qureshi, Salman Ali & Rehman, Kashif ur & Hunjra, Ahmed Imran, 2012. "Factors Affecting Investment Decision Making of Equity Fund Managers," MPRA Paper 60783, University Library of Munich, Germany.
  93. Hopfensitz, Astrid, 2009. "Previous Outcomes and Reference Dependence: A Meta Study of Repeated Investment Tasks with Restricted Feedback," TSE Working Papers 09-087, Toulouse School of Economics (TSE).
  94. Robert J. Shiller, 2014. "Speculative Asset Prices (Nobel Prize Lecture)," Cowles Foundation Discussion Papers 1936, Cowles Foundation for Research in Economics, Yale University.
  95. 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.
  96. Svedsater, Henrik & Gamble, Amelie & Garling, Tommy, 2007. "Money illusion in intuitive financial judgments: Influences of nominal representation of share prices," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 36(5), pages 698-712, October.
  97. 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.
  98. Terrance Odean., 1996. "Volume, Volatility, Price and Profit When All Trader Are Above Average," Research Program in Finance Working Papers RPF-266, University of California at Berkeley.
  99. James M. Poterba, 1986. "How Burdensome Are Capital Gains Taxes?," Working papers 410, Massachusetts Institute of Technology (MIT), Department of Economics.
  100. Joe-Ming Lee, 2013. "Evidence from Business Strategy of Mutual Fund Managers after the Financial Crisis - Panel Smooth Transition Regression Model," Journal of Asian Business Strategy, Asian Economic and Social Society, vol. 3(3), pages 48-58, March.
  101. Bae, Kee-Hong & Yamada, Takeshi & Ito, Keiichi, 2008. "Interaction of investor trades and market volatility: Evidence from the Tokyo Stock Exchange," Pacific-Basin Finance Journal, Elsevier, vol. 16(4), pages 370-388, September.
  102. 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.
  103. Hanlon, Michelle & Heitzman, Shane, 2010. "A review of tax research," Journal of Accounting and Economics, Elsevier, vol. 50(2-3), pages 127-178, December.
  104. Rachel Croson & James Sundali, 2005. "The Gambler’s Fallacy and the Hot Hand: Empirical Data from Casinos," Journal of Risk and Uncertainty, Springer, vol. 30(3), pages 195-209, May.
  105. Rayenda Khresna Brahmana & Chee-Wooi Hooy & Zamri Ahmad, 2012. "Psychological factors on irrational financial decision making: Case of day-of-the week anomaly," Humanomics: The International Journal of Systems and Ethics, Emerald Group Publishing, vol. 28(4), pages 236-257, November.
  106. 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.
  107. Arkes, Hal R. & Hirshleifer, David & Jiang, Danling & Lim, Sonya, 2008. "Reference point adaptation: Tests in the domain of security trading," Organizational Behavior and Human Decision Processes, Elsevier, vol. 105(1), pages 67-81, January.
  108. 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, vol. 5(2), pages 249-259, December.
  109. Marekwica, Marcel, 2012. "Optimal tax-timing and asset allocation when tax rebates on capital losses are limited," Journal of Banking & Finance, Elsevier, vol. 36(7), pages 2048-2063.
  110. Malcolm Baker & Jeremy C. Stein, 2002. "Market Liquidity as a Sentiment Indicator," NBER Working Papers 8816, National Bureau of Economic Research, Inc.
  111. Glaser, Markus & Weber, Martin, 2005. "Overconfidence and Trading Volume," SIFR Research Report Series 40, Institute for Financial Research.
  112. Nicholas Barberis & Ming Huang, 2001. "Mental Accounting, Loss Aversion, and Individual Stock Returns," NBER Working Papers 8190, National Bureau of Economic Research, Inc.
  113. Wang, Changyun, 2001. "The behavior and performance of major types of futures traders," MPRA Paper 36426, University Library of Munich, Germany, revised Jul 2002.
  114. Hirshleifer, David, 2014. "Behavioral Finance," MPRA Paper 59028, University Library of Munich, Germany.
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  116. Sandri, Serena & Schade, Christian & Mußhoff, Oliver & Odening, Martin, 2010. "Holding on for too long? An experimental study on inertia in entrepreneurs' and non-entrepreneurs' disinvestment choices," Journal of Economic Behavior & Organization, Elsevier, vol. 76(1), pages 30-44, October.
  117. Rick Harbaugh, 2002. "Skill Signaling, Prospect Theory, and Regret Theory," Claremont Colleges Working Papers 2002-03, Claremont Colleges.
  118. Lukas Menkhoff & Maik Schmeling & Ulrich Schmidt, 2010. "Are All Professional Investors Sophisticated?," German Economic Review, Verein für Socialpolitik, vol. 11, pages 418-440, November.
  119. Nicholas C. Barberis & Wei Xiong, 2008. "Realization Utility," NBER Working Papers 14440, National Bureau of Economic Research, Inc.
  120. Jens Hainmueller & Michael J. Hiscox, 2005. "Educated Preferences: Explaining Attitudes Toward Immigration in Europe," Others 0505013, EconWPA.
  121. Kaustia, Markku & Rantapuska, Elias, 2012. "Rational and behavioral motives to trade: Evidence from reinvestment of dividends and tender offer proceeds," Journal of Banking & Finance, Elsevier, vol. 36(8), pages 2366-2378.
  122. Florent Buisson, 2013. "Loss Aversion and Seller Behavior: Evidence from the Housing Market: Comment Working Paper," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00786294, HAL.
  123. John Conlisk, 1996. "Why Bounded Rationality?," Journal of Economic Literature, American Economic Association, vol. 34(2), pages 669-700, June.
  124. 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.
  125. Chan, Kalok & Covrig, Vicentiu, 2012. "What determines mutual fund trading in foreign stocks?," Journal of International Money and Finance, Elsevier, vol. 31(4), pages 793-817.
  126. Frank Caliendo & Kevin X. D. Huang, 2007. "Overconfidence in financial markets and consumption over the life cycle," Working Papers 07-3, Federal Reserve Bank of Philadelphia.
  127. Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2014. "Who trades on momentum?," Discussion Papers 42/2014, Deutsche Bundesbank, Research Centre.
  128. 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.
  129. Arbuthnott, Katherine D. & Dolter, Brett, 2013. "Escalation of commitment to fossil fuels," Ecological Economics, Elsevier, vol. 89(C), pages 7-13.
  130. Sandrine Jacob Leal, 2013. "Momentum effect in individual stocks and heterogeneous beliefs among fundamentalists," Economics Bulletin, AccessEcon, vol. 33(4), pages 3102-3116.
  131. Baker, Malcolm & Pan, Xin & Wurgler, Jeffrey, 2012. "The effect of reference point prices on mergers and acquisitions," Journal of Financial Economics, Elsevier, vol. 106(1), pages 49-71.
  132. Florent Buisson, 2013. "Loss Aversion and Seller Behavior : Evidence from the Housing Market : Comment Working Paper," Documents de travail du Centre d'Economie de la Sorbonne 13005, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  133. Kontek, Krzysztof, 2009. "On Mental Transformations," MPRA Paper 16516, University Library of Munich, Germany.
  134. 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.
  135. 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.
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  137. 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.
  138. 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.
  139. Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2015. "Who trades on momentum?," CFR Working Papers 15-01, University of Cologne, Centre for Financial Research (CFR).
  140. Chen, Joseph & Hong, Harrison & Stein, Jeremy C., 2001. "Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices," Journal of Financial Economics, Elsevier, vol. 61(3), pages 345-381, September.
  141. 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.
  142. 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).
  143. 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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