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Measuring the disposition effect. (2020). de Winne, Rudy ; DEWINNE, Rudy .
In: LIDAM Discussion Papers LFIN.
RePEc:ajf:louvlf:2020001.

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  1. Barber, B. M. & Odean, T. (1999), ‘The courage of misguided convictions’, Financial Analysts Journal 55(6), 41–55.
    Paper not yet in RePEc: Add citation now

  2. Barber, B. M., Lee, Y.-T., Liu, Y.-J. & Odean, T. (2007), ‘Is the aggregate investor reluctant to realise losses? Evidence from Taiwan’, European Financial Management 13(4), 423–447.

  3. Chang, T. Y., Solomon, D. H. & Westerfield, M. M. (2016), ‘Looking for someone to blame: Delegation, cognitive dissonance, and the disposition effect’, Journal of Finance 71(1), 267–302.

  4. Dhar, R. & Zhu, N. (2006), ‘Up close and personal: Investor sophistication and the disposition effect’, Management Science 52(5), 726–740.

  5. Korniotis, G. M. & Kumar, A. (2013), ‘Do portfolio distortions reflect superior information or psychological biases?’, Journal of Financial and Quantative Analysis 48(1), 1–45.

  6. Odean, T. (1998), ‘Are investors reluctant to realize their losses?’, Journal of Finance 53, 1775–1798.

  7. Shefrin, H. & Statman, M. (1985), ‘The disposition effect to sell winners too early and ride losers too long: Theory and evidence’, Journal of Finance 40, 777–790.

  8. Weber, M. & Camerer, C. F. (1998), ‘The disposition effect in securities trading: An experimental analysis’, Journal of Economic Behavior and Organization 33, 167–184.

  9. Weber, M. & Welfens, F. (2008), ‘Splitting the disposition effect: Asymmetric reactions towards ’selling winners’ and ’holding losers”, SSRN Electronic Journal .
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  1. Decomposing the Disposition Effect. (2021). Fischer, Dominik S ; Maier, Johannes K.
    In: Rationality and Competition Discussion Paper Series.
    RePEc:rco:dpaper:288.

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  2. Feedback trading and the ramadan effect in frontier markets. (2020). Andrikopoulos, Panagiotis ; Kallinterakis, Vasileios ; Gad, Samar ; Cui, Yueting.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919306294.

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  3. Asymmetric learning and the disposition effect. (2020). Ahn, Yongkil.
    In: Economics Letters.
    RePEc:eee:ecolet:v:190:y:2020:i:c:s016517652030077x.

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  4. The effect of risk-taking behavior on profitability: Evidence from futures market. (2020). Lin, Chao Hsien ; Lee, Chun I ; Cheng, Teng Yuan.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:86:y:2020:i:c:p:19-38.

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  5. Do individual investors demand or provide liquidity? New evidence from dividend announcements. (2019). Ma, Changfeng ; Lin, William T ; Chen, Zhijuan.
    In: Pacific-Basin Finance Journal.
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  6. De-Leverage and illiquidity contagion. (2019). Zhu, Ning ; Liu, Yu-Jane.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:102:y:2019:i:c:p:1-18.

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  7. Is individual trading priced in the preferred stock discount?. (2019). Choi, Joung Hwa ; Sub, Paul Moon ; Park, Cheol.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:38:y:2019:i:c:p:326-346.

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  8. CEO traders and corporate acquisitions. (2019). Leung, Henry ; Westerholm, Joakim P ; Tse, Jeffrey.
    In: Journal of Corporate Finance.
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  9. Does Air Pollution Cause the Retail Investor’s Disposition Effect in Taiwan Mutual Fund Markets?. (2019). Lee, Nicholas ; Lin, Yih-Bey ; Chen, Yu-Hao ; Chang, Fu-Min ; Ko, Jim-Chen.
    In: International Journal of Energy Economics and Policy.
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  10. Faster learning in troubled times: How market conditions affect the disposition effect. (2018). Muhl, Stefan ; Talpsepp, Tnn.
    In: The Quarterly Review of Economics and Finance.
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  11. An exploratory experimental analysis of path-dependent investment behaviors. (2018). Deaves, Richard ; Miele, Jennifer ; Kluger, Brian.
    In: Journal of Economic Psychology.
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  12. Is the disposition effect related to investors’ reliance on System 1 and System 2 processes or their strategy of emotion regulation?. (2018). Richards, Daniel W ; Kodwani, Devendra G ; Rutterford, Janette ; Fenton, Mark.
    In: Journal of Economic Psychology.
    RePEc:eee:joepsy:v:66:y:2018:i:c:p:79-92.

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  13. Is individual trading priced in stocks?. (2018). Sub, Paul Moon ; Choi, Joung Hwa .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:85:y:2018:i:c:p:76-92.

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  14. Investor types and stock return volatility. (2018). Che, Limei .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:47:y:2018:i:c:p:139-161.

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  15. The disposition effect does not survive disclosure of expected price trends. (2018). Dhondt, Catherine ; de Winne, Rudy ; DEWINNE, Rudy ; Corneille, Olivier.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:20:y:2018:i:c:p:80-91.

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  16. Voluntary disclosure and the pricing of earnings components. (2018). Lu, Hsueh-Tien.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:20:y:2018:i:c:p:64-73.

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  17. Socially responsible investors and the disposition effect. (2018). Galema, Rients ; van Dooren, Bono.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:17:y:2018:i:c:p:42-52.

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  18. Selling winners, buying losers: Mental decision rules of individual investors on their holdings. (2018). Leal, Cristiana Cerqueira ; Rocha, Manuel J ; Loureiro, Gilberto.
    In: European Financial Management.
    RePEc:bla:eufman:v:24:y:2018:i:3:p:362-386.

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  19. Asymmetric Reinforcement Learning and Conditioned Responses During the 2007–2009 Global Financial Crisis: Evidence from Taiwan. (2017). Chang, Chih-Hsiang ; Hsieh, Song-Lin ; Chen, Shan-Shan.
    In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
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  20. The disposition effect: a survey. (2017). Plessner, Marco .
    In: Management Review Quarterly.
    RePEc:spr:manrev:v:67:y:2017:i:1:d:10.1007_s11301-017-0122-6.

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  21. The Analysis of 52-Week High Investing Strategy Based on Herding Behavior. (2017). Yi, Chiao ; Kuo, Wen-Hsiu ; Chen, Hsiang-Lan.
    In: International Review of Finance.
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  22. Taming models of prospect theory in the Wild? Estimation of Vlcek and Hens (2011). (2016). Jakusch, Sven Thorsten ; Hackethal, Andreas ; Meyer, Steffen.
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  23. Stochastic cost flow system for stock markets with an application in behavioral finance. (2016). Chan, Oliver ; Ka, Alfred.
    In: International Journal of Financial Engineering (IJFE).
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  24. The disposition effect: who and when?. (2016). Ponti, Giovanni ; Iturbe-Ormaetxe, Inigo ; Cueva, Carlos ; Lucas, Josefa Tomas ; Kortajarene, Iigo Iturbe-Ormaetxe ; Herrero, Carlos Cueva .
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  25. What factors affect behavioral biases? Evidence from Turkish individual stock investors. (2016). Teke, Bulent ; Yilmaz, Neslihan.
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