[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
The opposite disposition effect: Evidence from the Korean stock index futures market. (2018). Eom, Yunsung.
In: Finance Research Letters.
RePEc:eee:finlet:v:26:y:2018:i:c:p:261-265.

Full description at Econpapers || Download paper

Cited: 1

Citations received by this document

Cites: 21

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Disposition bias among Borsa Istanbul investors: What do we know about type, size and trading frequency?. (2022). Ekinci, Cumhur ; Kahya, Evrim Hilal.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:35:y:2022:i:c:s2214635022000351.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Barberis, N. ; Xiong, W. What drives the disposition effect? An analysis of a long-standing preference-based explanation. 2009 J. Finance. 64 751-784

  2. Ben-David, I. ; Hirshleifer, D. Are investors really reluctant to realize their losses? Trading response to past returns and the disposition effect. 2012 Rev. Financ. Stud.. 25 2485-2532

  3. Chang, T. ; Solomon, D. ; Westerfield, M. Looking for someone to blame: delegation, cognitive dissonance, and the disposition effect. 2016 J. Finance. 71 267-302

  4. Choe, H. ; Eom, Y. The disposition effect and investment performance in the futures market. 2009 J. Futures Markets. 29 496-522

  5. Coval, J. ; Shumway, T. Do behavioral biases affect prices?. 2005 J. Finance. 60 1-34

  6. Dhar, R. ; Zhu, N. Up close and personal: investor sophistication and the disposition effect. 2006 Manage. Sci.. 52 726-740

  7. Feng, L. ; Seasholes, M. Do investor sophistication and trading experience eliminate behavioral biases in financial markets?. 2005 Rev. Finance. 9 305-351

  8. Fischbacher, U. ; Hoffmann, G. ; Schudy, S. The causal effect of stop-loss and take-gain orders on the disposition effect. 2017 Rev. Financ. Stud.. 30 2110-2129

  9. Frazzini, A. The disposition effect and underreaction to news. 2006 J. Finance. 61 2017-2046

  10. Genesove, D. ; Mayer, C. Loss aversion and seller behavior: Evidence from the housing market. 2001 Q. J. Econ.. 116 1233-1260

  11. Grinblatt, M. ; Keloharju, M. What makes investors trade?. 2001 J. Finance. 56 589-616

  12. Heath, C. ; Huddart, S. ; Lang, M. Psychological factors and stock option exercise. 1999 Q. J. Econ.. 114 601-627

  13. Kahneman, D. ; Tversky, A. Prospect theory: an analysis of decision under risk. 1979 Econometrica. 47 263-291

  14. Kaustia, M. Prospect theory and the disposition effect. 2010 J. Fin. Quant. Anal.. 45 791-812

  15. Kyle, A. ; Ou-Yang, H. ; Xiong, W. Prospect theory and liquidation decisions. 2006 J. Econ. Theory. 129 273-288

  16. Li., Y ; Yang, L. Prospect theory, the disposition effect, and asset prices. 2013 J. Financ. Econ.. 107 715-739

  17. Locke, P. ; Mann, S. Professional trader discipline and trade disposition. 2005 J. Financ. Econ.. 76 401-444

  18. Meng, J. ; Weng, X. Can prospect theory explain the disposition effect? A new perspective on reference points. 2017 Manage. Sci.. -
    Paper not yet in RePEc: Add citation now
  19. Odean, T. Are investors reluctant to realize their losses?. 1998 J. Finance. 53 1775-1798

  20. Shapira, Z. ; Venezia, I. Patterns of behavior of professionally managed and independent investors. 2001 J. Bank. Finance. 25 1573-1587

  21. Shefrin, H. ; Statman, M. The disposition to sell winners too early and ride losers too long: theory and evidence. 1985 J. Finance. 40 777-790

Cocites

Documents in RePEc which have cited the same bibliography

  1. Model of Bias-Driven Trend Followers and Interaction with Manipulators. (2017). Liu, KE ; Zhu, Qing ; Yen, Jerome ; Lai, Kin Keung.
    In: International Journal of Information Technology & Decision Making (IJITDM).
    RePEc:wsi:ijitdm:v:16:y:2017:i:02:n:s0219622014500485.

    Full description at Econpapers || Download paper

  2. Permanent price impact asymmetry of trades with institutional constraints. (2017). Chiyachantana, Chiraphol ; Sharma, Vivek ; Jiang, Christine ; Jain, Pankaj K.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:36:y:2017:i:c:p:1-16.

    Full description at Econpapers || Download paper

  3. The Consumption-Investment Decision of a Prospect Theory Household. (2016). Tsigaris, Panagiotis ; Hlouskova, Jaroslava ; Fortin, Ines.
    In: Economics Series.
    RePEc:ihs:ihsesp:322.

    Full description at Econpapers || Download paper

  4. Salience and the Disposition Effect: Evidence from the Introduction of `Cash-Outs in Betting Markets. (2015). Yang, Fuyu ; Brown, Alasdair.
    In: University of East Anglia Applied and Financial Economics Working Paper Series.
    RePEc:uea:aepppr:2012_71.

    Full description at Econpapers || Download paper

  5. Capitalization of capital gains taxes: (In)attention and turn-of-the-year returns. (2015). Eichfelder, Sebastian ; Lau, Mona .
    In: FEMM Working Papers.
    RePEc:mag:wpaper:150019.

    Full description at Econpapers || Download paper

  6. Moral investing: Psychological motivations and implications. (2015). Rubaltelli, Enrico ; Rumiati, Rino ; Lotto, Lorella ; Ritov, Ilana.
    In: Judgment and Decision Making.
    RePEc:jdm:journl:v:10:y:2015:i:1:p:64-75.

    Full description at Econpapers || Download paper

  7. Biased Shorts: Stock Market Implications of Short Sellers’ Disposition Effect. (2015). von Beschwitz, Bastian ; Massa, Massimo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10535.

    Full description at Econpapers || Download paper

  8. The impact of the disposition effect on asset prices: insight from the NBA. (2014). Borghesi, Richard.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:38:y:2014:i:4:p:698-711.

    Full description at Econpapers || Download paper

  9. Behavioral Finance. (2014). Hirshleifer, David.
    In: MPRA Paper.
    RePEc:pra:mprapa:59028.

    Full description at Econpapers || Download paper

  10. Investment Decisions: Are we fully-Rational?. (2014). Reichhardt P., Joaquin ; Iqbal, Tabassum .
    In: MPRA Paper.
    RePEc:pra:mprapa:57686.

    Full description at Econpapers || Download paper

  11. Disposition Effect and Diminishing Sensitivity: An Analysis Based on a Simulated Experimental Stock Market. (2014). Tsutsui, Yoshiro ; Mardyla, Grzegorz ; Takenaka, Shinji ; Youki, Kohsaka .
    In: Discussion Papers in Economics and Business.
    RePEc:osk:wpaper:1302r2.

    Full description at Econpapers || Download paper

  12. Capital Income Taxation and Risk-Taking under Prospect Theory: The Continuous Distribution Case. (2014). Tsigaris, Panagiotis ; Hlouskova, Jaroslava ; Mikocziova, Jana ; Sivak, Rudolf .
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:64:y:2014:i:5:p:374-391.

    Full description at Econpapers || Download paper

  13. The house money and break-even effects for different types of traders: Evidence from Taiwan futures markets. (2014). Chan, Shu Hui ; Huang, Yu Chuan ; Yu Chuan Huang, .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:26:y:2014:i:c:p:1-13.

    Full description at Econpapers || Download paper

  14. Prospect Theory and market quality. (2014). Pasquariello, Paolo.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:149:y:2014:i:c:p:276-310.

    Full description at Econpapers || Download paper

  15. Introduction to financial economics. (2014). Vives, Xavier ; Vayanos, Dimitri ; Allen, Franklin.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:149:y:2014:i:c:p:1-14.

    Full description at Econpapers || Download paper

  16. Variation in risk seeking behaviour following large losses: A natural experiment. (2014). Savage, David ; Page, Lionel ; Torgler, Benno.
    In: European Economic Review.
    RePEc:eee:eecrev:v:71:y:2014:i:c:p:121-131.

    Full description at Econpapers || Download paper

  17. Are Hungarian investors reluctant to realize their losses?. (2014). Ormos, Mihály ; Joo, Istvan .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:40:y:2014:i:c:p:52-58.

    Full description at Econpapers || Download paper

  18. Too Proud to Stop: Regret in Dynamic Decisions. (2014). Strack, Philipp ; Viefers, Paul .
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1401.

    Full description at Econpapers || Download paper

  19. Realization Utility with Reference-Dependent Preferences. (2014). Ingersoll, Jonathan E. ; Jin, Lawrence J..
    In: Papers.
    RePEc:arx:papers:1408.2859.

    Full description at Econpapers || Download paper

  20. Disposition Effect and Loss Aversion: An Analysis Based on a Simulated Experimental Stock Market. (2013). Tsutsui, Yoshiro ; Mardyla, Grzegorz ; Takenaka, Shinji ; Youki, Kohsaka .
    In: Discussion Papers in Economics and Business.
    RePEc:osk:wpaper:1302r.

    Full description at Econpapers || Download paper

  21. Prospect theory, the disposition effect, and asset prices. (2013). Yang, Liyan ; Li, Yan.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:107:y:2013:i:3:p:715-739.

    Full description at Econpapers || Download paper

  22. Prospect theory and trading patterns. (2013). Li, Duan ; Yao, Jing.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:8:p:2793-2805.

    Full description at Econpapers || Download paper

  23. Thirty Years of Prospect Theory in Economics: A Review and Assessment. (2013). Barberis, Nicholas C..
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:27:y:2013:i:1:p:173-96.

    Full description at Econpapers || Download paper

  24. Thirty Years of Prospect Theory in Economics: A Review and Assessment. (2012). Barberis, Nicholas C..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18621.

    Full description at Econpapers || Download paper

  25. Using Neural Data to Test a Theory of Investor Behavior: An Application to Realization Utility. (2012). Rangel, Antonio ; Camerer, Colin ; Bossaerts, Peter ; Frydman, Cary ; Barberis, Nicholas.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18562.

    Full description at Econpapers || Download paper

  26. Capital income taxation and risk taking under prospect theory. (2012). Hlouskova, Jaroslava ; Tsigaris, Panagiotis.
    In: International Tax and Public Finance.
    RePEc:kap:itaxpf:v:19:y:2012:i:4:p:554-573.

    Full description at Econpapers || Download paper

  27. Household Finance. An Emerging Field. (2012). Sodini, Paolo ; Guiso, Luigi.
    In: EIEF Working Papers Series.
    RePEc:eie:wpaper:1204.

    Full description at Econpapers || Download paper

  28. Decision-dependent emotions and behavioral anomalies. (2012). Summers, Barbara ; Duxbury, Darren.
    In: Organizational Behavior and Human Decision Processes.
    RePEc:eee:jobhdp:v:118:y:2012:i:2:p:226-238.

    Full description at Econpapers || Download paper

  29. The effect of reference point prices on mergers and acquisitions. (2012). Wurgler, Jeffrey ; Baker, Malcolm ; Pan, Xin.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:106:y:2012:i:1:p:49-71.

    Full description at Econpapers || Download paper

  30. Realization utility. (2012). Xiong, Wei ; Barberis, Nicholas.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:104:y:2012:i:2:p:251-271.

    Full description at Econpapers || Download paper

  31. Household Finance: An Emerging Field. (2012). Sodini, Paolo ; Guiso, Luigi.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8934.

    Full description at Econpapers || Download paper

  32. The price impact of the disposition effect on the ex-dividend day of NYSE and AMEX common stocks. (2011). Leledakis, George ; Efthymiou, Vassilis.
    In: MPRA Paper.
    RePEc:pra:mprapa:28791.

    Full description at Econpapers || Download paper

  33. Why Do (Some) Households Trade So Much?. (2011). Linnainmaa, Juhani T..
    In: Review of Financial Studies.
    RePEc:oup:rfinst:v:24:y:2011:i:5:p:1630-1666.

    Full description at Econpapers || Download paper

  34. Diszpozíciós hatás a magyar tőkepiacon. (2011). Ormos, Mihály ; Joo, Istvan .
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
    RePEc:ksa:szemle:1265.

    Full description at Econpapers || Download paper

  35. Prospect theory for continuous distributions: A preference foundation. (2011). Wakker, Peter ; Spinu, Vitalie ; Kothiyal, Amit.
    In: Journal of Risk and Uncertainty.
    RePEc:kap:jrisku:v:42:y:2011:i:3:p:195-210.

    Full description at Econpapers || Download paper

  36. Managerial ownership and the disposition effect. (2011). Wedge, Lei ; Fu, Richard.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:9:p:2407-2417.

    Full description at Econpapers || Download paper

  37. Stock market trading activity and returns around milestones. (2011). Aragon, George O. ; Dieckmann, Stephan .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:4:p:570-584.

    Full description at Econpapers || Download paper

  38. Beyond the Disposition Effect: Do Investors Really Like Gains More Than Losses?. (2011). Hirshleifer, David ; Ben-David, Itzhak.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2011-13.

    Full description at Econpapers || Download paper

  39. The Role of Theory in Field Experiments. (2011). Malmendier, Ulrike ; DellaVigna, Stefano ; Card, David ; Della Vigna, Stefano .
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:25:y:2011:i:3:p:39-62.

    Full description at Econpapers || Download paper

  40. Prior Consequences and Subsequent Risk Taking: New Field Evidence from the Taiwan Futures Exchange. (2010). zhu, ning ; Tsai, Chih-Ling ; Liu, Yu-Jane.
    In: Management Science.
    RePEc:inm:ormnsc:v:56:y:2010:i:4:p:606-620.

    Full description at Econpapers || Download paper

  41. A cross-cultural study of reference point adaptation: Evidence from China, Korea, and the US. (2010). Lim, Sonya ; Jiang, Danling ; Hirshleifer, David ; Arkes, Hal.
    In: Organizational Behavior and Human Decision Processes.
    RePEc:eee:jobhdp:v:112:y:2010:i:2:p:99-111.

    Full description at Econpapers || Download paper

  42. A Model of Casino Gambling. (2009). Barberis, Nicholas C..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14947.

    Full description at Econpapers || Download paper

  43. Realization Utility. (2008). Xiong, Wei ; Barberis, Nicholas C..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14440.

    Full description at Econpapers || Download paper

  44. Are French Individual Investors reluctant to realize their losses?. (2008). MERLI, Maxime ; Broihanne, Marie-Hélène ; Boolell-Gunesh S., ; Broihanne M-H., .
    In: Working Papers of LaRGE Research Center.
    RePEc:lar:wpaper:2008-09.

    Full description at Econpapers || Download paper

  45. Does the consciousness of the disposition effect increase the equity premium?. (2007). ROGER, Patrick.
    In: Working Papers of LaRGE Research Center.
    RePEc:lar:wpaper:2007-01.

    Full description at Econpapers || Download paper

  46. Preferred Risk Habitat of Individual Investors. (2007). Huberman, Gur ; Dorn, Daniel.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6532.

    Full description at Econpapers || Download paper

  47. Reinforcement Learning in Investment Behavior. (2007). Metrick, Andrew ; Laibson, David ; Choi, James ; Madrain, Brigitte.
    In: Levine's Bibliography.
    RePEc:cla:levrem:122247000000001737.

    Full description at Econpapers || Download paper

  48. The Loss Aversion / Narrow Framing Approach to the Equity Premium Puzzle. (2006). HUANG, MING ; Barberis, Nicholas.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12378.

    Full description at Econpapers || Download paper

  49. Making prospect theory fit for finance. (2006). De Giorgi, Enrico ; Hens, Thorsten.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:20:y:2006:i:3:p:339-360.

    Full description at Econpapers || Download paper

  50. Behavioral Economics Comes of Age. (2006). Pesendorfer, Wolfgang.
    In: Levine's Bibliography.
    RePEc:cla:levrem:321307000000000038.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-20 04:13:44 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.