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Stop-Loss Strategies with Serial Correlation, Regime Switching, and Transactions Costs
24/24 checkable references clean · checked 2026-08-03
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 24 checked references that resolve
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Predicting Contemporary Volume with Historic Volume at Differential Price Levels: Evidence Supporting the Disposition Effect
resolves10.1111/j.1540-6261.2009.01469.x
Trading Costs and Returns for U.S. Equities: Estimating Effective Costs from Daily Data
resolves10.1111/j.1540-6261.1993.tb04702.x
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
resolves10.1093/rfs/1.1.41
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
resolves10.1016/j.jfineco.2012.06.011
Stock returns after major price shocks: The impact of information
resolves10.1111/j.1540-6261.1985.tb05002.x
The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence
resolves10.1057/palgrave.jam.2240219
Asset disposition effect: The impact of price patterns and selected personal characteristics
The 6 references without a DOI — listed, not checked
no DOI — not checkedref4
no DOI — not checkedref6
no DOI — not checkedThe value of stop loss strategies
no DOI — not checkedThe hidden cost of the stoploss
no DOI — not checkedref23
no DOI — not checkedref27
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