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Six combinations of disposition effects: Investor heterogeneity and the effect of aggregation

https://doi.org/10.2139/ssrn.4971370
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Outgoing claims: the papers this work cites, builds on, or argues with.

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A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis
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Revisiting disposition effect and momentum: a quantile regression perspective
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The Behavior of Individual Investors
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Market-wide impact of the disposition effect: evidence from IPO trading volume
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Overselling winners and losers: How mutual fund managers' trading behavior affects asset prices
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The anatomy of the disposition effect: Which factors are most important?
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Prospect theory, mental accounting, and momentum
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Inexperienced Investors and Bubbles
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Realization utility
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Expected return, volume, and mispricing
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The negativity bias and perceived return distributions: Evidence from a pandemic
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Disagreement, Information Quality and Asset Prices
inferredcites →https://doi.org/10.1016/j.qref.2017.08.002openalex-snapshot
Faster learning in troubled times: How market conditions affect the disposition effect
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A rational theory for disposition effects
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Prospect Theory and the Disposition Effect
inferredcites →https://doi.org/10.1080/15427560.2019.1615913openalex-snapshot
A Closer Look at the Disposition Effect in U.S. Equity Option Markets
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A Model of Competitive Stock Trading Volume
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Differential Interpretation of Public Signals and Trade in Speculative Markets
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We Are All Behavioural, More, or Less: A Taxonomy of Consumer Decision-Making
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Learning by Trading
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Are Investors Really Reluctant to Realize Their Losses? Trading Responses to Past Returns and the Disposition Effect
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The Worst, the Best, Ignoring All the Rest: The Rank Effect and Trading Behavior
inferredcites →https://doi.org/10.1093/rfs/hhv060openalex-snapshot
Asset Pricing When Traders Sell Extreme Winners and Losers
inferredcites →https://doi.org/10.1108/rbf-07-2016-0049openalex-snapshot
Affect account of disposition effect and consequences for stock prices
inferredcites →https://doi.org/10.1111/0022-1082.00072openalex-snapshot
Are Investors Reluctant to Realize Their Losses?
inferredcites →https://doi.org/10.1111/0022-1082.00226openalex-snapshot
Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors
inferredcites →https://doi.org/10.1111/j.1468-036x.2007.00367.xopenalex-snapshot
Is the Aggregate Investor Reluctant to Realise Losses? Evidence from Taiwan
inferredcites →https://doi.org/10.1111/j.1540-6261.1985.tb05002.xopenalex-snapshot
The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence
inferredcites →https://doi.org/10.1111/j.1540-6261.1993.tb04702.xopenalex-snapshot
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
inferredcites →https://doi.org/10.1111/j.1540-6261.2006.00896.xopenalex-snapshot
The Disposition Effect and Underreaction to News
inferredcites →https://doi.org/10.1111/j.1540-6261.2009.01448.xopenalex-snapshot
What Drives the Disposition Effect? An Analysis of a Long‐Standing Preference‐Based Explanation
inferredcites →https://doi.org/10.1111/jofi.12618openalex-snapshot
Belief Dispersion in the Stock Market
inferredcites →https://doi.org/10.1111/jofi.12851openalex-snapshot
The Impact of Salience on Investor Behavior: Evidence from a Natural Experiment
inferredcites →https://doi.org/10.1162/qjec.2009.124.1.301openalex-snapshot
Fight Or Flight? Portfolio Rebalancing by Individual Investors *
inferredcites →https://doi.org/10.1287/mnsc.1040.0473openalex-snapshot
Up Close and Personal: Investor Sophistication and the Disposition Effect
inferredcites →https://doi.org/10.1287/mnsc.1110.1468openalex-snapshot
Prospect Theory, Liquidation, and the Disposition Effect
inferredcites →https://doi.org/10.1287/mnsc.2016.2711openalex-snapshot
Can Prospect Theory Explain the Disposition Effect? A New Perspective on Reference Points
inferredcites →https://doi.org/10.13106/jafeb.2020.vol7.no11.055openalex-snapshot
The V-Shaped Disposition Effect in the Stock Exchange of Thailand
inferredcites →https://doi.org/10.2139/ssrn.1876594openalex-snapshot
Are Investors Really Reluctant to Realize their Losses? Trading Responses to Past Returns and the Disposition Effect
inferredcites →https://doi.org/10.2139/ssrn.1978002openalex-snapshot
Realization Utility with Reference-Dependent Preferences
inferredcites →https://doi.org/10.2139/ssrn.3122577openalex-snapshot
The Promises and Pitfalls of Robo-Advising
inferredcites →https://doi.org/10.2139/ssrn.3126997openalex-snapshot
The Portfolio-Driven Disposition Effect
inferredcites →https://doi.org/10.2139/ssrn.4337907openalex-snapshot
The Negativity Bias and Perceived Return Distributions: Evidence from a Pandemic
inferredcites →https://doi.org/10.2139/ssrn.4599295openalex-snapshot
Investor activity and wealth transfers
inferredcites →https://doi.org/10.2139/ssrn.890271openalex-snapshot
What Drives the Disposition Effect? An Analysis of a Long-Standing Preference-Based Explanation
inferredcites →https://doi.org/10.2469/dig.v46.n7.5openalex-snapshot
Asset Pricing When Traders Sell Extreme Winners and Losers
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The Consumption Effects of the Disposition to Sell Winners and Hold Losers
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