How Do Limit Orders Affect the Disposition Effect on Highly Liquid Markets – Experimental Finance Evidence

Journal of Behavioral Finance ◽

10.1080/15427560.2021.1973006 ◽

2021 ◽

pp. 1-13

Author(s):

Hana Dvorackova ◽

Tomas Tichy ◽

Marek Jochec

Keyword(s):

Disposition Effect ◽

Limit Orders ◽

Experimental Finance

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Large Option Trades, Market Makers, and Limit Orders

10.2469/dig.v27.n2.68 ◽

1997 ◽

Vol 27 (2) ◽

pp. 47-48

Author(s):

Terence M. Lim

Keyword(s):

Market Makers ◽

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Market vs. Limit Orders: The SuperDOT Evidence on Order Submission Strategy

10.2469/dig.v27.n1.25 ◽

1997 ◽

Vol 27 (1) ◽

pp. 64-65

Author(s):

H. Kent Baker

Keyword(s):

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The Aggregate Price Impact of the Disposition Effect

SSRN Electronic Journal ◽

10.2139/ssrn.1102011 ◽

2008 ◽

Author(s):

Hyuk Choe ◽

Yunsung Eom

Keyword(s):

Price Impact ◽

Disposition Effect

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Diminishing Sensitivity Vs. Loss Aversion: A General Equilibrium Model of the Disposition Effect, Asset Prices and Trading Volume

SSRN Electronic Journal ◽

10.2139/ssrn.1355398 ◽

2009 ◽

Author(s):

Yan Li ◽

Liyan Yang

Keyword(s):

General Equilibrium ◽

Loss Aversion ◽

Equilibrium Model ◽

Asset Prices ◽

Trading Volume ◽

General Equilibrium Model ◽

Disposition Effect ◽

Diminishing Sensitivity

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An Empirical Analysis of Undisclosed Limit Orders Submissions Around Earnings Announcements on the Australian Securities Exchange

SSRN Electronic Journal ◽

10.2139/ssrn.1717688 ◽

2010 ◽

Author(s):

Charles J. Corrado ◽

Huu Nhan Duong ◽

Ngoc Duc Duong

Keyword(s):

Empirical Analysis ◽

Earnings Announcements ◽

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Winning Probability Dynamics and the Disposition Effect

SSRN Electronic Journal ◽

10.2139/ssrn.1785578 ◽

2010 ◽

Author(s):

Adam Z.K. Wang

Keyword(s):

Disposition Effect ◽

Winning Probability

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The Impact of the Disposition Effect on Liquidity and Stock Prices

SSRN Electronic Journal ◽

10.2139/ssrn.1885298 ◽

2011 ◽

Author(s):

Darwin Choi

Keyword(s):

Stock Prices ◽

Disposition Effect ◽

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The V-Shaped Disposition Effect

SSRN Electronic Journal ◽

10.2139/ssrn.2355520 ◽

2013 ◽

Author(s):

Li An

Keyword(s):

Disposition Effect

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A Rational Explanation of Disposition Effect: Portfolio Rebalancing with Transaction Costs

SSRN Electronic Journal ◽

10.2139/ssrn.2589907 ◽

2015 ◽

Author(s):

Min Dai ◽

Hong Liu ◽

Jing Xu

Keyword(s):

Transaction Costs ◽

Disposition Effect ◽

Portfolio Rebalancing ◽

Rational Explanation

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Stock Market Investorss Use of Stop Losses and the Disposition Effect

SSRN Electronic Journal ◽

10.2139/ssrn.2612898 ◽

2015 ◽

Author(s):

Daniel W. Richards ◽

Janette Rutterford ◽

Devendra G. Kodwani ◽

Mark P. Fenton-O'Creevy

Keyword(s):

Stock Market ◽

Disposition Effect

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