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The Aggregate Price Impact of the Disposition Effect
SSRN Electronic Journal
◽
10.2139/ssrn.1102011
◽
2008
◽
Cited By ~ 1
Author(s):
Hyuk Choe
◽
Yunsung Eom
Keyword(s):
Price Impact
◽
Disposition Effect
Download Full-text
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Cited By
References
The price impact of the disposition effect on the ex-dividend day of NYSE and AMEX common stocks
Quantitative Finance
◽
10.1080/14697688.2014.891759
◽
2014
◽
Vol 14
(4)
◽
pp. 711-724
◽
Cited By ~ 3
Author(s):
Vassilis A. Efthymiou
◽
George N. Leledakis
Keyword(s):
Price Impact
◽
Disposition Effect
◽
Common Stocks
Download Full-text
The Price Impact of the Disposition Effect on the Ex-Dividend Day of NYSE and AMEX Common Stocks
SSRN Electronic Journal
◽
10.2139/ssrn.1755647
◽
2011
◽
Author(s):
Vassilis A. Efthymiou
◽
George N. Leledakis
Keyword(s):
Price Impact
◽
Disposition Effect
◽
Common Stocks
Download Full-text
The Price Impact of the Disposition Effect on the Ex-Dividend Day of NYSE and AMEX Common Stocks
CFA Digest
◽
10.2469/dig.v44.n6.24
◽
2014
◽
Vol 44
(6)
◽
Author(s):
Nitin Joshi
Keyword(s):
Price Impact
◽
Disposition Effect
◽
Common Stocks
Download Full-text
Does Buyer Knowledge of Seller's Initial Purchase Price Impact Housing Prices? A Behavioral Study on Anchoring and Multiple Reference Points
10.15396/eres2002_203
◽
2002
◽
Keyword(s):
Housing Prices
◽
Price Impact
◽
Reference Points
◽
Behavioral Study
◽
Purchase Price
◽
Multiple Reference
Download Full-text
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
Download Full-text
The Price Impact of Large Hedging Trades
SSRN Electronic Journal
◽
10.2139/ssrn.1536604
◽
2009
◽
Author(s):
Brian J. Henderson
◽
Neil D. Pearson
Keyword(s):
Price Impact
Download Full-text
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
Download Full-text
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
◽
The Impact
Download Full-text
The V-Shaped Disposition Effect
SSRN Electronic Journal
◽
10.2139/ssrn.2355520
◽
2013
◽
Author(s):
Li An
Keyword(s):
Disposition Effect
Download Full-text
Arbitrage-Free Price-Update and Price-Impact Functions
SSRN Electronic Journal
◽
10.2139/ssrn.249963
◽
2000
◽
Cited By ~ 2
Author(s):
Werner Stanzl
◽
Gur Huberman
Keyword(s):
Price Impact
Download Full-text
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