The Aggregate Price Impact of the Disposition Effect

2008 ◽  
Author(s):  
Hyuk Choe ◽  
Yunsung Eom
Keyword(s):  
Price Impact ◽  
Disposition Effect

scholarly journals The price impact of the disposition effect on the ex-dividend day of NYSE and AMEX common stocks

2014 ◽  
Vol 14 (4) ◽  
pp. 711-724 ◽  
Author(s):  
Vassilis A. Efthymiou ◽  
George N. Leledakis
Keyword(s):  
Price Impact ◽  
Disposition Effect ◽  
Common Stocks

scholarly journals The Price Impact of the Disposition Effect on the Ex-Dividend Day of NYSE and AMEX Common Stocks

2011 ◽  
Author(s):  
Vassilis A. Efthymiou ◽  
George N. Leledakis
Keyword(s):  
Price Impact ◽  
Disposition Effect ◽  
Common Stocks

The Price Impact of the Disposition Effect on the Ex-Dividend Day of NYSE and AMEX Common Stocks

CFA Digest ◽  
2014 ◽  
Vol 44 (6) ◽  
Author(s):  
Nitin Joshi
Keyword(s):  
Price Impact ◽  
Disposition Effect ◽  
Common Stocks

The Price Impact of Large Hedging Trades

2009 ◽  
Author(s):  
Brian J. Henderson ◽  
Neil D. Pearson
Keyword(s):  
Price Impact

Winning Probability Dynamics and the Disposition Effect

2010 ◽  
Author(s):  
Adam Z.K. Wang
Keyword(s):  
Disposition Effect ◽  
Winning Probability

The V-Shaped Disposition Effect

2013 ◽  
Author(s):  
Li An
Keyword(s):  
Disposition Effect

Arbitrage-Free Price-Update and Price-Impact Functions

2000 ◽  
Author(s):  
Werner Stanzl ◽  
Gur Huberman
Keyword(s):  
Price Impact
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