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PREDICTING CONTEMPORARY VOLUME WITH HISTORIC VOLUME AT DIFFERENTIAL PRICE LEVELS - EVIDENCE SUPPORTING THE DISPOSITION EFFECT
被引:96
作者
:
FERRIS, SP
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF RIVERSIDE,RIVERSIDE,CA 92521
FERRIS, SP
HAUGEN, RA
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF RIVERSIDE,RIVERSIDE,CA 92521
HAUGEN, RA
论文数:
引用数:
h-index:
机构:
MAKHIJA, AK
机构
:
[1]
UNIV CALIF RIVERSIDE,RIVERSIDE,CA 92521
[2]
UNIV PITTSBURGH,PITTSBURGH,PA 15260
来源
:
JOURNAL OF FINANCE
|
1988年
/ 43卷
/ 03期
关键词
:
D O I
:
10.2307/2328191
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
引用
收藏
页码:677 / 699
页数:23
相关论文
共 22 条
[1]
THE PSYCHOLOGY OF SUNK COST
[J].
ARKES, HR
论文数:
0
引用数:
0
h-index:
0
ARKES, HR
;
BLUMER, C
论文数:
0
引用数:
0
h-index:
0
BLUMER, C
.
ORGANIZATIONAL BEHAVIOR AND HUMAN DECISION PROCESSES,
1985,
35
(01)
:124
-140
[2]
BEAVER WH, 1968, J ACCOUNTING RES S, V7, P67
[3]
REGRET IN DECISION-MAKING UNDER UNCERTAINTY
[J].
BELL, DE
论文数:
0
引用数:
0
h-index:
0
BELL, DE
.
OPERATIONS RESEARCH,
1982,
30
(05)
:961
-981
[4]
TAX LOSS TRADING RULE
[J].
BRANCH, B
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MASSACHUSETTS,SCH BUSINESS ADM,AMHERST,MA 01002
UNIV MASSACHUSETTS,SCH BUSINESS ADM,AMHERST,MA 01002
BRANCH, B
.
JOURNAL OF BUSINESS,
1977,
50
(02)
:198
-207
[5]
OPTIMAL STOCK TRADING WITH PERSONAL TAXES - IMPLICATIONS FOR PRICES AND THE ABNORMAL JANUARY RETURNS
[J].
CONSTANTINIDES, GM
论文数:
0
引用数:
0
h-index:
0
CONSTANTINIDES, GM
.
JOURNAL OF FINANCIAL ECONOMICS,
1984,
13
(01)
:65
-89
[6]
CAPITAL-MARKET EQUILIBRIUM WITH PERSONAL TAX
[J].
CONSTANTINIDES, GM
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
UNIV CHICAGO,CHICAGO,IL 60637
CONSTANTINIDES, GM
.
ECONOMETRICA,
1983,
51
(03)
:611
-636
[7]
CAPITAL GAINS TAXATION AND YEAR-END STOCK-MARKET BEHAVIOR
[J].
DYL, EA
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV WYOMING,LARAMIE,WY 82071
UNIV WYOMING,LARAMIE,WY 82071
DYL, EA
.
JOURNAL OF FINANCE,
1977,
32
(01)
:165
-175
[8]
RISK, RETURN, AND EQUILIBRIUM - EMPIRICAL TESTS
[J].
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
UNIV CHICAGO,CHICAGO,IL 60637
FAMA, EF
;
MACBETH, JD
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
UNIV CHICAGO,CHICAGO,IL 60637
MACBETH, JD
.
JOURNAL OF POLITICAL ECONOMY,
1973,
81
(03)
:607
-636
[9]
YEAR-END TAX-INDUCED SALES AND STOCK-MARKET SEASONALITY
[J].
GIVOLY, D
论文数:
0
引用数:
0
h-index:
0
机构:
CARNEGIE MELLON UNIV,GRAD SCH IND ADM,PITTSBURGH,PA 15213
GIVOLY, D
;
OVADIA, A
论文数:
0
引用数:
0
h-index:
0
机构:
CARNEGIE MELLON UNIV,GRAD SCH IND ADM,PITTSBURGH,PA 15213
OVADIA, A
.
JOURNAL OF FINANCE,
1983,
38
(01)
:171
-185
[10]
PROSPECT THEORY - ANALYSIS OF DECISION UNDER RISK
[J].
KAHNEMAN, D
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
STANFORD UNIV,STANFORD,CA 94305
KAHNEMAN, D
;
TVERSKY, A
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
STANFORD UNIV,STANFORD,CA 94305
TVERSKY, A
.
ECONOMETRICA,
1979,
47
(02)
:263
-291
←
1
2
3
→
共 22 条
[1]
THE PSYCHOLOGY OF SUNK COST
[J].
ARKES, HR
论文数:
0
引用数:
0
h-index:
0
ARKES, HR
;
BLUMER, C
论文数:
0
引用数:
0
h-index:
0
BLUMER, C
.
ORGANIZATIONAL BEHAVIOR AND HUMAN DECISION PROCESSES,
1985,
35
(01)
:124
-140
[2]
BEAVER WH, 1968, J ACCOUNTING RES S, V7, P67
[3]
REGRET IN DECISION-MAKING UNDER UNCERTAINTY
[J].
BELL, DE
论文数:
0
引用数:
0
h-index:
0
BELL, DE
.
OPERATIONS RESEARCH,
1982,
30
(05)
:961
-981
[4]
TAX LOSS TRADING RULE
[J].
BRANCH, B
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MASSACHUSETTS,SCH BUSINESS ADM,AMHERST,MA 01002
UNIV MASSACHUSETTS,SCH BUSINESS ADM,AMHERST,MA 01002
BRANCH, B
.
JOURNAL OF BUSINESS,
1977,
50
(02)
:198
-207
[5]
OPTIMAL STOCK TRADING WITH PERSONAL TAXES - IMPLICATIONS FOR PRICES AND THE ABNORMAL JANUARY RETURNS
[J].
CONSTANTINIDES, GM
论文数:
0
引用数:
0
h-index:
0
CONSTANTINIDES, GM
.
JOURNAL OF FINANCIAL ECONOMICS,
1984,
13
(01)
:65
-89
[6]
CAPITAL-MARKET EQUILIBRIUM WITH PERSONAL TAX
[J].
CONSTANTINIDES, GM
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
UNIV CHICAGO,CHICAGO,IL 60637
CONSTANTINIDES, GM
.
ECONOMETRICA,
1983,
51
(03)
:611
-636
[7]
CAPITAL GAINS TAXATION AND YEAR-END STOCK-MARKET BEHAVIOR
[J].
DYL, EA
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV WYOMING,LARAMIE,WY 82071
UNIV WYOMING,LARAMIE,WY 82071
DYL, EA
.
JOURNAL OF FINANCE,
1977,
32
(01)
:165
-175
[8]
RISK, RETURN, AND EQUILIBRIUM - EMPIRICAL TESTS
[J].
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
UNIV CHICAGO,CHICAGO,IL 60637
FAMA, EF
;
MACBETH, JD
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
UNIV CHICAGO,CHICAGO,IL 60637
MACBETH, JD
.
JOURNAL OF POLITICAL ECONOMY,
1973,
81
(03)
:607
-636
[9]
YEAR-END TAX-INDUCED SALES AND STOCK-MARKET SEASONALITY
[J].
GIVOLY, D
论文数:
0
引用数:
0
h-index:
0
机构:
CARNEGIE MELLON UNIV,GRAD SCH IND ADM,PITTSBURGH,PA 15213
GIVOLY, D
;
OVADIA, A
论文数:
0
引用数:
0
h-index:
0
机构:
CARNEGIE MELLON UNIV,GRAD SCH IND ADM,PITTSBURGH,PA 15213
OVADIA, A
.
JOURNAL OF FINANCE,
1983,
38
(01)
:171
-185
[10]
PROSPECT THEORY - ANALYSIS OF DECISION UNDER RISK
[J].
KAHNEMAN, D
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
STANFORD UNIV,STANFORD,CA 94305
KAHNEMAN, D
;
TVERSKY, A
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,STANFORD,CA 94305
STANFORD UNIV,STANFORD,CA 94305
TVERSKY, A
.
ECONOMETRICA,
1979,
47
(02)
:263
-291
←
1
2
3
→