The Disposition Effect and Momentum
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Note: We are grateful for research support from the Deutsche Forschungsgemeinschaft through Sonderforschungsbereich 504 and the Graduiertenkolleg ''Allocation on Financial Markets'' at the University of Mannheim, and by the European Commission through the Research Training Network ''Understanding Financial Architecture'' at the University of Toulouse. We would like to thank Ulrich Hege and Frederic Palomino who discussed this paper at conferences.
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Cited by:
- Grinblatt, Mark & Han, Bing, 2005. "Prospect theory, mental accounting, and momentum," Journal of Financial Economics, Elsevier, vol. 78(2), pages 311-339, November.
- Ranjeeta Sadhwani & Mujeeb U Rehman Bhayo, 2019. "Momentum and Disposition Effect in the stock market of USA," Proceedings of Economics and Finance Conferences 8911340, International Institute of Social and Economic Sciences.
- da Silva, Paulo Pereira & Mendes, Victor, 2021. "Exchange-traded certificates, education and the disposition effect," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
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