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What Drives the Disposition Effect? An Analysis of a Long‐Standing Preference‐Based Explanation

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Cited by:

  1. Wang, Huijun & Yan, Jinghua & Yu, Jianfeng, 2017. "Reference-dependent preferences and the risk–return trade-off," Journal of Financial Economics, Elsevier, vol. 123(2), pages 395-414.
  2. Gary Smith & Michael Levere & Robert Kurtzman, 2009. "Poker Player Behavior After Big Wins and Big Losses," Management Science, INFORMS, vol. 55(9), pages 1547-1555, September.
  3. Shoji, Isao & Kanehiro, Sumei, 2016. "Disposition effect as a behavioral trading activity elicited by investors' different risk preferences," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 104-112.
  4. Chung, Kee H. & Kim, Oliver & Lim, Steve C. & Yang, Sean, 2019. "An analytical measure of market underreaction to earnings news," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 612-624.
  5. Alasdair Brown & Fuyu Yang, 2017. "Salience and the Disposition Effect: Evidence from the Introduction of “Cash‐Outs” in Betting Markets," Southern Economic Journal, John Wiley & Sons, vol. 83(4), pages 1052-1073, April.
  6. Bennett, Donyetta & Mekelburg, Erik & Williams, T.H., 2023. "BeFi meets DeFi: A behavioral finance approach to decentralized finance asset pricing," Research in International Business and Finance, Elsevier, vol. 65(C).
  7. Vanessa Martins Valcanover & Igor Bernardi Sonza & Wesley Vieira da Silva, 2020. "Behavioral Finance Experiments: A Recent Systematic Literature Review," SAGE Open, , vol. 10(4), pages 21582440209, November.
  8. Lauterbach, Beni & Mugerman, Yevgeny & Shemesh, Joshua, 2024. "Prospect theory in M&A: Do historical purchase prices affect merger offer premiums and announcement returns?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 42(C).
  9. Panagiotis Andrikopoulos & Nick Webber, 2019. "Understanding time-inconsistent heterogeneous preferences in economics and finance: a practice theory approach," Annals of Operations Research, Springer, vol. 282(1), pages 3-26, November.
  10. Mihm, Maximilian & Ozbek, Kemal, 2019. "On the identification of changing tastes," Games and Economic Behavior, Elsevier, vol. 116(C), pages 203-216.
  11. Stephen L Cheung & Nathan Rogut, 2024. "Portfolio framing and diversification in a disposition effect experiment," Working Papers 2024-17, University of Sydney, School of Economics.
  12. Liu, Xin, 2021. "Diversification in lottery-like features and portfolio pricing discount: Evidence from closed-end funds," Journal of Empirical Finance, Elsevier, vol. 62(C), pages 1-11.
  13. Lepone, Grace & Tian, Gary, 2020. "Usage of conditional orders and the disposition effect in the stock market," Pacific-Basin Finance Journal, Elsevier, vol. 61(C).
  14. Page, Lionel & Savage, David & Torgler, Benno, 2012. "Variation in Risk Seeking Behavior in a Natural Experiment on Large Losses Induced by a Natural Disaster," Economy and Society 130900, Fondazione Eni Enrico Mattei (FEEM).
  15. Hachicha, Fatma & Argoubi, Majdi & Guesmi, Khaled, 2024. "The knowledge domain and emerging trends in Behavioral Finance: A Scientometric Analysis," Research in International Business and Finance, Elsevier, vol. 70(PB).
  16. Eichfelder, Sebastian & Lau, Mona, 2015. "Capitalization of capital gains taxes: (In)attention and turn-of-the-year returns," arqus Discussion Papers in Quantitative Tax Research 195, arqus - Arbeitskreis Quantitative Steuerlehre.
  17. Campbell Pryor & Amy Perfors & Piers D. L. Howe, 2018. "Reversing the endowment effect," Judgment and Decision Making, Society for Judgment and Decision Making, vol. 13(3), pages 275-286, May.
  18. Barberis, Nicholas & Xiong, Wei, 2012. "Realization utility," Journal of Financial Economics, Elsevier, vol. 104(2), pages 251-271.
  19. Fernando Chague & Rodrigo De Losso, Bruno Giovannetti, 2017. "Uncovering Skilled Short-sellers," Working Papers, Department of Economics 2017_01, University of São Paulo (FEA-USP).
  20. Jani Saastamoinen & Niko Suhonen, 2018. "Does betting experience matter in sequential risk taking in horse race wagering?," Economics and Business Letters, Oviedo University Press, vol. 7(4), pages 137-143.
  21. Juanjuan Meng & Xi Weng, 2018. "Can Prospect Theory Explain the Disposition Effect? A New Perspective on Reference Points," Management Science, INFORMS, vol. 64(7), pages 3331-3351, July.
  22. Guiso, Luigi & Sodini, Paolo, 2013. "Household Finance: An Emerging Field," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1397-1532, Elsevier.
  23. Sebastian Eichfelder & Mona Lau, 2015. "Capitalization of capital gains taxes: (In)attention and turn-of-the-year returns," FEMM Working Papers 150019, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
  24. David Card & Stefano DellaVigna & Ulrike Malmendier, 2011. "The Role of Theory in Field Experiments," Journal of Economic Perspectives, American Economic Association, vol. 25(3), pages 39-62, Summer.
  25. An, Li & Argyle, Bronson, 2021. "Overselling winners and losers: How mutual fund managers' trading behavior affects asset prices," Journal of Financial Markets, Elsevier, vol. 55(C).
  26. Nicholas C. Barberis, 2012. "Thirty Years of Prospect Theory in Economics: A Review and Assessment," NBER Working Papers 18621, National Bureau of Economic Research, Inc.
  27. Firth, Chris, 2020. "Protecting investors from themselves: Evidence from a regulatory intervention," Journal of Behavioral and Experimental Finance, Elsevier, vol. 27(C).
  28. Yao, Jing & Li, Duan, 2013. "Prospect theory and trading patterns," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 2793-2805.
  29. Atilgan, Yigit & Bali, Turan G. & Demirtas, K. Ozgur & Gunaydin, A. Doruk, 2020. "Left-tail momentum: Underreaction to bad news, costly arbitrage and equity returns," Journal of Financial Economics, Elsevier, vol. 135(3), pages 725-753.
  30. Bachmann, Kremena, 2024. "Do you have a choice?: Implications for belief updating and the disposition effect," Journal of Economic Psychology, Elsevier, vol. 102(C).
  31. Liao, Jingchi & Peng, Cheng & Zhu, Ning, 2019. "Price and volume dynamics in bubbles," LSE Research Online Documents on Economics 102057, London School of Economics and Political Science, LSE Library.
  32. Duxbury, Darren & Hudson, Robert & Keasey, Kevin & Yang, Zhishu & Yao, Songyao, 2015. "Do the disposition and house money effects coexist? A reconciliation of two behavioral biases using individual investor-level data," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 55-68.
  33. Back, Camila & Morana, Stefan & Spann, Martin, 2023. "When do robo-advisors make us better investors? The impact of social design elements on investor behavior," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 103(C).
  34. Li, Xiangwen & Wu, Wenfeng, 2019. "Portfolio pumping and fund performance ranking: A performance-based compensation contract perspective," Journal of Banking & Finance, Elsevier, vol. 105(C), pages 94-106.
  35. Lee, Eunju & Piqueira, Natalia, 2017. "Short selling around the 52-week and historical highs," Journal of Financial Markets, Elsevier, vol. 33(C), pages 75-101.
  36. Dorow, Anderson & da Costa, Newton & Takase, Emilio & Prates, Wlademir & Da Silva, Sergio, 2018. "On the neural substrates of the disposition effect and return performance," Journal of Behavioral and Experimental Finance, Elsevier, vol. 17(C), pages 16-21.
  37. Massa, Massimo & von Beschwitz, Bastian, 2015. "Biased Shorts: Stock Market Implications of Short Sellers? Disposition Effect," CEPR Discussion Papers 10535, C.E.P.R. Discussion Papers.
  38. Margaria Abreu, 2017. "HOW Biased is the Behavior of the Individual Investor in Warrants?," Working Papers Department of Economics 2017/18, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  39. von Beschwitz, Bastian & Massa, Massimo, 2020. "Biased short: Short sellers' disposition effect and limits to arbitrage," Journal of Financial Markets, Elsevier, vol. 49(C).
  40. Moris S. Strub & Duan Li, 2020. "Failing to Foresee the Updating of the Reference Point Leads to Time-Inconsistent Investment," Operations Research, INFORMS, vol. 68(1), pages 199-213, January.
  41. Liu, Hongqi & Peng, Cameron & Wei, Xiong & Wei, Xiong, 2022. "Taming the bias zoo," LSE Research Online Documents on Economics 109301, London School of Economics and Political Science, LSE Library.
  42. Juhani T. Linnainmaa, 2011. "Why Do (Some) Households Trade So Much?," The Review of Financial Studies, Society for Financial Studies, vol. 24(5), pages 1630-1666.
  43. Bordo, Michael D. & Haubrich, Joseph G., 2010. "Credit crises, money and contractions: An historical view," Journal of Monetary Economics, Elsevier, vol. 57(1), pages 1-18, January.
  44. Ke Liu & Kin Keung Lai & Jerome Yen & Qing Zhu, 2017. "Model of Bias-Driven Trend Followers and Interaction with Manipulators," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 16(02), pages 573-590, March.
  45. Chague, Fernando & De-Losso, Rodrigo & Giovannetti, Bruno, 2019. "The short-selling skill of institutions and individuals," Journal of Banking & Finance, Elsevier, vol. 101(C), pages 77-91.
  46. Christoph Merkle & Jan Müller-Dethard & Martin Weber, 2021. "Closing a mental account: the realization effect for gains and losses," Experimental Economics, Springer;Economic Science Association, vol. 24(1), pages 303-329, March.
  47. Deaves, Richard & Kluger, Brian & Miele, Jennifer, 2018. "An exploratory experimental analysis of path-dependent investment behaviors," Journal of Economic Psychology, Elsevier, vol. 67(C), pages 47-65.
  48. Choi, Darwin, 2019. "Disposition sales and stock market liquidity," Journal of Financial Markets, Elsevier, vol. 45(C), pages 19-36.
  49. Youki Kohsaka & Grzegorz Mardyla & Shinji Takenaka & Yoshiro Tsutsui, 2017. "Disposition Effect and Diminishing Sensitivity: An Analysis Based on a Simulated Experimental Stock Market," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 18(2), pages 189-201, April.
  50. Liscow, Zachary & Fox, Edward, 2022. "The psychology of taxing capital income: Evidence from a survey experiment on the realization rule," Journal of Public Economics, Elsevier, vol. 213(C).
  51. Enrico Rubaltelli & Lorella Lotto & Ilana Ritov & Rino Rumiati, 2015. "Moral investing: Psychological motivations and implications," Judgment and Decision Making, Society for Judgment and Decision Making, vol. 10(1), pages 64-75, January.
  52. Niko Suhonen & Jani Saastamoinen, 2018. "How Do Prior Gains and Losses Affect Subsequent Risk Taking? New Evidence from Individual-Level Horse Race Bets," Management Science, INFORMS, vol. 64(6), pages 2797-2808, June.
  53. Fortin, Ines & Hlouskova, Jaroslava & Tsigaris, Panagiotis, 2016. "The Consumption-Investment Decision of a Prospect Theory Household," Economics Series 322, Institute for Advanced Studies.
  54. Lukas, Moritz & Nöth, Markus, 2021. "Interest rate fixation periods and reference points," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 94(C).
  55. Arvanitis, Stelios & Scaillet, Olivier & Topaloglou, Nikolas, 2020. "Spanning analysis of stock market anomalies under prospect stochastic dominance," Working Papers unige:134101, University of Geneva, Geneva School of Economics and Management.
  56. Che-Yuan Liang, 2017. "Optimal inequality behind the veil of ignorance," Theory and Decision, Springer, vol. 83(3), pages 431-455, October.
  57. Chakravarty, Sugato & Ray, Rina, 2020. "On short-term institutional trading skill, behavioral biases, and liquidity need," Journal of Corporate Finance, Elsevier, vol. 65(C).
  58. Li An & Huijun Wang & Jian Wang & Jianfeng Yu, 2020. "Lottery-Related Anomalies: The Role of Reference-Dependent Preferences," Management Science, INFORMS, vol. 66(1), pages 473-501, January.
  59. Rieger, Marc O. & Wang, Mei & Phan, Thuy Chung & Gong, Yujing, 2022. "Trend following or reversal: Does culture affect predictions and trading behavior?," Global Finance Journal, Elsevier, vol. 54(C).
  60. Francisco Gomes & Michael Haliassos & Tarun Ramadorai, 2021. "Household Finance," Journal of Economic Literature, American Economic Association, vol. 59(3), pages 919-1000, September.
  61. Dorow, Anderson & Da Costa Jr, Newton & Takase, Emilio & Prates, Wlademir & Da Silva, Sergio, 2017. "On the neural substrates of the disposition effect and return performance," MPRA Paper 83354, University Library of Munich, Germany.
  62. Nicholas C. Barberis, 2009. "A Model of Casino Gambling," NBER Working Papers 14947, National Bureau of Economic Research, Inc.
  63. Easley, David & Yang, Liyan, 2015. "Loss aversion, survival and asset prices," Journal of Economic Theory, Elsevier, vol. 160(C), pages 494-516.
  64. Stefano DellaVigna, 2009. "Psychology and Economics: Evidence from the Field," Journal of Economic Literature, American Economic Association, vol. 47(2), pages 315-372, June.
  65. Marco Pleßner, 2017. "The disposition effect: a survey," Management Review Quarterly, Springer, vol. 67(1), pages 1-30, February.
  66. Arie Harel & Jack Clark Francis & Giora Harpaz, 2018. "Alternative utility functions: review, analysis and comparison," Review of Quantitative Finance and Accounting, Springer, vol. 51(3), pages 785-811, October.
  67. Liao, Jingchi & Peng, Cameron & Zhu, Ning, 2021. "Extrapolative bubbles and trading volume," LSE Research Online Documents on Economics 118887, London School of Economics and Political Science, LSE Library.
  68. Anat Bracha, 2020. "Investment Decisions and Negative Interest Rates," Management Science, INFORMS, vol. 66(11), pages 5316-5340, November.
  69. Ma, T. & Fraser-Mackenzie, P.A.F. & Sung, M. & Kansara, A.P. & Johnson, J.E.V., 2022. "Are the least successful traders those most likely to exit the market? A survival analysis contribution to the efficient market debate," European Journal of Operational Research, Elsevier, vol. 299(1), pages 330-345.
  70. Markus Dertwinkel-Kalt & Jonas Frey, 2020. "Optimal Stopping in a Dynamic Salience Model," CESifo Working Paper Series 8496, CESifo.
  71. Arkes, Hal R. & Hirshleifer, David & Jiang, Danling & Lim, Sonya S., 2010. "A cross-cultural study of reference point adaptation: Evidence from China, Korea, and the US," Organizational Behavior and Human Decision Processes, Elsevier, vol. 112(2), pages 99-111, July.
  72. Flepp, Raphael & Meier, Philippe & Franck, Egon, 2021. "The effect of paper outcomes versus realized outcomes on subsequent risk-taking: Field evidence from casino gambling," Organizational Behavior and Human Decision Processes, Elsevier, vol. 165(C), pages 45-55.
  73. Nicholas Barberis & Wei Xiong, 2009. "What Drives the Disposition Effect? An Analysis of a Long‐Standing Preference‐Based Explanation," Journal of Finance, American Finance Association, vol. 64(2), pages 751-784, April.
  74. James Choi & David Laibson & Brigitte Madrain & Andrew Metrick, 2007. "Reinforcement Learning in Investment Behavior," Levine's Bibliography 122247000000001737, UCLA Department of Economics.
  75. Lu, Xiaomeng & Zhang, Xianjun & Guo, Jiaojiao & Yue, Pengpeng, 2024. "Digital finance era: Will individual investors become better players?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
  76. Wang, Kemin & Zhang, Guanglong & Zhou, Lin, 2023. "Managerial disposition effect: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 78(C).
  77. Rosato, Antonio, 2017. "Sequential negotiations with loss-averse buyers," European Economic Review, Elsevier, vol. 91(C), pages 290-304.
  78. Rawley Z. Heimer & Alp Simsek, 2017. "Should Retail Investors' Leverage Be Limited?," NBER Working Papers 24176, National Bureau of Economic Research, Inc.
  79. Pasquariello, Paolo, 2014. "Prospect Theory and market quality," Journal of Economic Theory, Elsevier, vol. 149(C), pages 276-310.
  80. Liu, Hongqi & Peng, Cameron & Xiong, Wei A. & Xiong, Wei, 2022. "Taming the bias zoo," Journal of Financial Economics, Elsevier, vol. 143(2), pages 716-741.
  81. Baker, Malcolm & Pan, Xin & Wurgler, Jeffrey, 2012. "The effect of reference point prices on mergers and acquisitions," Journal of Financial Economics, Elsevier, vol. 106(1), pages 49-71.
  82. Son, Nguyen Truong & Nguyen, Nhat Minh, 2019. "Prospect theory value and idiosyncratic volatility: Evidence from the Korean stock market," Journal of Behavioral and Experimental Finance, Elsevier, vol. 21(C), pages 113-122.
  83. Vassilis A. Efthymiou & George N. Leledakis, 2014. "The price impact of the disposition effect on the ex-dividend day of NYSE and AMEX common stocks," Quantitative Finance, Taylor & Francis Journals, vol. 14(4), pages 711-724, April.
  84. Zhang, Xiaotao & Wang, Ziqiao & Hao, Jing & Liu, Jiubiao, 2022. "Stock market entry timing and retail investors' disposition effect," International Review of Financial Analysis, Elsevier, vol. 82(C).
  85. Karolis Liaudinskas, 2022. "Human vs. Machine: Disposition Effect among Algorithmic and Human Day Traders," Working Paper 2022/6, Norges Bank.
  86. Jean-Philippe Bouchaud & Damien Challet, 2016. "Why have asset price properties changed so little in 200 years," Papers 1605.00634, arXiv.org.
  87. Page, Lionel & Savage, David A. & Torgler, Benno, 2014. "Variation in risk seeking behaviour following large losses: A natural experiment," European Economic Review, Elsevier, vol. 71(C), pages 121-131.
  88. Dorn, Daniel & Strobl, Günter, 2023. "Rational disposition effects: Theory and evidence," Journal of Banking & Finance, Elsevier, vol. 153(C).
  89. Kahya, Evrim Hilal & Ekinci, Cumhur, 2022. "Disposition bias among Borsa Istanbul investors: What do we know about type, size and trading frequency?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 35(C).
  90. Bansal, Avijit & Jacob, Joshy, 2022. "Impact of Price Path on Disposition Bias," Journal of Banking & Finance, Elsevier, vol. 143(C).
  91. Jakusch, Sven Thorsten & Meyer, Steffen & Hackethal, Andreas, 2019. "Taming models of prospect theory in the wild? Estimation of Vlcek and Hens (2011)," SAFE Working Paper Series 146, Leibniz Institute for Financial Research SAFE, revised 2019.
  92. Jakusch, Sven Thorsten, 2017. "On the applicability of maximum likelihood methods: From experimental to financial data," SAFE Working Paper Series 148, Leibniz Institute for Financial Research SAFE, revised 2017.
  93. Hermann, Daniel & Mußhoff, Oliver & Rau, Holger A., 2019. "The disposition effect when deciding on behalf of others," Journal of Economic Psychology, Elsevier, vol. 74(C).
  94. Kohsaka Youki & Grzegorz Mardyla & Shinji Takenaka & Yoshiro Tsutsui, 2013. "Disposition Effect and Loss Aversion: An Analysis Based on a Simulated Experimental Stock Market," Discussion Papers in Economics and Business 13-02, Osaka University, Graduate School of Economics.
  95. Ormos, Mihály & Joó, István, 2011. "Diszpozíciós hatás a magyar tőkepiacon [Disposition effect in the Hungarian capital market]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 743-758.
  96. Yu, Bin & Shen, Yifan & Jin, Xuejun & Xu, Qi, 2022. "Does prospect theory explain mutual fund performance? Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 73(C).
  97. Ormos, Mihály & Joó, István, 2014. "Are Hungarian investors reluctant to realize their losses?," Economic Modelling, Elsevier, vol. 40(C), pages 52-58.
  98. Zsurkis, Gabriel & Nicolau, João & Rodrigues, Paulo M.M., 2024. "First passage times in portfolio optimization: A novel nonparametric approach," European Journal of Operational Research, Elsevier, vol. 312(3), pages 1074-1085.
  99. Eom, Yunsung, 2018. "The opposite disposition effect: Evidence from the Korean stock index futures market," Finance Research Letters, Elsevier, vol. 26(C), pages 261-265.
  100. Talpsepp, Tõnn & Vaarmets, Tarvo, 2019. "The disposition effect, performance, stop loss orders and education," Journal of Behavioral and Experimental Finance, Elsevier, vol. 24(C).
  101. Yang-Yu Liu & Jose C Nacher & Tomoshiro Ochiai & Mauro Martino & Yaniv Altshuler, 2014. "Prospect Theory for Online Financial Trading," PLOS ONE, Public Library of Science, vol. 9(10), pages 1-7, October.
  102. Ruanmin Cao & Lajos Horváth & Zhenya Liu & Yuqian Zhao, 2020. "A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis," Review of Quantitative Finance and Accounting, Springer, vol. 54(1), pages 335-358, January.
  103. Figlioli, Bruno & Lemes, Sirlei & Lima, Fabiano Guasti, 2020. "In search for good news: The relationship between accounting information, bounded rationality and hard-to-value stocks," Emerging Markets Review, Elsevier, vol. 44(C).
  104. Bao, Helen X.H. & Gong, Cynthia Miao, 2017. "Reference-dependent analysis of capital structure and REIT performance," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 69(C), pages 38-49.
  105. Jaroslava Hlouskova & Panagiotis Tsigaris, 2012. "Capital income taxation and risk taking under prospect theory," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 19(4), pages 554-573, August.
  106. Nicholas Barberis & Ming Huang, 2006. "The Loss Aversion / Narrow Framing Approach to the Equity Premium Puzzle," NBER Working Papers 12378, National Bureau of Economic Research, Inc.
  107. Pereira Reichhardt, Joaquín & Iqbal, Tabassum, 2014. "Investment Decisions: Are we fully-Rational?," MPRA Paper 57686, University Library of Munich, Germany.
  108. Dierick, Nicolas & Heyman, Dries & Inghelbrecht, Koen & Stieperaere, Hannes, 2019. "Financial attention and the disposition effect," Journal of Economic Behavior & Organization, Elsevier, vol. 163(C), pages 190-217.
  109. He, Wen & Li, Yan, 2020. "Comparing with the average: Reference points and market reactions to above-average earnings surprises," Journal of Banking & Finance, Elsevier, vol. 117(C).
  110. Nicholas C. Barberis, 2013. "Thirty Years of Prospect Theory in Economics: A Review and Assessment," Journal of Economic Perspectives, American Economic Association, vol. 27(1), pages 173-196, Winter.
  111. Chen, Chen & Lu, Xiaomeng & Zhang, Yixing, 2023. "Is attention-based stock buying profitable? Empirical evidence from Chinese individual investors," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
  112. Guo, Jing & He, Xue Dong, 2017. "Equilibrium asset pricing with Epstein-Zin and loss-averse investors," Journal of Economic Dynamics and Control, Elsevier, vol. 76(C), pages 86-108.
  113. Ebert, Sebastian & Hilpert, Christian, 2019. "Skewness preference and the popularity of technical analysis," Journal of Banking & Finance, Elsevier, vol. 109(C).
  114. Philipp Strack & Paul Viefers, 2021. "Too Proud to Stop: Regret in Dynamic Decisions," Journal of the European Economic Association, European Economic Association, vol. 19(1), pages 165-199.
  115. Alexia Gaudeul & Caterina Giannetti, 2021. "Fostering the adoption of robo-advisors: A 3-weeks online stock-trading experiment," Discussion Papers 2021/275, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
  116. Sravani Bharandev & Sapar Narayan Rao, 2021. "Does The Association Between Abnormal Trading Volumes And Historical Prices Explain Disposition Effect?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(1), pages 141-151, March.
  117. Baucells, Manel & Weber, Martin & Welfens, Frank, 2007. "Reference point formation over time : a weighting function approach," Papers 07-43, Sonderforschungsbreich 504.
  118. Firth, Chris, 2015. "The disposition effect in the absence of taxes," Economics Letters, Elsevier, vol. 136(C), pages 55-58.
  119. James Bashall & Gizelle D. Willows & Darron West, 2018. "The Extent to Which Professional Advice Can Reduce the Disposition Effect: An Emerging Market Study," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 17(2), pages 229-249, August.
  120. Li An & Huijun Wang & Jian Wang & Jianfeng Yu, 2015. "Lottery-related anomalies: the role of reference-dependent preferences," Globalization Institute Working Papers 259, Federal Reserve Bank of Dallas.
  121. Arthur Carvalho & Stanko Dimitrov & Kate Larson, 2018. "On proper scoring rules and cumulative prospect theory," EURO Journal on Decision Processes, Springer;EURO - The Association of European Operational Research Societies, vol. 6(3), pages 343-376, November.
  122. Ahn, Yongkil, 2020. "Asymmetric learning and the disposition effect," Economics Letters, Elsevier, vol. 190(C).
  123. Jiangze Bian & Kalok Chan & Donghui Shi & Hao Zhou, 2018. "Do Behavioral Biases Affect Order Aggressiveness?," Review of Finance, European Finance Association, vol. 22(3), pages 1121-1151.
  124. Fenghua Wen & Zhifang He & Xu Gong & Aiming Liu, 2014. "Investors’ Risk Preference Characteristics Based on Different Reference Point," Discrete Dynamics in Nature and Society, Hindawi, vol. 2014, pages 1-9, April.
  125. Gao, Jianjun & Li, Yaoming & Shi, Yun & Xie, Jinyan, 2024. "Multi-period portfolio choice under loss aversion with dynamic reference point in serially correlated market," Omega, Elsevier, vol. 127(C).
  126. Ahn, Yongkil, 2024. "Optimal stopping decisions and the disposition effect," Journal of Behavioral and Experimental Finance, Elsevier, vol. 42(C).
  127. Adam Zaremba & Jacob Koby Shemer, 2018. "Price-Based Investment Strategies," Springer Books, Springer, number 978-3-319-91530-2, February.
  128. Abreu, Margarida, 2019. "How biased is the behavior of the individual investor in warrants?," Research in International Business and Finance, Elsevier, vol. 47(C), pages 139-149.
  129. Edika Quispe-Torreblanca & David Hume & John Gathergood & George Loewenstein & Neil Stewart, 2023. "At the Top of the Mind: Peak Prices and the Disposition Effect," Discussion Papers 2023-09, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
  130. Jonathan E. Ingersoll Jr. & Lawrence J. Jin, 2014. "Realization Utility with Reference-Dependent Preferences," Papers 1408.2859, arXiv.org.
  131. Janssen, Dirk-Jan & Li, Jiangyan & Qiu, Jianying & Weitzel, Utz, 2020. "The disposition effect and underreaction to private information," Journal of Economic Dynamics and Control, Elsevier, vol. 113(C).
  132. Lucia Reis Peixoto Roselli & Adiel Teixeira Almeida, 2022. "Use of the Alpha-Theta Diagram as a decision neuroscience tool for analyzing holistic evaluation in decision making," Annals of Operations Research, Springer, vol. 312(2), pages 1197-1219, May.
  133. Caglayan, Mustafa O. & Lawrence, Edward & Reyes-Peña, Robinson, 2023. "Hot potatoes: Underpricing of stocks following extreme negative returns," Journal of Banking & Finance, Elsevier, vol. 149(C).
  134. Steven Haryanto & Athor Subroto & Maria Ulpah, 2020. "Disposition effect and herding behavior in the cryptocurrency market," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 47(1), pages 115-132, March.
  135. Alex Markle & George Wu & Rebecca White & Aaron Sackett, 2018. "Goals as reference points in marathon running: A novel test of reference dependence," Journal of Risk and Uncertainty, Springer, vol. 56(1), pages 19-50, February.
  136. Menkhoff, Lukas & Nikiforow, Marina, 2009. "Professionals' endorsement of behavioral finance: Does it impact their perception of markets and themselves?," Journal of Economic Behavior & Organization, Elsevier, vol. 71(2), pages 318-329, August.
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