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The disposition effect and investment performance in the futures market
16 references·16 citing·22 second hopsampled
The disposition effect and investment performance in the futures market (2009)The disposition effect and investment per…Mental Accounting and Consumer Choice (2008)Mental Accounting and Consume…Prospect theory, mental accounting, and momentum (2005)Prospect theory, mental accou…Does Market Experience Eliminate Market Anomalies? (2003)Does Market Experience Elimin…What Makes Investors Trade? (2001)What Makes Investors Trade?Prospect Theory and Asset Prices (2001)Prospect Theory and Asset Pri…Mental Accounting, Loss Aversion, and Individual Stock Returns (2001)Mental Accounting, Loss Avers…Loss Aversion and Seller Behavior: Evidence from the Housing Market (2001)Loss Aversion and Seller Beha…Are Investors Reluctant to Realize Their Losses? (1998)Are Investors Reluctant to Re…Myopic Loss Aversion and the Equity Premium Puzzle (1995)Myopic Loss Aversion and the …Myopic Loss Aversion and the Equity Premium Puzzle (1993)Myopic Loss Aversion and the …Gambling with the House Money and Trying to Break Even: The Effects of Prior Outcomes on Risky Choice (1990)Gambling with the House Money…Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence (1985)The Disposition to Sell Winne…Mental Accounting and Consumer Choice (1985)Mental Accounting and Consume…Mental Accounting and Consumer Choice / Теория ментального учета и потребительский выбор (1985)Mental Accounting and Consume…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …Determinants in Investment Behaviour During The COVID-19 Pandemic (2021)Determinants in Investment Be…An Exploratory Study on the Impact of the COVID-19 Confinement on the Financial Behavior of Individual Investors (2021)An Exploratory Study on the I…Disposition effect in fund managers. Fund and stock-specific factors and the upshot for investors (2020)Disposition effect in fund ma…The disposition effect and the relevance of the reference period: Evidence among sophisticated investors (2019)The disposition effect and th…Disposition effect and herding behavior in the cryptocurrency market (2019)Disposition effect and herdin…Who trades on momentum? (2018)Who trades on momentum?The Use of Field Experiments in Environmental and Resource Economics (2016)The Use of Field Experiments …Behavioral biases on institutional investors: a literature review (2016)Behavioral biases on institut…What premiums do target shareholders expect? Explaining negative returns upon offer announcements (2015)What premiums do target share…Effect of the subprime mortgage crisis on a leading emerging market (2015)Effect of the subprime mortga…Derivative markets in emerging economies: A survey (2015)Derivative markets in emergin…Individual Characteristics and the Disposition Effect: The Opposing Effects of Confidence and Self-Regard (2014)Individual Characteristics an…Identifying the interaction between stock market returns and trading flows of investor types: Looking into the day using daily data (2013)Identifying the interaction b…In Search of the Underlying Mechanism of the Disposition Effect (2011)In Search of the Underlying M…Does Overconfidence Harm Individual Investors? An Empirical Analysis of the Taiwanese Market (2011)Does Overconfidence Harm Indi…Does Market Experience Eliminate Market Anomalies? The Case of Exogenous Market Experience (2011)Does Market Experience Elimin…Status quo bias in decision making (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)Do Investors Trade Too Much? (1999)Familiarity Breeds Investment (2001)Investor Psychology and Asset Pricing (2001)The Framing of Decisions and the Psychology of Choice (1981)Time Discounting and Time Preference: A Critical Review (2002)A perspective on judgment and choice: Mapping bounded rationality. (2003)Risk, Ambiguity, and the Savage Axioms (1961)Judgment under Uncertainty: Heuristics and Biases (1975)Exploration and Exploitation in Organizational Learning (1991)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)Theory of games and economic behavior (2019)Toward a positive theory of consumer choice (1980)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Mental accounting matters (1999)Experimental Tests of the Endowment Effect and the Coase Theorem (2000)Instructional manipulation checks: Detecting satisficing to increase statistical power (2009)Fairness and Retaliation: The Economics of Reciprocity (2000)Presidential Address: Discount Rates (2011)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 1985Mental Accounting and Consumer Choice4,875 cited
  • 1998Are Investors Reluctant to Realize Their Losses?3,721 cited
  • 1985The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence3,550 cited
  • 2008Mental Accounting and Consumer Choice3,415 cited
  • 1995Myopic Loss Aversion and the Equity Premium Puzzle2,486 cited
  • 1990Gambling with the House Money and Trying to Break Even: The Effects of Prior Outcomes on Risky Choice2,378 cited
  • 2001Prospect Theory and Asset Prices1,876 cited
  • 1993Myopic Loss Aversion and the Equity Premium Puzzle1,799 cited
  • 2001Loss Aversion and Seller Behavior: Evidence from the Housing Market1,627 cited
  • 2001What Makes Investors Trade?1,296 cited
  • 1985Mental Accounting and Consumer Choice / Теория ментального учета и потребительский выбор1,250 cited
  • 2003Does Market Experience Eliminate Market Anomalies?1,182 cited
  • 2005Prospect theory, mental accounting, and momentum1,033 cited

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Mental Accounting, Loss Aversion, and Individual Stock Returns
979 cited

Cited by

  • 2011Does Market Experience Eliminate Market Anomalies? The Case of Exogenous Market Experience116 cited
  • 2011In Search of the Underlying Mechanism of the Disposition Effect65 cited
  • 2019Disposition effect and herding behavior in the cryptocurrency market62 cited
  • 2018Who trades on momentum?60 cited
  • 2014Individual Characteristics and the Disposition Effect: The Opposing Effects of Confidence and Self-Regard51 cited
  • 2021An Exploratory Study on the Impact of the COVID-19 Confinement on the Financial Behavior of Individual Investors49 cited
  • 2016The Use of Field Experiments in Environmental and Resource Economics47 cited
  • 2016Behavioral biases on institutional investors: a literature review40 cited
  • 2015Effect of the subprime mortgage crisis on a leading emerging market34 cited
  • 2019The disposition effect and the relevance of the reference period: Evidence among sophisticated investors31 cited
  • 2011Does Overconfidence Harm Individual Investors? An Empirical Analysis of the Taiwanese Market30 cited
  • 2015Derivative markets in emerging economies: A survey29 cited
  • 2021Determinants in Investment Behaviour During The COVID-19 Pandemic27 cited
  • 2013Identifying the interaction between stock market returns and trading flows of investor types: Looking into the day using daily data25 cited
  • 2015What premiums do target shareholders expect? Explaining negative returns upon offer announcements23 cited
  • 2020Disposition effect in fund managers. Fund and stock-specific factors and the upshot for investors23 cited