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Articles

Belief in Mean Reversion and the Disposition Effect: An Experimental Test

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Hana Dvorackova, Tomas Tichy & Marek Jochec. (2023) How Do Limit Orders Affect the Disposition Effect on Highly Liquid Markets – Experimental Finance Evidence. Journal of Behavioral Finance 24:3, pages 290-302.
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Paulo Pereira da Silva, Victor Mendes & Margarida Abreu. (2022) The disposition effect among mutual fund participants: a re-examination. The European Journal of Finance 28:12, pages 1237-1256.
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Kelley Bergsma, Andy Fodor & Emily Tedford. (2020) A Closer Look at the Disposition Effect in U.S. Equity Option Markets. Journal of Behavioral Finance 21:1, pages 66-77.
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Articles from other publishers (15)

Benno Guenther & Grace Lordan. (2023) When the disposition effect proves to be rational: Experimental evidence from professional traders. Frontiers in Psychology 14.
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Evrim Hilal Kahya & Cumhur Ekinci. (2022) Disposition bias among Borsa Istanbul investors: What do we know about type, size and trading frequency?. Journal of Behavioral and Experimental Finance 35, pages 100682.
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Maqsood Ahmad. (2022) The role of cognitive heuristic-driven biases in investment management activities and market efficiency: a research synthesis. International Journal of Emerging Markets.
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Christoph Huber, Jürgen Huber & Michael Kirchler. (2022) Volatility shocks and investment behavior. Journal of Economic Behavior & Organization 194, pages 56-70.
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Vanessa Martins Valcanover, Igor Bernardi Sonza & Wesley Vieira da Silva. (2020) Behavioral Finance Experiments: A Recent Systematic Literature Review. SAGE Open 10:4, pages 215824402096967.
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Dirk-Jan Janssen, Jiangyan Li, Jianying Qiu & Utz Weitzel. (2020) The disposition effect and underreaction to private information. Journal of Economic Dynamics and Control 113, pages 103856.
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Carlos Cueva, Iñigo Iturbe-Ormaetxe, Giovanni Ponti & Josefa Tomás. (2019) An experimental analysis of the disposition effect: Who and when?. Journal of Behavioral and Experimental Economics 81, pages 207-215.
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Michael I.C. NwoguguMichael I. C. Nwogugu. 2019. Complex Systems, Multi-Sided Incentives and Risk Perception in Companies. Complex Systems, Multi-Sided Incentives and Risk Perception in Companies 263 339 .
Olivier Corneille, Rudy De Winne & Catherine D’Hondt. (2018) The disposition effect does not survive disclosure of expected price trends. Journal of Behavioral and Experimental Finance 20, pages 80-91.
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Fabrizio Ghisellini & Beryl Y. ChangFabrizio Ghisellini & Beryl Y. Chang. 2018. Behavioral Economics. Behavioral Economics 95 122 .
Kevin Trutmann, Steve Heinke & Jörg Rieskamp. (2021) Expectation Formation and Trading Behavior: How Investment Position Interacts with Information Favorability in Investment Decisions. SSRN Electronic Journal.
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Marc Wierzbitzki, Sebastian Seidens & Markus Rudolf. (2019) Financial Attitudes, Behaviours, and the Disposition Effect. SSRN Electronic Journal.
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Miklos Farkas & Kata VVradi. (2017) Do Individual Investors Consciously Speculate on Reversals? Evidence from Leveraged Warrant Trading. SSRN Electronic Journal.
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Peiran Jiao. (2016) The Double-Channeled Effects of Experience in Individual Decisions: An Experimental Study. SSRN Electronic Journal.
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Kelley Bergsma. (2016) A Strange Disposition? Option Trading Based on Reference Prices. SSRN Electronic Journal.
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