Is the Aggregate Investor Reluctant to Realise Losses? Evidence from Taiwan
By Brad M. Barber, Yi-Tsung Lee, Yu-Jane Liu, Terrance Odean. 2007
242 citations recorded by the source corpus.
Subfields: Accounting, Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/d327dfb75cd1e81e37d62974790d2fc475b3cee4
Citations in the corpus
- Once Burned, Twice Shy: How Naive Learning, Counterfactuals, and Regret Affect the Repurchase of Stocks Previously Sold (2011, unknown): “Although the disposition effect leads investors to sell stocks with strong recent performance, they also tend to buy stocks they do not own that exhibit strong recent performance (Barber et al. 2007; Barber, Odean, and Zhu 2009; Jackson 2003; Odean 1999).”
- The Cross-Section of Speculator Skill: Evidence from Day Trading (2014, unknown): “Barber and Odean (2000) document that the majority of losses incurred at one large discount broker in the United States can be traced to trading costs.”
- Weather-Induced Mood, Institutional Investors, and Stock Returns (2015, unknown): “Frazinni (2006) finds evidence of the disposition effect among U.S. mutual fund managers, whereas Barber et al. (2007), using international data, show consistent evidence in a broader set of investors.”