Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias
收藏NBER2003-02-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w9499
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资源简介：
In this paper, we estimate the behavioral component of the Grinblatt and Han (2002) model and derive several testable implications about the expected relationship between the preponderance of disposition-prone investors in a market and volume, volatility and stock returns. To do this, we use a large
提供机构：
美国国家经济研究局
创建时间：
2003-02-01
