The Price Impact of the Disposition Effect on the Ex-Dividend Day of NYSE and AMEX Common Stocks

SSRN Electronic Journal ◽

10.2139/ssrn.1755647 ◽

2011 ◽

Author(s):

Vassilis A. Efthymiou ◽

George N. Leledakis

Keyword(s):

Price Impact ◽

Disposition Effect ◽

Common Stocks

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The price impact of the disposition effect on the ex-dividend day of NYSE and AMEX common stocks

Quantitative Finance ◽

10.1080/14697688.2014.891759 ◽

2014 ◽

Vol 14 (4) ◽

pp. 711-724 ◽

Cited By ~ 3

Author(s):

Vassilis A. Efthymiou ◽

George N. Leledakis

Keyword(s):

Price Impact ◽

Disposition Effect ◽

Common Stocks

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The Price Impact of the Disposition Effect on the Ex-Dividend Day of NYSE and AMEX Common Stocks

CFA Digest ◽

10.2469/dig.v44.n6.24 ◽

2014 ◽

Vol 44 (6) ◽

Author(s):

Nitin Joshi

Keyword(s):

Price Impact ◽

Disposition Effect ◽

Common Stocks

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The Aggregate Price Impact of the Disposition Effect

SSRN Electronic Journal ◽

10.2139/ssrn.1102011 ◽

2008 ◽

Cited By ~ 1

Author(s):

Hyuk Choe ◽

Yunsung Eom

Keyword(s):

Price Impact ◽

Disposition Effect

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Does Buyer Knowledge of Seller's Initial Purchase Price Impact Housing Prices? A Behavioral Study on Anchoring and Multiple Reference Points

10.15396/eres2002_203 ◽

2002 ◽

Keyword(s):

Housing Prices ◽

Price Impact ◽

Reference Points ◽

Behavioral Study ◽

Purchase Price ◽

Multiple Reference

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Real Estate Risk Measurement: Comparing Commercial Property with Common Stocks

AIMR Conference Proceedings ◽

10.2469/cp.v1995.n3.9 ◽

1995 ◽

Vol 1995 (3) ◽

pp. 43-49, 58-60

Author(s):

David M. Geitner

Keyword(s):

Real Estate ◽

Risk Measurement ◽

Commercial Property ◽

Common Stocks

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Diminishing Sensitivity Vs. Loss Aversion: A General Equilibrium Model of the Disposition Effect, Asset Prices and Trading Volume

SSRN Electronic Journal ◽

10.2139/ssrn.1355398 ◽

2009 ◽

Author(s):

Yan Li ◽

Liyan Yang

Keyword(s):

General Equilibrium ◽

Loss Aversion ◽

Equilibrium Model ◽

Asset Prices ◽

Trading Volume ◽

General Equilibrium Model ◽

Disposition Effect ◽

Diminishing Sensitivity

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The Price Impact of Large Hedging Trades

SSRN Electronic Journal ◽

10.2139/ssrn.1536604 ◽

2009 ◽

Author(s):

Brian J. Henderson ◽

Neil D. Pearson

Keyword(s):

Price Impact

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Winning Probability Dynamics and the Disposition Effect

SSRN Electronic Journal ◽

10.2139/ssrn.1785578 ◽

2010 ◽

Author(s):

Adam Z.K. Wang

Keyword(s):

Disposition Effect ◽

Winning Probability

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The Impact of the Disposition Effect on Liquidity and Stock Prices

SSRN Electronic Journal ◽

10.2139/ssrn.1885298 ◽

2011 ◽

Author(s):

Darwin Choi

Keyword(s):

Stock Prices ◽

Disposition Effect ◽

The Impact

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The Intricate Relation between Return, Market Value and Past Performance of Common Stocks in the United States 1926-2006

SSRN Electronic Journal ◽

10.2139/ssrn.1930216 ◽

2011 ◽

Author(s):

Glenn N. Pettengill ◽

Werner F.M. DeBondt ◽

Jungshik Hur ◽

Vivek Singh

Keyword(s):

United States ◽

Market Value ◽

The United States ◽

Past Performance ◽

Common Stocks

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