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    政大機構典藏 > 商學院 > 財務管理學系 > 期刊論文 >  Item 140.119/62430


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    题名: A Test of the Different Implications of the Overconfidence and Disposition Hypotheses
    作者: 周冠男;王韻怡
    Chou, Robin K.;Wang, Yun-Yi
    贡献者: 政大財管系
    关键词: Disposition effect;Order aggressiveness;Overconfidence;Signed volume
    日期: 2011-08
    上传时间: 2013-12-12 17:11:24 (UTC+8)
    摘要: Under both the overconfidence and disposition biases, a positive relationship is predicted between prior returns and subsequent trading volume. However, theoretically the overconfidence and disposition effects have different implications on the relationships between the long- and short-position gains of traders and their subsequent buying and selling activities. We examine a unique dataset obtained from the Taiwan Futures Exchange which records all account-level trades and orders. Our data and methodology have the advantage of being able to empirically differentiate these two effects and we demonstrate that different types of traders exhibit different types and levels of behavioral biases.
    關聯: Journal of Banking and Finance, 35(8), 2037-2046
    数据类型: article
    DOI 連結: http://dx.doi.org/10.1016/j.jbankfin.2011.01.018
    DOI: 10.1016/j.jbankfin.2011.01.018
    显示于类别:[財務管理學系] 期刊論文

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