An analysis of investor on disposition effect in the Taiwan Option Market
碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 92 === The tendency to hold losing stocks too long and to sell winning stocks too early has been labeled the disposition effect by Shefrin and Statman (1985). In this paper, we examine trades by option market investors for evidence of disposition effect. We use data...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/99117013506283012163 |