Does capitalization size affect the pricing of over-trading stocks？
碩士 === 國立高雄第一科技大學 === 財務管理系碩士專班 === 105 === This paper studies how investors’ overconfidence affects their over-trading behavior and thus stock returns anomaly. The main purpose of this paper is to test whether small (large) cap stocks experience higher (lower) stock returns in the future. Using a s...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/2sshf2 |