Market sentiment dispersion and its effects on stock return and volatility
EWK See-To, Y Yang - Electronic Markets, 2017 - Springer
Behavioral economics has revealed that investor sentiment can profoundly affect individual
behavior and decision-making. Recently, the question is no longer whether investor …
behavior and decision-making. Recently, the question is no longer whether investor …
Reverse disposition effect of foreign investors
T Talpsepp - Journal of Behavioral Finance, 2011 - Taylor & Francis
The paper analyses the tendency of investors to realize gains too early and the reluctance to
liquidate losing positions. Analysis is based on the complete transaction data of the Estonian …
liquidate losing positions. Analysis is based on the complete transaction data of the Estonian …
Investor Behaviour, Investor Demographic Characteristics, Investment Style and Individual Investor Portfolio Pe rformance at the Nairobi Securities Exchange
WI Nyamute - 2016 - ir.jkuat.ac.ke
This study sought to determine the relationships among investor behaviour, inves tor
demographic characteristics, investment style and individual investor portfolio performance …
demographic characteristics, investment style and individual investor portfolio performance …
The effect of behaviourial biases on individual investor decisions: a case study of initial public offers at the Nairobi Securities Exchange
EO Jagullice - 2013 - erepository.uonbi.ac.ke
Investigations into the IPO market in Kenya have shown that, on average, IPOs provided
abnormal return in the immediate aftermarket to investors who purchased at the initial …
abnormal return in the immediate aftermarket to investors who purchased at the initial …
The disposition effect and the relevance of the reference period: Evidence among sophisticated investors
Abstract The Disposition Effect (DE) describes the disposition of selling winners too early
and of keeping losers for too long. Conventionally the DE is measure using trades and the …
and of keeping losers for too long. Conventionally the DE is measure using trades and the …
Investors' opinion divergence and stock return volatility: evidence from user-generated content
Y Li, R Xing - … Journal of Data Analysis Techniques and …, 2023 - inderscienceonline.com
This paper examines the relationship between investors' opinion divergence and stock
return volatility using daily UGC data of 66 most discussed stocks from one of the most …
return volatility using daily UGC data of 66 most discussed stocks from one of the most …