Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Vassilis A. Efthymiou"'
Publikováno v:
International Review of Economics & Finance. 72:405-421
This study places Dubofsky’s (1992) “limit order adjustment hypothesis” under the microscope of an intraday analysis, which employs a minute-by-minute trade and quote data recorded during the ex-dividend days of common stocks listed on NYSE, AM
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c033b26743538d69b726ab73db6aa5a4
https://doi.org/10.1016/j.iref.2020.11.017
https://doi.org/10.1016/j.iref.2020.11.017
This study places Dubofsky’s (1992) “limit order adjustment hypothesis” under the microscope of an intraday analysis, which employs a minute-by-minute trade and quote data recorded during the ex-dividend days of common stocks listed on NYSE, AM
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::84c7cd484c7e1f4eefb5f556c54a5282
https://mpra.ub.uni-muenchen.de/49770/1/MPRA_paper_49770.pdf
https://mpra.ub.uni-muenchen.de/49770/1/MPRA_paper_49770.pdf
We empirically test whether the disposition effect, the inclination of investors to sell winning stocks more readily than losing stocks, has an asymmetrical impact on the price adjustment on the ex-dividend day. Using aggregate market data for a samp
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::feed0dea0c926ca7f64e32c0a3b1026c
https://mpra.ub.uni-muenchen.de/28791/1/MPRA_paper_28791.pdf
https://mpra.ub.uni-muenchen.de/28791/1/MPRA_paper_28791.pdf