| dc.contributor | 政大財管系 | en_US |
| dc.creator (作者) | 周冠男;王韻怡 | zh_TW |
| dc.creator (作者) | Chou, Robin K. ;Wang, Yun-Yi | en_US |
| dc.date (日期) | 2011-08 | en_US |
| dc.date.accessioned | 12-Dec-2013 17:11:24 (UTC+8) | - |
| dc.date.available | 12-Dec-2013 17:11:24 (UTC+8) | - |
| dc.date.issued (上傳時間) | 12-Dec-2013 17:11:24 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/62430 | - |
| dc.description.abstract (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. | en_US |
| dc.format.extent | 222333 bytes | - |
| dc.format.mimetype | application/pdf | - |
| dc.language.iso | en_US | - |
| dc.relation (關聯) | Journal of Banking and Finance, 35(8), 2037-2046 | en_US |
| dc.subject (關鍵詞) | Disposition effect;Order aggressiveness;Overconfidence;Signed volume | en_US |
| dc.title (題名) | A Test of the Different Implications of the Overconfidence and Disposition Hypotheses | en_US |
| dc.type (資料類型) | article | en |
| dc.identifier.doi (DOI) | 10.1016/j.jbankfin.2011.01.018 | en_US |
| dc.doi.uri (DOI) | http://dx.doi.org/10.1016/j.jbankfin.2011.01.018 | en_US |
