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Journal of Banking and Finance
Volumn 28, Issue 2, 2004, Pages 353-372
The propensity for local traders in futures markets to ride losses: Evidence of irrational or rational behavior?
Author keywords

Behavioral finance; Disposition effect; Market micro structure; Professional futures traders
Indexed keywords

EID: 0348159699     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(03)00194-8     Document Type: Article
Times cited : (44)
References (11)
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    • Kahneman, D.1    Tversky, A.2
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    • 84978556188 scopus 로고
    • Scalper behavior in futures markets: An empirical examination
    • Kuserke G.J. Locke P.R. Scalper behavior in futures markets: An empirical examination Journal of Futures Markets 13 1993 409-431
    • (1993) Journal of Futures Markets , vol.13 , pp. 409-431
    • Kuserke, G.J.1    Locke, P.R.2
  • 7
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    • Do professional traders exhibit loss realization aversion?
    • Working Paper, George Washington University
    • Locke P. Mann S.C. 2000 Do professional traders exhibit loss realization aversion? Working Paper, George Washington University
    • (2000)
    • Locke, P.1    Mann, S.C.2
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    • Manaster, S.1    Mann, S.C.2
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    • 0010104544 scopus 로고    scopus 로고
    • Are investors reluctant to realize their losses
    • Odean T. Are investors reluctant to realize their losses Journal of Finance 53 1998 1775-1798
    • (1998) Journal of Finance , vol.53 , pp. 1775-1798
    • Odean, T.1
  • 10
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    • The disposition to sell winners too early and ride losses too long: Theory and evidence
    • Shefrin H. Statman M. The disposition to sell winners too early and ride losses too long: Theory and evidence Journal of Finance 40 1985 777-790
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  • 11
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    • Marketmaker behavior in an auction market: An analysis of scalpers in futures markets
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    • Silber, W.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.