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Volumn 114, Issue 1, 2012, Pages 69-71

A new measurement method of investor overconfidence

Author keywords

Investor overconfidence; Parkinson volatility; Survey data

Indexed keywords


EID: 80054716562     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2011.09.022     Document Type: Article
Times cited : (11)

References (10)
  • 1
    • 0040884260 scopus 로고    scopus 로고
    • Boys will be boys: gender, overconfidence, and common stock investments
    • Barber B., Odean T. Boys will be boys: gender, overconfidence, and common stock investments. Quarterly Journal of Economics 2001, 141:261-292.
    • (2001) Quarterly Journal of Economics , vol.141 , pp. 261-292
    • Barber, B.1    Odean, T.2
  • 2
    • 8744258405 scopus 로고    scopus 로고
    • Investor psychology and security market under-and overreactions
    • Daniel K., Hirshleifer D., Subrahmanyam A. Investor psychology and security market under-and overreactions. Journal of Finance 1998, 53(6):1839-1885.
    • (1998) Journal of Finance , vol.53 , Issue.6 , pp. 1839-1885
    • Daniel, K.1    Hirshleifer, D.2    Subrahmanyam, A.3
  • 3
    • 0000413822 scopus 로고    scopus 로고
    • A portrait of the individual investor
    • DeBondt W.F.M. A portrait of the individual investor. European Economic Review 1998, 42:831-844.
    • (1998) European Economic Review , vol.42 , pp. 831-844
    • DeBondt, W.F.M.1
  • 7
    • 33947382611 scopus 로고    scopus 로고
    • Measuring volatility with the realized range
    • Martens M., van Dijk D. Measuring volatility with the realized range. Journal of Econometrics 2007, 138:181-207.
    • (2007) Journal of Econometrics , vol.138 , pp. 181-207
    • Martens, M.1    van Dijk, D.2
  • 8
    • 0002484781 scopus 로고
    • The extreme value method for estimating the variance of the rate of return
    • Parkinson M. The extreme value method for estimating the variance of the rate of return. Journal of Business 1980, 53:61-65.
    • (1980) Journal of Business , vol.53 , pp. 61-65
    • Parkinson, M.1
  • 9
    • 0000698976 scopus 로고
    • Approximate means and standard deviations based on distances between percentage points of frequency curves
    • Pearson E.S., Tuckey J.W. Approximate means and standard deviations based on distances between percentage points of frequency curves. Biometrika 1965, 52:533-546.
    • (1965) Biometrika , vol.52 , pp. 533-546
    • Pearson, E.S.1    Tuckey, J.W.2
  • 10
    • 70350217153 scopus 로고    scopus 로고
    • The predictive power of the implied volatility of options traded otc and on exchanges
    • Yu W.W., Lui E.C.K., Wang J.W. The predictive power of the implied volatility of options traded otc and on exchanges. Journal of Banking & Finance 2010, 34(1):1-11.
    • (2010) Journal of Banking & Finance , vol.34 , Issue.1 , pp. 1-11
    • Yu, W.W.1    Lui, E.C.K.2    Wang, J.W.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.