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Volumn 40, Issue 1, 2005, Pages 113-129

Trade duration: Information and trade disposition

Author keywords

Behavioral finance; Disposition effect; Microstructure

Indexed keywords


EID: 84978509477     PISSN: 07328516     EISSN: 15406288     Source Type: Journal    
DOI: 10.1111/j.0732-8516.2005.00095.x     Document Type: Article
Times cited : (19)

References (12)
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    • Admati, A.R.1    Pfleiderer, P.2
  • 2
    • 4344699622 scopus 로고    scopus 로고
    • Do behavioral biases affect prices?
    • forthcoming
    • Coval, J.D. and T. Shumway, 2004. Do behavioral biases affect prices? Journal of Finance, forthcoming.
    • (2004) Journal of Finance
    • Coval, J.D.1    Shumway, T.2
  • 3
    • 0039895622 scopus 로고    scopus 로고
    • Execution costs and their intraday variation in futures markets
    • Ferguson, M.F. and S.C. Mann, 2001. Execution costs and their intraday variation in futures markets, Journal of Business 74, 125–160.DOI: 10.1086/209666
    • (2001) Journal of Business , vol.74 , pp. 125-160
    • Ferguson, M.F.1    Mann, S.C.2
  • 4
    • 84971943415 scopus 로고
    • Strategic trading with asymmetrically informed traders and long-lived information
    • Foster, D.F. and S. Viswanathan, 1994. Strategic trading with asymmetrically informed traders and long-lived information, Journal of Financial and Quantitative Research 29, 381–397.
    • (1994) Journal of Financial and Quantitative Research , vol.29 , pp. 381-397
    • Foster, D.F.1    Viswanathan, S.2
  • 6
    • 0345401653 scopus 로고
    • Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
    • Glosten, L.R. and P.R. Milgrom, 1985. Bid, ask and transaction prices in a specialist market with heterogeneously informed traders, Journal of Financial Economics 14, 71–100.DOI: 10.1016/0304-405X(85)90044-3
    • (1985) Journal of Financial Economics , vol.14 , pp. 71-100
    • Glosten, L.R.1    Milgrom, P.R.2
  • 7
    • 0000859303 scopus 로고
    • Continuous auctions and insider trading
    • Kyle, A., 1985. Continuous auctions and insider trading, Econometrica 53(6), 1315–1335.
    • (1985) Econometrica , vol.53 , Issue.6 , pp. 1315-1335
    • Kyle, A.1
  • 8
    • 0001175627 scopus 로고
    • Intertemporal price discovery by market makers: Active experimentation versus passive learning
    • Leach, C.J. and A. Madhavan, 1992. Intertemporal price discovery by market makers: Active experimentation versus passive learning, Journal of Financial Intermediation 2, 207–235.
    • (1992) Journal of Financial Intermediation , vol.2 , pp. 207-235
    • Leach, C.J.1    Madhavan, A.2
  • 10
    • 0031523710 scopus 로고    scopus 로고
    • Why do security prices change? A transaction-level analysis of NYSE stocks
    • Madhavan, A., M. Richardson, and M. Roomans, 1997. Why do security prices change? A transaction-level analysis of NYSE stocks, Review of Financial Studies 10(4), 1035–1064.DOI: 10.1093/rfs/10.4.1035
    • (1997) Review of Financial Studies , vol.10 , Issue.4 , pp. 1035-1064
    • Madhavan, A.1    Richardson, M.2    Roomans, M.3
  • 11
    • 84930063848 scopus 로고
    • The disposition to sell winners too early and ride losers too long: Theory and evidence
    • Shefrin, H. and M. Statman, 1985. The disposition to sell winners too early and ride losers too long: Theory and evidence, Journal of Finance 40, 777–790.
    • (1985) Journal of Finance , vol.40 , pp. 777-790
    • Shefrin, H.1    Statman, M.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.