| 行为金融中的处置效应文献综述 |
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| 引用本文： | 陈乾坤.行为金融中的处置效应文献综述[J].唐山学院学报,2012(2):79-82. |
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| 作者姓名： | 陈乾坤 |
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| 作者单位： | 东北财经大学金融学院与应用金融研究中心 |
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| 摘 要： | 基于行为金融的视角对处置效应现象进行梳理,从对处置效应的解释、不同投资主体的处置效应以及异常收益的原因等三个角度对处置效应的国内外文献进行综述,从而建立了处置效应证据的框架。
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| 关 键 词： | 行为金融 处置效应 投资者行为 |
A Literature Review of Disposition Effect in Behavioral Finance |
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| CHEN Qian-kun.A Literature Review of Disposition Effect in Behavioral Finance[J].Journal of Tangshan College,2012(2):79-82. |
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| Authors: | CHEN Qian-kun |
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| Institution: | CHEN Qian-kun(School of Finance and Center for Applied Financial Research,Dongbei University of Finance and Economics,Dalian 116025,China) |
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| Abstract: | The paper expounds the disposition effect from the perspective of behavioral finance,and reviews the relevant literature at home and abroad from three dimensions: the explanation of disposition effect,disposition effect of difficult investors as well as cause for abnormal returns and thereby establishes a framework for the disposition effect evidence. |
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| Keywords: | behavioral finance disposition effect investor behavior |
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