https://scholars.lib.ntu.edu.tw/handle/123456789/103587
DC 欄位 | 值 | 語言 |
---|---|---|
dc.contributor.author | Hung, Mao-Wei | en |
dc.contributor.author | Yu, H.-Y. | en |
dc.creator | Hung, M.-W.;Yu, H.-Y. | - |
dc.date | 2006 | en |
dc.date.accessioned | 2008-10-22T06:01:35Z | - |
dc.date.accessioned | 2018-06-29T12:16:48Z | - |
dc.date.available | 2008-10-22T06:01:35Z | - |
dc.date.available | 2018-06-29T12:16:48Z | - |
dc.date.issued | 2006 | - |
dc.identifier.issn | 00036846 | - |
dc.identifier.uri | http://ntur.lib.ntu.edu.tw//handle/246246/84749 | - |
dc.identifier.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-33749852144&doi=10.1080%2f00036840500427403&partnerID=40&md5=4bd0c6f3f38dc55025b7b74d987e0ed8 | - |
dc.description.abstract | A portfolio choice model is provided to illustrate the disposition effect under irrational belief in mean reversion assumption. Higher cognitive reference, stronger irrational belief in mean reversion magnitude and less risk aversion all strengthen the disposition effect in the model. The equilibrium market interest rate is priced after the market clearing condition is employed. The grater disposition effect reduces the capital mobility from the stock market to the bond market and thus mitigates the dropping of the market interest rate. | - |
dc.format | application/pdf | en |
dc.format.extent | 167951 bytes | - |
dc.format.mimetype | application/pdf | - |
dc.language | en | en |
dc.language.iso | en_US | - |
dc.relation | Applied Economics 38 (18): 2147-2157 | en |
dc.relation.ispartof | Applied Economics | en_US |
dc.subject.other | capital flow; interest rate; market conditions; model; stock market | - |
dc.title | A Heterogeneous Model of Disposition Effect | en |
dc.type | journal article | en |
dc.identifier.doi | 10.1080/00036840500427403 | - |
dc.identifier.scopus | 2-s2.0-33749852144 | - |
item.fulltext | with fulltext | - |
dc.relation.pages | 2147-2157 | - |
dc.relation.journalvolume | 38 | - |
dc.relation.journalissue | 18 | - |
dc.identifier.uri.fulltext | http://ntur.lib.ntu.edu.tw/bitstream/246246/84749/1/30.pdf | - |
item.languageiso639-1 | en_US | - |
item.cerifentitytype | Publications | - |
item.fulltext | no fulltext | - |
item.openairecristype | http://purl.org/coar/resource_type/c_6501 | - |
item.openairetype | journal article | - |
item.grantfulltext | none | - |
crisitem.author.dept | International Business | - |
crisitem.author.parentorg | College of Management | - |
顯示於: | 國際企業學系 |
在 IR 系統中的文件,除了特別指名其著作權條款之外,均受到著作權保護,並且保留所有的權利。