Individuals’ Asymmetric Choice of Order-type Depending on the Previous Returns
Using all of individuals’ transactions on KSE over 1999-2009, I find the individuals’ asymmetric choice of order- type depending on the previous returns of stocks. Individuals holding winners prefer to sell them with market orders, and individuals holding losers prefer to sell them with limit orders...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
People & Global Business Association (P&GBA)
2018-06-01
|
| Series: | Global Business and Finance Review |
| Subjects: | |
| Online Access: | http://www.gbfrjournal.org/pds/journal/thesis/20180710134910-2G3OQ.pdf |