The Impact of Anchoring Bias and Disposition Effect on Momentum Profit: The Role of Stock Liquidity
Researchers examined anomalies in the market to understand the market dimensions. Prior studies considered the effects of biases on momentum strategy. Stock liquidity as one of the risk factors for assets was also considered by researchers. The purpose of this study is to examine the role of stock l...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Iran Finance Association
2022-01-01
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Series: | Iranian Journal of Finance |
Subjects: | |
Online Access: | https://www.ijfifsa.ir/article_144608_76d34c03bd6839ce9b9e5f1e1b8203fc.pdf |