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...

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Bibliographic Details
Main Authors: Fatemeh Soltani, Afsaneh Soroushyar, Masoud Fooladi
Format: Article
Language:English
Published: Iran Finance Association 2022-01-01
Series:Iranian Journal of Finance
Subjects:
Online Access:https://www.ijfifsa.ir/article_144608_76d34c03bd6839ce9b9e5f1e1b8203fc.pdf