We are grateful to Bill Christie (the editor) and special thanks are due to an anonymous referee for many constructive and illuminating comments and suggestions, which immensely helped us improve the paper. We also thank Susan Ji (the discussant) and other participants at FMA 2008 meeting at Dallas for helpful comments. Jungshik Hur and Vivek Sharma would like to acknowledge the financial support from their respective universities for the study. We are responsible for any errors.
Momentum and the Disposition Effect: The Role of Individual Investors
Version of Record online: 16 SEP 2010
© 2010 Financial Management Association International
Volume 39, Issue 3, pages 1155–1176, Autumn 2010
How to Cite
Hur, J., Pritamani, M. and Sharma, V. (2010), Momentum and the Disposition Effect: The Role of Individual Investors. Financial Management, 39: 1155–1176. doi: 10.1111/j.1755-053X.2010.01107.x
- Issue online: 16 SEP 2010
- Version of Record online: 16 SEP 2010
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