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文章基本信息

  • 标题:Overconfidence and Excessive Trading Behavior: An Experimental Study
  • 本地全文:下载
  • 作者:Irwan Trinugroho ; Roy Sembel
  • 期刊名称:International Journal of Business and Management
  • 印刷版ISSN:1833-3850
  • 电子版ISSN:1833-8119
  • 出版年度:2011
  • 卷号:6
  • 期号:7
  • 页码:147
  • DOI:10.5539/ijbm.v6n7p147
  • 出版社:Canadian Center of Science and Education
  • 摘要:

    The main objective of the research is to examine the excessive trading hypothesis, investors who have higher
    overconfidence shown by high miscalibration levels will tend to practice aggresive and excessive trading
    strategy. It is an experimental research which combines both between and within subject design. The participants
    are undergraduate students who have already taken financial management course but have not yet invest in real
    capital market. The result of the research shows that high overconfidence investors have higher trading activity
    than low overconfidence investor. The other result shows that among high overconfidence investors, there is no
    trading activity differences between pre and post bad news, whereas among low overconfidence investors, the
    existence of bad news cause trading activity to decrease in the post bad news period. Then, the investment
    returns of high overconfidence investors is significantly lower than that of the low overconfidence investors.

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