Yuegang Zhou

Central University of Finance and Economics

Asistant Professor

39 Xuyuan Nanlu

Haidian District

Beijing, 100081

China

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Scholarly Papers (1)

1.

Reference Price Distributions and Stock Returns: An Analysis Based on the Disposition Effect

Number of pages: 41 Posted: 23 Apr 2010 Last Revised: 31 May 2011
Yuegang Zhou and Xiaoyan Lei
Central University of Finance and Economics and Peking University - CCER
Downloads 174 (138,657)

Abstract:

Prospect theory, Disposition effect, Reference price distribution, Cross sections in stock return