Jing Xu

National University of Singapore (NUS)

Bukit Timah Road 469 G

Singapore, 117591

Singapore

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Scholarly Papers (1)

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Multiple Birds, One Stone: Can Portfolio Rebalancing Contribute to Disposition Effect-related Trading Patterns?

Number of pages: 47 Posted: 06 Apr 2015 Last Revised: 30 Jan 2019
Min Dai, Hong Liu and Jing Xu
National University of Singapore (NUS) - Department of Mathematics, Washington University in St. Louis - Olin Business School and National University of Singapore (NUS)
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Abstract:

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disposition effect, portfolio rebalancing, learning, transaction costs