Browsing Journal Articles by Author "Vasudevan, Ellapulli V."
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Some gains are riskier than others: Volatility changes and the disposition effect
Vasudevan, Ellapulli V. (Science Direct (Elsevier), 2023-08-08)I examine whether investors revise their beliefs about a stock's risk due to an increase in the stock's volatility. This revision makes loss-averse investors more willing to sell a riskier stock with a paper gain as the ...