Browsing Working Papers by Author "Bansal, Avijit"
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Impact of price path on disposition bias
Bansal, Avijit; Jacob, Joshy (Indian Institute of Management Ahmedabad, 2018)Recent studies, in experimental markets, have illustrated the incremental influence of price path on investor decisions. We empirically demonstrate that the nature of price path significantly impacts the degree of disposition ... -
Ripples on financial networks
Kumar, Sudarshan; Bansal, Avijit; Chakrabartia, Anindya S. (Indian Institute of Management Ahmedabad, 2019)In the financial markets, asset returns exhibit collective dynamics masking individual impacts on the rest of the market. Hence, it is still an open problem to identify how shocks originating from one particular asset ...