The disposition effect and momentum
By: Mark Grinblatt, Bing Han.
Contributors: Han, Bing.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 8734; Working paper series (National Bureau of Economic Research) -- working paper no. 8734.
Publisher: National Bureau of Economic Research
Published: 2002
Place of publication: Cambridge, MA
Language: eng
Number of pages: 43
Subjects: Stocks -- Prices -- Econometric models.
Genres: Econometric models.
Notes: "January 2002."

JEL no. G0, G1.

Includes bibliographical references (p. 41-43).

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Electronic version available via the Internet at the NBER World Wide Web site.