Ex-Ante Expectations and Portfolio Selection

Dimensions

McInish, T H and Srivastava, R K (1984) Ex-Ante Expectations and Portfolio Selection. The Financial Review, 19 (1). pp. 84-96. ISSN 1540-6288

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Publisher URL: https://doi.org/10.1111/j.1540-6288.1984.tb01086.x

Abstract

Abstract This paper examines differences among investors who are relatively optimistic/pessimistic regarding the performance of the stock market in terms of portfolio composition and trading activity. Findings indicate that investors more pessimistic regarding the stock market are likely to: (1) channel their funds into leveraged and tax advantageous investments, and (2) trade less frequently on the stock market.

Item Type:	Article
Additional Information:	The research paper was published by the author with the affiliation of The University of Texas.
Subjects:	Marketing
Date Deposited:	30 Apr 2019 07:40
Last Modified:	11 Jul 2023 19:23
URI:	https://eprints.exchange.isb.edu/id/eprint/901

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