EX-ANTE EXPECTATIONS AND PORTFOLIO SELECTION
McInish, T H and Srivastava, R K (1984) EX-ANTE EXPECTATIONS AND PORTFOLIO SELECTION. Financial Review, 19 (1). pp. 84-96.
Full text not available from this repository. (Request a copy)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.
Affiliation: | Indian School of Business |
---|---|
ISB Creiators: |
ISB Creators ORCiD Srivastava, R K https://orcid.org/0000-0002-5236-2375 |
Item Type: | Article |
Additional Information: | The research paper was published by the author with the affiliation of The University of Texas. |
Uncontrolled Keywords: | stock market, investors,investments |
Subjects: | Marketing |
Depositing User: | Veeramani R |
Date Deposited: | 30 Apr 2019 07:40 |
Last Modified: | 30 Apr 2019 07:40 |
URI: | http://eprints.exchange.isb.edu/id/eprint/901 |
Publisher URL: | https://doi.org/10.1111/j.1540-6288.1984.tb01086.x |
Publisher OA policy: | http://sherpa.ac.uk/romeo/issn/0732-8516/ |
Related URLs: |
Actions (login required)
![]() |
View Item |
![]() |
Statistics for this ePrint Item |
Altmetric