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.

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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:	Google Scholar

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