Fenghua Wen, Zhifang He, Zhifeng Dai, Xu Gong. The Effect of Disposition Effect on Stock Price Volatility. In Lean Yu, Guoxing Zhang, Shouyang Wang, editors, Fifth International Conference on Business Intelligence and Financial Engineering, BIFE 2012, Lanzhou, Gansu, China, August 18-21, 2012. pages 390-393, IEEE, 2012. [doi]
Abstract is missing.