To sell or not to sell? Behavior of shareholders during price collapses

Abstract : It is a common belief that the behavior of shareholders depends upon the direction of price fluctuations: if prices increase they buy, if prices decrease they sell. That belief, however, is more based on ``common sense'' than on facts. In this paper we present evidence for a specific class of shareholders which shows that the actual behavior of shareholders can be markedly different.
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Submitted on : Saturday, January 20, 2007 - 4:23:59 PM
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Bertrand M. Roehner. To sell or not to sell? Behavior of shareholders during price collapses. International Journal of Modern Physics C, World Scientific Publishing, 2001, 12, pp.43-53. ⟨10.1142/S0129183101001390⟩. ⟨hal-00125535⟩

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