The Impact of Anchoring Bias and Disposition Effect on Momentum Profit: The Role of Stock Liquidity

Fatemeh Soltani; Afsaneh Soroushyar; Masoud Fooladi

Volume 6, Issue 1 , January 2022, , Pages 83-116

https://doi.org/10.30699/ijf.2021.293531.1249

Abstract
  Researchers examined anomalies in the market to understand the market dimensions. Prior studies considered the effects of biases on momentum strategy. Stock liquidity as one of the risk factors for assets was also considered by researchers. The purpose of this study is to examine the role of stock liquidity ...  Read More