Capital Gains Overhang

Version
1
Resource Type
Dataset
Creator
  • Grant, Andrew (University of Sydney)
  • Kwon, Oh Kang (University of Sydney)
  • Satchell, Stephen (Trinity College, University of Cambridge)
Publication Date
2020-10-29
Description
  • Abstract

    The data contains prices and turnover for ETFs used in the paper Narrow Framing and Portfolio Choice with Loss Aversion: The Travails of the Mental Accountant

    The File Capital Gains Overhang is a macro-enabled spreadsheet that allows for the computation of the portfolio weights in the three ETFs, for which we report prices, volume traded, and shares outstanding in three separate CSV Files (LQD, VTV, and VNQ).

Availability
Download
This study is freely available to the general public via web download.
Relations
  • Is version of
    DOI: 10.3886/E125481

Update Metadata: 2020-10-29 | Issue Number: 1 | Registration Date: 2020-10-29