Capital Gains Overhang
- Grant, Andrew (University of Sydney)
- Kwon, Oh Kang (University of Sydney)
- Satchell, Stephen (Trinity College, University of Cambridge)
AbstractThe 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).
Is version of
Update Metadata: 2020-10-29 | Issue Number: 1 | Registration Date: 2020-10-29