Capital Gains Overhang

Principal Investigator(s):  View help for Principal Investigator(s) Andrew Grant, University of Sydney; Oh Kang Kwon, University of Sydney; Stephen Satchell, Trinity College, University of Cambridge

Version:  View help for Version V1

Name File Type Size Last Modified
Copy of CapitalGainsOverhang.xlsm application/vnd.ms-excel.sheet.macroenabled.12 693.1 KB 10/28/2020 10:48:PM
LQD.csv text/csv 161.8 KB 10/28/2020 10:48:PM
VNQ.csv text/csv 159.3 KB 10/28/2020 10:48:PM
VTV.csv text/csv 157.4 KB 10/28/2020 10:49:PM

Project Citation: 

Grant, Andrew, Kwon, Oh Kang, and Satchell, Stephen . Capital Gains Overhang. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 2020-10-29. https://doi.org/10.3886/E125481V1

Project Description

Summary:  View help for Summary
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).




Related Publications

Download this project

Published Versions

V1 [2020-10-29]

Export Metadata

Dublin Core

DDI 2.5

Report a Problem

Found a serious problem with the data, such as disclosure risk or copyrighted content? Let us know.

This material is distributed exactly as received from the data depositor. As of April 2026, depositors are required to submit study materials in accessible formats. ICPSR has not reviewed, checked, or processed this material. For additional information about the study, please contact the investigator(s) directly. If you have questions about the accessibility of materials distributed by ICPSR or require further assistance, please visit ICPSR's Accessibility Center.