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 |
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application/vnd.ms-excel.sheet.macroenabled.12 | 693.1 KB | 10/28/2020 10:48:PM |
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text/csv | 161.8 KB | 10/28/2020 10:48:PM |
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text/csv | 159.3 KB | 10/28/2020 10:48:PM |
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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).
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