Capital Gains Overhang with a Dynamic Reference Point

Riley, C orcid.org/0000-0003-0325-982X, Summers, B orcid.org/0000-0002-9294-0088 and Duxbury, D (2020) Capital Gains Overhang with a Dynamic Reference Point. Management Science. ISSN 0025-1909

Abstract

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Authors/Creators:
Copyright, Publisher and Additional Information: © 2020, The Author(s). This is an author produced version of a paper published in Management Science. Uploaded in accordance with the publisher's self-archiving policy.
Keywords: reference points; prospect theory; price momentum; asset pricing
Dates:
  • Accepted: 9 May 2019
  • Published (online): 5 February 2020
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Business (Leeds) > Management Division (LUBS) (Leeds) > Management Division Decision Research (LUBS)
Depositing User: Symplectic Publications
Date Deposited: 23 May 2019 10:23
Last Modified: 06 Feb 2020 16:53
Status: Published online
Publisher: Institute for Operations Research and the Management Sciences
Identification Number: https://doi.org/10.1287/mnsc.2019.3404

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