Capital Gains Overhang with a Dynamic Reference Point

Riley, C, Summers, B and Duxbury, D (2020) Capital Gains Overhang with a Dynamic Reference Point. Management Science, 66 (10). pp. 4359-4919. ISSN 0025-1909



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
  • Accepted: 9 May 2019
  • Published (online): 5 February 2020
  • Published: October 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: 04 May 2021 14:51
Status: Published
Publisher: Institute for Operations Research and the Management Sciences
Identification Number: