Nick Chappel

University of Sydney Business School

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The Reach of the Disposition Effect: Large Sample Evidence Across Investor Classes

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 33 Posted: 21 Mar 2002
UWA Business School, M250, University of Sydney Business School, The University of Western Australia - Department of Accounting and Finance and University of Sydney
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Citation 25

Abstract:

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Disposition effect, behavioural finance, tax-loss selling, house-money effect, prospect theory