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Financial markets / Behavioral finance / Institutional investors / Stock market / Capital gains tax / Rate of return / Short / Futures contract / Momentum / Financial economics / Investment / Finance


Does Disposition Drive Momentum? Tyler Shumway and Guojun Wu∗ May[removed]Abstract
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Document Date: 2006-05-24 22:03:22

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Shanghai / Boston / /

Company

Cox / Shanghai Stock Exchange / /

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United States / China / /

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Company Stock Split / /

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Brigham Young University / University of Virginia / Singapore Management University / Bauer College of Business / National University of Singapore / University of Houston / Stanford University / University of Michigan / /

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mental accounting / /

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Shanghai Stock Exchange Composite / /

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Brigham Young University / University of Virginia / Ross School of Business / University of Houston / Houston / National University of Singapore / Stanford University / University of Michigan / Singapore Management University / Bauer College of Business / /

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Guojun Wu∗ May / Tyler Shumway / Andrea Frazzini / Charles Lee / Coval / Stefan Nagel / Hirshleifer / /

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Texas / Virginia / Michigan / /

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Stanford University / /

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