*We gratefully acknowledge support for the research from the Australian Stock Exchange. The provision of CHESS data by ASX required that we maintain the confidentiality of these data and required that the data not be made available to other researchers without ASX permission. We have complied with both conditions. This paper is an outgrowth of Nick Chappel's undergraduate honours thesis at The University of Sydney. We acknowledge the helpful comments of commentators and colleagues, especially Phil Dolan, Ken Peasnell, Peter Pope and Peter Swan. We thank Joe Tang for programming assistance. We claim all errors as our own.
The Reach of the Disposition Effect: Large Sample Evidence Across Investor Classes*
Version of Record online: 18 APR 2007
International Review of Finance
Volume 6, Issue 1-2, pages 43–78, March/June 2006
How to Cite
Brown, P., Chappel, N., Da Silva Rosa, R. and Walter, T. (2006), The Reach of the Disposition Effect: Large Sample Evidence Across Investor Classes. International Review of Finance, 6: 43–78. doi: 10.1111/j.1468-2443.2007.00059.x
- Issue online: 18 APR 2007
- Version of Record online: 18 APR 2007
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