Code and data files for "A Rational Theory for Disposition Effects"

Min Dai, Yipeng Jiang, Hong Liu and Jing Xu ()
Additional contact information
Min Dai: National University of Singapore
Yipeng Jiang: National University of Singapore
Hong Liu: Washington University

Computer Codes from Review of Economic Dynamics

Abstract: Code and data to replicate the results of the article.

Language: Matlab; Python
Date: 2021
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https://red-files-public.s3.amazonaws.com/codes/20/20-172/readme.txt (text/plain)
https://red-files-public.s3.amazonaws.com/codes/20/20-172/DE_Code_All.zip
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Related works:
Journal Article: A Rational Theory for Disposition Effects (2023)
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