The Relation of the Disposition Effect to Mutual Fund Trades and Performance

Preprint

1 January 2010

preprint
Published by Elsevier in SSRN Electronic Journal

https://doi.org/10.2139/ssrn.645841

Abstract

We document that, on average, U.S. equity mutual funds prefer realizing capital losses rather than capital gains. A substantial fraction of the sample, however,

Keywords

MUTUAL FUNDS
DISPOSITION EFFECT
FLOWS
BEHAVIORAL BIASES
PERFORMANCE
STYLE

All Related Versions

Version 1, 2011-01-01, RePEc (Unconfirmed version)

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