Replication Data: Ambiguity and Private Investors' Behaviour After Forced Fund Liquidations
Creators:
Steffen Meyer, Charline Uhr
Publication Date:
2024-04-09
Data Category:
Dataset Description:
This dataset, hosted on Mendeley Data, contains the replication data for the study "Ambiguity and Private Investors' Behavior After Forced Fund Liquidations" (Meyer & Uhr, 2024, Journal of Financial Economics). It includes individual investor-level brokerage account data used to examine how private investors respond to forced fund liquidations under conditions of ambiguity, i.e., uncertainty about the probability distribution of outcomes, and how ambiguity aversion shapes subsequent portfolio and trading decisions.
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