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Performance comparison between exchange-traded funds and closed-end country funds

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  • Harper, Joel T.
  • Madura, Jeff
  • Schnusenberg, Oliver
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    File URL: http://www.sciencedirect.com/science/article/B6VGT-4GV9SFW-1/2/02039e7999f323cf18146bf283233399
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of International Financial Markets, Institutions and Money.

    Volume (Year): 16 (2006)
    Issue (Month): 2 (April)
    Pages: 104-122

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    Handle: RePEc:eee:intfin:v:16:y:2006:i:2:p:104-122

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    Web page: http://www.elsevier.com/locate/intfin

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    References

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    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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    1. James M. Poterba & John B. Shoven, 2002. "Exchange-Traded Funds: A New Investment Option for Taxable Investors," American Economic Review, American Economic Association, vol. 92(2), pages 422-427, May.
    2. Dilip K. Patro, 2005. "Stock Market Liberalization and Emerging Market Country Fund Premiums," The Journal of Business, University of Chicago Press, vol. 78(1), pages 135-168, January.
    3. Anita K. Pennathur & Natalya Delcoure & Dwight Anderson, 2002. "Diversification Benefits of iShares and Closed-End Country Funds," Journal of Financial Research, Southern Finance Association & Southwestern Finance Association, vol. 25(4), pages 541-557.
    4. Leonard, David C. & Shull, David M., 1996. "Investor sentiment and the closed-end fund evidence: Impact of the January effect," The Quarterly Review of Economics and Finance, Elsevier, vol. 36(1), pages 117-126.
    5. Patro, Dilip Kumar, 2001. "Market Segmentation and International Asset Prices: Evidence from the Listing of World Equity Benchmark Shares," Journal of Financial Research, Southern Finance Association & Southwestern Finance Association, vol. 24(1), pages 83-98, Spring.
    6. Jobson, J D & Korkie, Bob M, 1981. "Performance Hypothesis Testing with the Sharpe and Treynor Measures," Journal of Finance, American Finance Association, vol. 36(4), pages 889-908, September.
    7. Patro, Dilip Kumar, 2001. "Measuring performance of international closed-end funds," Journal of Banking & Finance, Elsevier, vol. 25(9), pages 1741-1767, September.
    8. Thompson, Rex, 1978. "The information content of discounts and premiums on closed-end fund shares," Journal of Financial Economics, Elsevier, vol. 6(2-3), pages 151-186.
    9. Pontiff, Jeffrey, 1995. "Closed-end fund premia and returns Implications for financial market equilibrium," Journal of Financial Economics, Elsevier, vol. 37(3), pages 341-370, March.
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    Cited by:
    1. Chelley-Steeley, Patricia & Park, Keebong, 2010. "The adverse selection component of exchange traded funds," International Review of Financial Analysis, Elsevier, vol. 19(1), pages 65-76, January.
    2. Chen, Honghui & Morse, Joel N. & Nguyen, Hoang Huy, 2009. "Changes in the liquidity of closed-end country funds after the introduction of World Equity Benchmarks," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(3), pages 1081-1094, August.
    3. Laurent Deville, 2008. "Exchange Traded Funds: History, Trading and Research," Post-Print halshs-00162223, HAL.
    4. Eng Cheah & Wen Chan & Corinne Chieng, 2007. "The Corporate Social Responsibility of Pharmaceutical Product Recalls: An Empirical Examination of U.S. and U.K. Markets," Journal of Business Ethics, Springer, vol. 76(4), pages 427-449, December.
    5. Diaw, Abdou & Hassan, Salwana & Ng Boon Ka, Adam, 2010. "Performance of Islamic and conventional exchange traded funds in Malaysia," MPRA Paper 32601, University Library of Munich, Germany.

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