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Closed-end fund premia and returns Implications for financial market equilibrium

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Author Info
Pontiff, Jeffrey

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Publisher Info
Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 37 (1995)
Issue (Month): 3 (March)
Pages: 341-370
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Handle: RePEc:eee:jfinec:v:37:y:1995:i:3:p:341-370

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Web page: http://www.elsevier.com/locate/inca/505576

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  1. L. Copeland, Ping Wang, 2000. "Forecasting the returns on UK investment trusts: a comparison," European Journal of Finance, Taylor and Francis Journals, vol. 6(3), pages 298-310, September. [Downloadable!] (restricted)
  2. G. William Schwert, 2002. "Anomalies and Market Efficiency," NBER Working Papers 9277, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  3. Gikas A. Hardouvelis & Rafael La Porta & Thierry A. Wizman, 1993. "What Moves the Discount on Country Equity Funds?," NBER Working Papers 4571, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  4. Matthew Spiegel, 1997. "Closed-End Fund Discounts in a Rational Agent Economy," Finance 9712002, EconWPA. [Downloadable!]
  5. Jennifer Koski & Jeffrey Pontiff, 1996. "How Are Derivatives Used? Evidence from the Mutual Fund Industry," Center for Financial Institutions Working Papers 96-27, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
    Other versions:
  6. Janet K. Smith & Richard L. Smith & Karyn L. Williams, 2000. "The SEC's "Fair Value" Standard for Mutual Fund Investment in Restricted Shares and Other Illiquid Securities," Claremont Colleges Working Papers 2000-39, Claremont Colleges. [Downloadable!]
  7. Ana-Maria Fuertes & Dylan Thomas, 2004. "Market-wide shocks and anomalous price behaviour: evidence from closed-end funds," Money Macro and Finance (MMF) Research Group Conference 2004 56, Money Macro and Finance Research Group. [Downloadable!]
  8. Flynn, Sean M., 2005. "Noise-trader Risk: Does it Deter Arbitrage, and Is it Priced?," Vassar College Department of Economics Working Paper Series 69, Vassar College Department of Economics. [Downloadable!]
  9. Michael Bleaney & R. Todd Smith, . "Closed-End Fund Betas," Discussion Papers 06/04, University of Nottingham, School of Economics. [Downloadable!]
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