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Anomalies: Closed-End Mutual Funds

Citations

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Cited by:

  1. Maier, Gunther & Herath, Shanaka, 2009. "Real Estate Market Efficiency. A Survey of Literature," SRE-Discussion Papers 2009/07, WU Vienna University of Economics and Business.
  2. Philipp Kellerhals, B. & Schobel, Rainer, 2002. "The dynamic behavior of closed-end funds and its implication for pricing, forecasting, and trading," Journal of Banking & Finance, Elsevier, vol. 26(8), pages 1615-1643, August.
  3. Alokparna (Sonia) Basu Monga & Deborah Roedder John, 2008. "WHEN DOES NEGATIVE BRAND PUBLICITY HURT? The Moderating Influence of Analytic Versus Holistic Thinking," Working Papers 0044, College of Business, University of Texas at San Antonio.
  4. Frankel, Jeffrey A & Schmukler, Sergio L, 2000. "Country Funds and Asymmetric Information," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 5(3), pages 177-195, July.
  5. Richard W. Sias, 1997. "Price Pressure And The Role Of Institutional Investors In Closed-End Funds," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 20(2), pages 211-229, June.
  6. Artur A. Trzebiński, 2017. "Dryf poogłoszeniowy na przykładzie certyfikatów inwestycyjnych notowanych na Giełdzie Papierów Wartościowych w Warszawie," Bank i Kredyt, Narodowy Bank Polski, vol. 48(2), pages 173-196.
  7. Kim, Woochan & Wei, Shang-Jin, 2002. "Foreign portfolio investors before and during a crisis," Journal of International Economics, Elsevier, vol. 56(1), pages 77-96, January.
  8. Seth Anderson & T. Randolph Beard & Hyeongwoo Kim & Liliana V. Stern, 2016. "The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds," Journal of Financial Services Research, Springer;Western Finance Association, vol. 50(3), pages 363-386, December.
  9. Karan Bhanot & Valeria Martinez & Palani-Rajan Kadapakkam & Sinan Yildirim, 2008. "Trading Profits in Closed-End Fund Tender Offers," Working Papers 0048, College of Business, University of Texas at San Antonio.
  10. Durmaz, Nazif & Kim, Hyeongwoo & Lee, Hyejin & Sun, Yanfei, 2023. "Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts," MPRA Paper 117789, University Library of Munich, Germany.
  11. Halkos, George, 2005. "Determining empirically behavioral and fundamental factors of discounts on closed end funds," MPRA Paper 49280, University Library of Munich, Germany.
  12. Jonathan Berk & Richard Stanton, 2004. "A Rational Model of the Closed-End Fund Discount," NBER Working Papers 10412, National Bureau of Economic Research, Inc.
  13. Teri Lombardi Yohn, 2020. "Research on the use of financial statement information for forecasting profitability," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(3), pages 3163-3181, September.
  14. Levy Yeyati, Eduardo & Schmukler, Sergio L. & Van Horen, Neeltje, 2009. "International financial integration through the law of one price: The role of liquidity and capital controls," Journal of Financial Intermediation, Elsevier, vol. 18(3), pages 432-463, July.
  15. Pereira Reichhardt, Joaquín & Iqbal, Tabassum, 2014. "Investment Decisions: Are we fully-Rational?," MPRA Paper 57686, University Library of Munich, Germany.
  16. Bredin, Don & Cuthbertson, Keith & Nitzsche, Dirk & Thomas, Dylan C., 2014. "Performance and performance persistence of UK closed-end equity funds," International Review of Financial Analysis, Elsevier, vol. 34(C), pages 189-199.
  17. Pasquariello, Paolo & Vega, Clara, 2009. "The on-the-run liquidity phenomenon," Journal of Financial Economics, Elsevier, vol. 92(1), pages 1-24, April.
  18. Anderson, Seth C. & Coleman, B. Jay & Born, Jeffery A., 2001. "A closer look at trading strategies for U.S. equity closed-end investment companies," Financial Services Review, Elsevier, vol. 10(1-4), pages 237-248.
  19. Jeffrey A. Frankel and Sergio L. Shmukler., 1996. "Country Fund Discounts, Asymmetric Information and the Mexican Crisis of 1994: Did Local Residents Turn Pessimistic Before International Investors?," Center for International and Development Economics Research (CIDER) Working Papers C96-067, University of California at Berkeley.
  20. John B. Corgel, 1997. "Property-by-Property Valuation of Publicly Traded Real Estate Firms," Journal of Real Estate Research, American Real Estate Society, vol. 14(1), pages 77-90.
  21. Selda (Ying Fang) Kao & K. Vela Velupillai, 2011. "Behavioural Economics: Classical and Modern," ASSRU Discussion Papers 1126, ASSRU - Algorithmic Social Science Research Unit.
  22. Ming-Shiun Pan & Kam C. Chan & David J. Wright, 2001. "Divergent Expectations And The Asian Financial Crisis Of 1997," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 24(2), pages 219-238, June.
  23. Karan Bhanot & Valeria Martinez & Lalatendu Misra & Jullavut Kittiakaraskun & Sinan Yildirim, 2008. "The behavior of discounts of closed-end funds undergoing open-ending," Working Papers 0092, College of Business, University of Texas at San Antonio.
  24. Wermers, Russ & Wu, Youchang & Zechner, Josef, 2006. "Portfolio performance, discount dynamics, and the turnover of closed-end fund managers," CFR Working Papers 06-12, University of Cologne, Centre for Financial Research (CFR).
  25. Harper, Joel T. & Madura, Jeff & Schnusenberg, Oliver, 2006. "Performance comparison between exchange-traded funds and closed-end country funds," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(2), pages 104-122, April.
  26. Stylianos X. Koufadakis, 2016. "Mispricing Explanations of Closed-End Funds: A Survey Review," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 66(1-2), pages 108-135, January-J.
  27. Lahr, Henry & Kaserer, Christoph, 2009. "Net asset value discounts in listed private equity funds," CEFS Working Paper Series 2009-12, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS).
  28. Xinyi Guo & Jinfeng Li, 2020. "A Novel Twitter Sentiment Analysis Model with Baseline Correlation for Financial Market Prediction with Improved Efficiency," Papers 2003.08137, arXiv.org, revised Apr 2020.
  29. Gao, Lin & Süss, Stephan, 2015. "Market sentiment in commodity futures returns," Journal of Empirical Finance, Elsevier, vol. 33(C), pages 84-103.
  30. Stylianos X. Koufadakis, 2015. "Asymmetries on Closed End Country Funds Premium and Monetary Policy Announcements: An Approach Trough the Perspective of Foreign Countries," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 65(3-4), pages 29-65, july-Dece.
  31. Nazif Durmaz & Hyeongwoo Kim & Hyejin Lee & Yanfei Sun, 2023. "Trend Breaks and the Persistence of Closed-End Fund Discounts," Auburn Economics Working Paper Series auwp2023-08, Department of Economics, Auburn University.
  32. Farhana Rahman, 2022. "Discount Puzzle Of Closed-End Mutual Funds: A Case Of Bangladesh," Papers 2209.13102, arXiv.org.
  33. Palani-Rajan Kadapakkam & Hongxian Zhang & Sinan Yildirim, 2021. "A reexamination of the tendering profit anomaly," Review of Quantitative Finance and Accounting, Springer, vol. 56(4), pages 1475-1501, May.
  34. Wu, Qinqin & Hao, Ying & Lu, Jing, 2017. "Investor sentiment, idiosyncratic risk, and mispricing of American Depository Receipt," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 51(C), pages 1-14.
  35. Jay Wang, Z. & Nanda, Vikram, 2011. "Payout policies and closed-end fund discounts: Signaling, agency costs, and the role of institutional investors," Journal of Financial Intermediation, Elsevier, vol. 20(4), pages 589-619, October.
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