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Explaining inertia in closed-end fund prices

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  • Bleaney, Michael
  • Smith, R. Todd

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  • Bleaney, Michael & Smith, R. Todd, 2006. "Explaining inertia in closed-end fund prices," Finance Research Letters, Elsevier, vol. 3(2), pages 147-153, June.
    • Handle: RePEc:eee:finlet:v:3:y:2006:i:2:p:147-153
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    References listed on IDEAS

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    1. Whitney K. Newey & Kenneth D. West, 1994. "Automatic Lag Selection in Covariance Matrix Estimation," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 61(4), pages 631-653.
    2. 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.
    3. Frankel, Jeffrey A. & Schmukler, Sergio L., 1997. "Country Funds and Asymmetric Information," Center for International and Development Economics Research, Working Paper Series qt2791c3wm, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
    4. 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.
    5. Bodurtha, James N, Jr & Kim, Dong-Soon & Lee, Charles M C, 1995. "Closed-End Country Funds and U.S. Market Sentiment," The Review of Financial Studies, Society for Financial Studies, vol. 8(3), pages 879-918.
    6. repec:bla:jfinan:v:53:y:1998:i:2:p:673-699 is not listed on IDEAS
    7. 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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