Abnormal Returns on CEFs and in Pre-and-Post-Credit-Crunch Periods
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More about this item
KeywordsClose-end Funds’ Discount-based Strategies; Cointegration;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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