Arbitrage Bounds and the Time Series Properties of the Discount on UK Closed-End Mutual Funds
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- Laurence Copeland, 2007. "Arbitrage Bounds and the Time Series Properties of the Discount on UK Closed-End Mutual Funds," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(1-2), pages 313-330.
- Laurence Copeland, 2005. "Arbitrage Bounds and the Time Series Properties of the Discount on UK Closed-End Mutual Funds," Finance 0504007, EconWPA.
References listed on IDEAS
- Davidson, James & Sibbertsen, Philipp, 2009.
"Tests of bias in log-periodogram regression,"
Elsevier, vol. 102(2), pages 83-86, February.
- Davidson, James & Sibbertsen, Philipp, 2005. "Tests of Bias in Log-Periodogram Regression," Hannover Economic Papers (HEP) dp-317, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- James Davidson & Philipp Sibbertsen, 2008. "Tests of Bias in Log-Periodogram Regression," Discussion Papers 0805, Exeter University, Department of Economics.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Emmanouil Mavrakis, 2011. "Abnormal Returns on CEFs and in Pre-and-Post-Credit-Crunch Periods," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 55-70.
- repec:kap:iaecre:v:16:y:2010:i:1:p:80-95 is not listed on IDEAS
- Christos Alexakis & Emmanouil Mavrakis, 2010. "Is Moderate Market Performance in the U.S. a Sufficient Condition for Abnormal Returns on CEFs?," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 16(1), pages 80-95, February.
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KeywordsMutual Funds; ESTAR;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-02-19 (All new papers)
- NEP-ETS-2006-02-19 (Econometric Time Series)
- NEP-FMK-2006-02-19 (Financial Markets)
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