The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds-Reference-Cited by-同舟云学术

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The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds

Published:2015-09-14 Issue:3 Volume:50 Page:363-386
ISSN:0920-8550
Container-title:Journal of Financial Services Research
language:en
Short-container-title:J Financ Serv Res

Author:

Anderson Seth,Beard T. Randolph,Kim Hyeongwoo,Stern Liliana V.

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Finance,Accounting

Link

http://link.springer.com/content/pdf/10.1007/s10693-015-0227-9.pdf

Reference37 articles.

1. Abraham A, Elan D, Marcus AJ (1993) Does sentiment explain closed-end discounts? Evidence from bond funds. Financ Rev 28:607–16

2. Amihud Y (2002) Illiquidity and stock returns: cross-section and time-series effects. J Financ Markets 5(1):31–56

3. Amihud Y, Mendelson H (1986) Asset pricing and the bid-ask spread. J Financ Econo 17:223–249

4. Anderson SC, Born JA, Schnusenberg O (2010) Closed-end funds, exchange-traded funds, and hedge funds. Springer, New York

5. Bai J, Ng S (2002) Determining the number of factors in approximate factor models. Econometrica 70(1):191–221

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3. Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts;2023

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5. Firm Opacity and the Clustering of Stock Prices: the Case of Financial Intermediaries;Journal of Financial Services Research;2020-08-15

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