Trend Breaks and the Persistence of Closed-End Fund Discounts

Author:

Kim Hyeongwoo,Durmaz Nazif,Lee Hyejin,Sun Yanfei

Publisher

Elsevier BV

Reference59 articles.

1. Does sentiment explain closed-end funds discount? Evidence from bond funds;A Abraham;Financial Review,1993

2. Complex bubble persistence in closed-end country funds;E Ahmed;Journal of Economic Behavior & Organization,1997

3. An LM test for a unit root in the presence of a structural change;C Amsler;Econometric Theory,1995

4. Fear and closed-end fund discounts;S Anderson;Applied Economics Letters,2013

5. The short-run pricing behavior of closedend funds: Bond vs. equity funds;S Anderson;Journal of Financial Services Research,2016

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