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The information content of discounts and premiums on closed-end fund shares

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Author Info
Thompson, Rex
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File URL: http://www.sciencedirect.com/science/article/B6VBX-45KRN51-6K/2/72ea28977d84fa108389e0fe7835369f
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Publisher Info
Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 6 (1978)
Issue (Month): 2-3 ()
Pages: 151-186
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Handle: RePEc:eee:jfinec:v:6:y:1978:i:2-3:p:151-186

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Web page: http://www.elsevier.com/locate/inca/505576

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  1. G. William Schwert, 2002. "Anomalies and Market Efficiency," NBER Working Papers 9277, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  2. Gikas A. Hardouvelis & Rafael La Porta & Thierry A. Wizman, 1993. "What Moves the Discount on Country Equity Funds?," NBER Working Papers 4571, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  3. William M. Gentry & Charles M. Jones & Christopher J. Mayer, 2004. "Do Stock Prices Really Reflect Fundamental Values? The Case of REITs," NBER Working Papers 10850, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  4. Flynn, Sean M., 2005. "Noise-trading, Costly Arbitrage, and Asset Prices: Evidence from US Closed-end Funds," Vassar College Department of Economics Working Paper Series 71, Vassar College Department of Economics. [Downloadable!]
  5. Matthew Spiegel, 1997. "Closed-End Fund Discounts in a Rational Agent Economy," Finance 9712002, EconWPA. [Downloadable!]
  6. Ana-Maria Fuertes & Dylan Thomas, 2004. "Market-wide shocks and anomalous price behaviour: evidence from closed-end funds," Money Macro and Finance (MMF) Research Group Conference 2004 56, Money Macro and Finance Research Group. [Downloadable!]
  7. Jonathan Berk & Richard Stanton, 2004. "A Rational Model of the Closed-End Fund Discount," NBER Working Papers 10412, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  8. Flynn, Sean M., 2005. "Noise-trader Risk: Does it Deter Arbitrage, and Is it Priced?," Vassar College Department of Economics Working Paper Series 69, Vassar College Department of Economics. [Downloadable!]
  9. Flynn, Sean M., 2005. "Sentiment and the Interpretation of News about Fundamentals," Vassar College Department of Economics Working Paper Series 72, Vassar College Department of Economics. [Downloadable!]
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