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A Multifactor Analysis Of Country Fund Returns

Author

Listed:
  • Seth C. Anderson
  • B. Jay Coleman
  • Cheryl J. Frohlich
  • Jeffrey W. Steagall

Abstract

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  • Seth C. Anderson & B. Jay Coleman & Cheryl J. Frohlich & Jeffrey W. Steagall, 2001. "A Multifactor Analysis Of Country Fund Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 24(3), pages 331-346, September.
    • Handle: RePEc:bla:jfnres:v:24:y:2001:i:3:p:331-346
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.2001.tb00773.x
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    References listed on IDEAS

    as
    1. Bekaert, Geert & Urias, Michael S, 1996. "Diversification, Integration and Emerging Market Closed-End Funds," Journal of Finance, American Finance Association, vol. 51(3), pages 835-869, July.
    2. Levy, Haim & Sarnat, Marshall, 1970. "International Diversification of Investment Portfolios," American Economic Review, American Economic Association, vol. 60(4), pages 668-675, September.
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    Cited by:

    1. Iuliana Ismailescu, 2008. "Determinants of the Time-Variation in Emerging-Market Closed-End Fund Premiums: A Comparison between Equity and Bond Funds," The American Economist, Sage Publications, vol. 52(2), pages 54-64, October.
    2. Swanson, Peggy E. & Tsai, Pei-Jung, 2005. "Closed-end country funds and the role of exchange rates in pricing and in determination of premiums and discounts," Journal of Economics and Business, Elsevier, vol. 57(5), pages 388-410.
    3. Anderson, Seth C. & Coleman, B. Jay & Born, Jeffery A., 2001. "A closer look at trading strategies for U.S. equity closed-end investment companies," Financial Services Review, Elsevier, vol. 10(1-4), pages 237-248.

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