The behaviour of closed-end country fund prices in the Asian NIEs
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DOI: 10.1080/135048594357772
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References listed on IDEAS
- Chowdhury, Abdur R., 1994. "Stock market interdependencies: Evidence from the asian NIEs," Journal of Macroeconomics, Elsevier, vol. 16(4), pages 629-651.
- Bonser-Neal, Catherine, et al, 1990. "International Investment Restrictions and Closed-End Country Fund Prices," Journal of Finance, American Finance Association, vol. 45(2), pages 523-547, June.
- White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-838, May.
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Cited by:
- Samuel Kyle Jones & Michael Stroup, 2010. "Closed-end country fund premiums and economic freedom," Applied Financial Economics, Taylor & Francis Journals, vol. 20(21), pages 1639-1649.
- Philip Inyeob Ji & Sangbae Kim, 2013. "Mean-reversion in closed-end fund discount: evidence from half-life," Applied Economics, Taylor & Francis Journals, vol. 45(32), pages 4503-4515, November.
- George Emm Halkos & Theodore Krintas, 2006. "Behavioural and fundamental explanations of discounts on closed end funds: an empirical analysis," Applied Financial Economics, Taylor & Francis Journals, vol. 16(5), pages 395-404.
- Samuel Jones & Michael Stroup, 2013. "Economic freedom and the mispricing of single-state municipal bond closed-end funds," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 37(2), pages 173-187, April.
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