Fear and Closed-End Fund Discounts
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Abstract
Suggested Citation
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Other versions of this item:
- S. Anderson & T. R. Beard & H. Kim & L. V. Stern, 2013. "Fear and Closed-End Fund discounts," Applied Economics Letters, Taylor & Francis Journals, vol. 20(10), pages 956-959, July.
Citations
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Cited by:
- Binghui Wu & Tingting Duan, 2019. "Nonlinear Dynamics Characteristic of Risk Contagion in Financial Market Based on Agent Modeling and Complex Network," Complexity, Hindawi, vol. 2019, pages 1-12, June.
- Lutz, Chandler, 2015. "The impact of conventional and unconventional monetary policy on investor sentiment," Journal of Banking & Finance, Elsevier, vol. 61(C), pages 89-105.
- Nazif Durmaz & Hyeongwoo Kim & Hyejin Lee & Yanfei Sun, 2023.
"Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts,"
Auburn Economics Working Paper Series
auwp2023-03, Department of Economics, Auburn University.
- Durmaz, Nazif & Kim, Hyeongwoo & Lee, Hyejin & Sun, Yanfei, 2023. "Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts," MPRA Paper 117789, University Library of Munich, Germany.
- Pereira Reichhardt, Joaquín & Iqbal, Tabassum, 2014. "Investment Decisions: Are we fully-Rational?," MPRA Paper 57686, University Library of Munich, Germany.
More about this item
Keywords
Closed-end fund; discount; investor sentiment; dynamic conditional correlation; multivariate GARCH;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G01 - Financial Economics - - General - - - Financial Crises
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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