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Returns on Initial Public Offerings of Closed-End Funds
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Cited by:
- Philipp Kellerhals, B. & Schobel, Rainer, 2002. "The dynamic behavior of closed-end funds and its implication for pricing, forecasting, and trading," Journal of Banking & Finance, Elsevier, vol. 26(8), pages 1615-1643, August.
- Malcolm Baker & Jeffrey Wurgler, 2000.
"The Equity Share in New Issues and Aggregate Stock Returns,"
Journal of Finance, American Finance Association, vol. 55(5), pages 2219-2257, October.
- Malcolm Baker & Jeffrey Wurgler, 1999. "The Equity Share in New Issues and Aggregate Stock Returns," Yale School of Management Working Papers ysm124, Yale School of Management, revised 01 Jan 2009.
- Alexander S. Sangare, 2005. "Efficience des marchés : un siècle après Bachelier," Revue d'Économie Financière, Programme National Persée, vol. 81(4), pages 107-132.
- David C. Leonard & Terry D. Nixon & David M. Shull, 2005. "Marketing Closed‐End Fund IPOs: An Analysis of the International Stock Funds," The Financial Review, Eastern Finance Association, vol. 40(4), pages 497-518, November.
- Francis Boabang, 2005. "The Opening, Short, Medium and Long Term Performance of Canadian Unit Trust Initial Public Offerings (IPOs)," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 32(7‐8), pages 1519-1536, September.
- Jonathan Berk & Richard Stanton, 2004. "A Rational Model of the Closed-End Fund Discount," NBER Working Papers 10412, National Bureau of Economic Research, Inc.
- Malcolm Baker & Jeffrey Wurgler, 1999. "The Equity Share in New Issues and Aggregate Stock Returns," Yale School of Management Working Papers ysm124, Yale School of Management, revised 01 Jan 2009.
- David Hirshleifer, 2001.
"Investor Psychology and Asset Pricing,"
Journal of Finance, American Finance Association, vol. 56(4), pages 1533-1597, August.
- Hirshleifer, David, 2001. "Investor Psychology and Asset Pricing," MPRA Paper 5300, University Library of Munich, Germany.
- Neal, Robert & Wheatley, Simon M., 1998. "Adverse selection and bid-ask spreads: Evidence from closed-end funds," Journal of Financial Markets, Elsevier, vol. 1(1), pages 121-149, April.
- Leite, Tore, 2004. "Excess initial returns in IPOs," Journal of Financial Intermediation, Elsevier, vol. 13(3), pages 359-377, July.
- Grullon, Gustavo & Albert Wang, F., 2001. "Closed-End Fund Discounts with Informed Ownership Differential," Journal of Financial Intermediation, Elsevier, vol. 10(2), pages 171-205, April.
- 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.
- Johnson, Shane A. & Lin, Ji-Chai & Roy Song, Kyojik, 2006. "Dividend policy, signaling, and discounts on closed-end funds," Journal of Financial Economics, Elsevier, vol. 81(3), pages 539-562, September.
- Severn, Alan K., 1998. "Closed-end funds and sentiment risk," Review of Financial Economics, Elsevier, vol. 7(1), pages 103-119.
- Kräussl, Roman & Pollet, Joshua M. & Stefanova, Denitsa, 2023. "Closed-end funds and discount control mechanisms," CFS Working Paper Series 707, Center for Financial Studies (CFS).
- Diwan, Ishac & Errunza, Vihang & Senbet, Lemma W., 1993. "Empirical perspectives on national index funds," Policy Research Working Paper Series 1206, The World Bank.
- 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.
- Kathleen Weiss Hanley & Charles Lee & Paul Seguin, 1995. "The Marketing of Closed-End Fund IPOs," Center for Financial Institutions Working Papers 94-21, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Owen A. Lamont, 2002. "Evaluating Value Weighting: Corporate Events and Market Timing," NBER Working Papers 9049, National Bureau of Economic Research, Inc.
- Levis, Mario & Thomas, Dylan C., 1995. "Investment trust IPOs: Issuing behaviour and price performance Evidence from the London Stock Exchange," Journal of Banking & Finance, Elsevier, vol. 19(8), pages 1437-1458, November.
- Daniel, Kent & Hirshleifer, David & Teoh, Siew Hong, 2002. "Investor psychology in capital markets: evidence and policy implications," Journal of Monetary Economics, Elsevier, vol. 49(1), pages 139-209, January.
- Tim Brailsford & Richard Heaney & John Powell & Jing Shi, 2000. "Hot and Cold IPO Markets: Identification Using a Regime Switching Model," Multinational Finance Journal, Multinational Finance Journal, vol. 4(1-2), pages 35-68, March-Jun.
- Matthew Spiegel, 1998. "Closed-End Fund Discounts in a Rational Agent Economy," Yale School of Management Working Papers ysm80, Yale School of Management, revised 01 Aug 2000.
- Michael Bleaney, 2004. "Past Returns and Investment Trust Discounts," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 31(9‐10), pages 1505-1523, November.
- Lenkey, Stephen L., 2015. "The closed-end fund puzzle: Management fees and private information," Journal of Financial Intermediation, Elsevier, vol. 24(1), pages 112-129.
- Richard W. Sias, 1997. "Price Pressure And The Role Of Institutional Investors In Closed-End Funds," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 20(2), pages 211-229, June.
- Flynn, Sean Masaki, 2012.
"Noise-trading, costly arbitrage, and asset prices: Evidence from US closed-end funds,"
Journal of Financial Markets, Elsevier, vol. 15(1), pages 108-125.
- 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.
- Kim, Jang-Chul & Song, Kyojik Roy, 2010. "Investment barriers and premiums on closed-end country funds," International Review of Economics & Finance, Elsevier, vol. 19(4), pages 615-626, October.
- Shikha Bhatia & Balwinder Singh, 2012. "Examining the Performance of IPOs," Management and Labour Studies, XLRI Jamshedpur, School of Business Management & Human Resources, vol. 37(3), pages 219-251, August.
- Francis Boabang, 2005. "The Opening, Short, Medium and Long Term Performance of Canadian Unit Trust Initial Public Offerings (IPOs)," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 32(7-8), pages 1519-1536.
- Kenbata Bangassa, 2000. "Performance Of The UK Investment Trust IPO's," Working Papers 2000_20, University of Liverpool, Department of Economics.
- Su H. Chan & Mark H. Stohs & Ko Wang, 2001. "Are Real Estate IPOs a Different Species? Evidence from Hong Kong IPOs," Journal of Real Estate Research, American Real Estate Society, vol. 21(3), pages 337-356.
- Richard W. Sias & Laura T. Starks & Seha M. Tiniç, 2001. "Is Noise Trader Risk Priced?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 24(3), pages 311-329, September.
- Kanis Saengchote & Chittisa Charoenpanich, 2020. "Cash Flow Uncertainty and IPO Underpricing: Evidence from Thai REITs," PIER Discussion Papers 138, Puey Ungphakorn Institute for Economic Research.
- Kim, Doseong & Kim, Yura & Song, Kyojik Roy, 2013. "Payout policies on U.S. closed-end funds," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 345-356.
- James, Kieran E. & How, Janice C. Y. & Izan, H. Y., 1995. "An analysis of the pricing processes of Australian unit trust IPOs," Pacific-Basin Finance Journal, Elsevier, vol. 3(2-3), pages 285-301, July.
- Matthew Spiegel, 1997. "Closed-End Fund Discounts in a Rational Agent Economy," Finance 9712002, University Library of Munich, Germany.
- Kiymaz, Halil, 2000. "The initial and aftermarket performance of IPOs in an emerging market: evidence from Istanbul stock exchange," Journal of Multinational Financial Management, Elsevier, vol. 10(2), pages 213-227, June.
- Su Chan & Jiajin Chen & Ko Wang, 2013. "Are REIT IPOs Unique? The Global Evidence," The Journal of Real Estate Finance and Economics, Springer, vol. 47(4), pages 719-759, November.
- Robert Ferguson & Dean Leistikow, 2004. "Closed‐End Fund Discounts and Expected Investment Performance," The Financial Review, Eastern Finance Association, vol. 39(2), pages 179-202, May.
- Rathnayake, Dilesha Nawadali & Louembé, Pierre Axel & Kassi, Diby François & Sun, Gang & Ning, Ding, 2019. "Are IPOs underpriced or overpriced? Evidence from an emerging market," Research in International Business and Finance, Elsevier, vol. 50(C), pages 171-190.