Is differential sentiment a cause of closed-end country fund premia? An empirical examination of the Australian case

Applied Economics Letters

Volumn 9, Issue 9, 2002, Pages 615-619

  Simpson, Marc W ^a   Ramchander, Sanjay ^a  

^a Department of Environmental and Radiological Health Sciences   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CAPITAL MARKET; EXCHANGE RATE;

AUSTRALIA;

EID: 0036313658     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/13504850110112567     Document Type: Article

References (23)

1. The 'Life-Cycle' hypothesis of saving: Aggregate implication and tests
2. On the formation of expected inflation under various conditions: Some survey evidence
3. Evaluating the diversification benefits of the New Country Funds
4. Closed-end country funds and US market sentiment
5. Discounts and premiums on closed-end mutual funds: A study in valuation
6. Does consumer confidence forecast household expenditure? A Sentiment Index Horse Race, Federal Reserve Bank of New York
7. Does consumer sentiment forecast household spending? If so, why?
8. Can consumer attitudes forecast the economy?
9. Do closed-end country funds mirror their home markets?
10. Country fund discounts and the Mexican crisis of December 1994: Did local residents turn pessimistic before international investors? Board of Governors of the Federal Reserve System
11. What moves the discount on closed-end country funds?
12. Anticipatory and objective models of durable goods demand
13. Investor sentiment and the closed-end fund puzzle
14. The valuation of closed-end investment company shares
15. Consumer sentiment and the stock market
16. Myths associated with closed-end fund investment company discounts
17. Testing the rationality of inflation forecasts from survey data: Another look at the SRC expected price change data
18. An examination of the discounts and premiums of closed-end investment companies
19. Can consumer sentiment surveys forecast housing starts?
20. An investor expectations stock price predictive model using closed-end fund premiums