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Volumn 26, Issue 8, 2002, Pages 1615-1643

The dynamic behavior of closed-end funds and its implication for pricing, forecasting, and trading

Author keywords

Closed end funds; Dynamic price behavior; Forecasting; Kalman filtering; Portfolio strategies; Premium risk

Indexed keywords


EID: 0036335332     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(01)00175-3     Document Type: Article
Times cited : (2)

References (36)
  • 11
    • 4243287656 scopus 로고    scopus 로고
    • Market segmentation, imperfect information, and closed-end fund discounts
    • Working Paper, Vanderbilt University
    • (1996)
    • Chordia, T.1    Swaminathan, B.2
  • 18
    • 4244206853 scopus 로고    scopus 로고
    • Sentiment, expenses, and arbitrage in explaining the discount on closed-end funds
    • Working Paper, London City University
    • (2000)
    • Gemmill, G.1    Thomas, D.2
  • 27
    • 0009915898 scopus 로고    scopus 로고
    • The UK closed-end fund discount
    • Ph.D. Thesis, London Business School
    • (1998)
    • Minio-Paluello, C.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.