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Volumn 111, Issue 4, 1996, Pages 1134-1151

Costly arbitrage: Evidence from closed-end funds

(1)  Pontiff, Jeffrey a  

a NONE

Author keywords

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Indexed keywords


EID: 0039021355     PISSN: 00335533     EISSN: None     Source Type: Journal    
DOI: 10.2307/2946710     Document Type: Article
Times cited : (440)

References (22)
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    • Pagan, A.1    Ullah, A.2
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    • Pontiff, Jeffrey, "Closed-End Fund Premia and Returns: Implications for Financial Market Equilibrium," Journal of Financial Economics, XXXVII (1995a), 341-70.
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    • Excess volatility and closed-end funds
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    • _, "Excess Volatility and Closed-End Funds," Working Paper, University of Washington, 1995b, American Economic Review, forthcoming.
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  • 21
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