Closed-end country fund discounts and systematic UK and US market movements: Co-integration and error corrected granger causality tests

Managerial Finance

Volumn 28, Issue 1, 2002, Pages 73-92

  Andrea Bennett, J ^a   Gronewoller, Paul L ^b,c  

^a MASSEY UNIVERSITY   (New Zealand)

^b Mascio Aset Management   (United States)

^c Veterinary Dentistry and Oral Surgery   (United States)

Author keywords

Accounting research; Cointegration; Share prices; Stock markets; United Kingdom; USA

Indexed keywords

EID: 33751507769     PISSN: 03074358     EISSN: 17587743     Source Type: Journal    
DOI: 10.1108/03074350210767654     Document Type: Article

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