Evidence on the mean-reverting tendencies of closed-end fund discounts

Financial Review

Volumn 38, Issue 2, 2003, Pages 273-291

  Gasbarro, Dominic ^a   Johnson, Richard D ^b   Zumwalt, J Kenton ^a  

^a MURDOCH UNIVERSITY   (Australia)

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

Author keywords

Closed end fund discounts; Cointegration; Error correction

Indexed keywords

EID: 33751524164     PISSN: 07328516     EISSN: 15406288     Source Type: Journal    
DOI: 10.1111/1540-6288.00046     Document Type: Article

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