-
2
-
-
0002591728
-
Consumer confidence and rational expectations: Are agents' beliefs consistent with the theory
-
Acemoglu, D., and A. Scott. 1994. Consumer Confidence and Rational Expectations: Are Agents' Beliefs Consistent with the Theory. Economic Journal 104:1-19.
-
(1994)
Economic Journal
, vol.104
, pp. 1-19
-
-
Acemoglu, D.1
Scott, A.2
-
3
-
-
0002816156
-
A theory of intraday patterns: Volume and price variability
-
Admati, A. R., and P. Pfleiderer. 1988. A Theory of Intraday Patterns: Volume and Price Variability. Review of Financial Studies 1:3-40.
-
(1988)
Review of Financial Studies
, vol.1
, pp. 3-40
-
-
Admati, A.R.1
Pfleiderer, P.2
-
4
-
-
3242752696
-
Why constrain your mutual fund manager?
-
Almazan, A., K. C. Brown, M. Carlson, and D. A. Chapman. 2004. Why Constrain your Mutual Fund Manager? Journal of Financial Economics 73:289-321.
-
(2004)
Journal of Financial Economics
, vol.73
, pp. 289-321
-
-
Almazan, A.1
Brown, K.C.2
Carlson, M.3
Chapman, D.A.4
-
7
-
-
33947279385
-
Managerial ability, compensation, and the closed-end fund discount
-
Berk, J. B., and R. H. Stanton. 2007. Managerial Ability, Compensation, and the Closed-End Fund Discount. Journal of Finance 62:529-56.
-
(2007)
Journal of Finance
, vol.62
, pp. 529-556
-
-
Berk, J.B.1
Stanton, R.H.2
-
8
-
-
84977716784
-
International investment restrictions and closed-end country fund prices
-
Bonser-Neal, C., G. Bauer, R. Neal, and S. Wheatley. 1990. International Investment Restrictions and Closed-End Country Fund Prices. Journal of Finance 45:523-47.
-
(1990)
Journal of Finance
, vol.45
, pp. 523-547
-
-
Bonser-Neal, C.1
Bauer, G.2
Neal, R.3
Wheatley, S.4
-
9
-
-
33947192390
-
-
Working Paper, Duke University
-
Bradley, M., A. Brav, I. Goldstein, and W. Jiang. 2005. Costly Communication, Shareholder Activism, and Limits to Arbitrage. Working Paper, Duke University.
-
(2005)
Costly Communication, Shareholder Activism, and Limits to Arbitrage
-
-
Bradley, M.1
Brav, A.2
Goldstein, I.3
Jiang, W.4
-
10
-
-
0001909734
-
Does consumer confidence forecast household expenditure? A sentiment index horse race
-
Bram, J., and S. Ludvigson. 1998. Does Consumer Confidence Forecast Household Expenditure? A Sentiment Index Horse Race. FRBNY Economic Policy 4(2):59-78.
-
(1998)
FRBNY Economic Policy
, vol.4
, Issue.2
, pp. 59-78
-
-
Bram, J.1
Ludvigson, S.2
-
11
-
-
0347530051
-
Investor sentiment and the near-term stock market
-
Brown, G. W., and M. T. Cliff. 2004. Investor Sentiment and the Near-Term Stock Market. Journal of Empirical Finance 11:1-27..
-
(2004)
Journal of Empirical Finance
, vol.11
, pp. 1-27
-
-
Brown, G.W.1
Cliff, M.T.2
-
12
-
-
0000412860
-
Does consumer sentiment forecast household spending? If so, why?
-
Carroll, C. D., J. C. Fuhrer, and D. W. Wilcox. 1994. Does Consumer Sentiment Forecast Household Spending? If So, Why? American Economic Review 84:1397-408.
-
(1994)
American Economic Review
, vol.84
, pp. 1397-1408
-
-
Carroll, C.D.1
Fuhrer, J.C.2
Wilcox, D.W.3
-
13
-
-
84868348731
-
-
Working Paper, University of Pennsylvania
-
Chan, J., R. Jain, and Y. Xia. 2005. Market Segmentation, Liquidity Spillover, and Closed-End Country Fund Discounts. Working Paper, University of Pennsylvania.
-
(2005)
Market Segmentation, Liquidity Spillover, and Closed-end Country Fund Discounts
-
-
Chan, J.1
Jain, R.2
Xia, Y.3
-
14
-
-
0002880932
-
Managerial performance and the cross-sectional pricing of closed-end funds
-
Chay, J.-B., and C. A. Trzcinka. 1999. Managerial Performance and the Cross-Sectional Pricing of Closed-End Funds. Journal of Financial Economics 52:379-408.
-
(1999)
Journal of Financial Economics
, vol.52
, pp. 379-408
-
-
Chay, J.-B.1
Trzcinka, C.A.2
-
19
-
-
0030140198
-
The structure of mutual fund charges
-
Chordia, T. 1996. The Structure of Mutual Fund Charges. Journal of Financial Economics 41:3-39.
-
(1996)
Journal of Financial Economics
, vol.41
, pp. 3-39
-
-
Chordia, T.1
-
20
-
-
0041319281
-
Impact of liquidity on premia/discounts in closed-end funds
-
Datar, V. 2001. Impact of Liquidity on Premia/Discounts in Closed-End Funds. Quarterly Review of Economics and Finance 41:119-35.
-
(2001)
Quarterly Review of Economics and Finance
, vol.41
, pp. 119-135
-
-
Datar, V.1
-
21
-
-
10344232031
-
Closed-end vs open-end: The choice of organizational form
-
Deli, D. N., and R. Varma. 2002. Closed-End vs. Open-End: The Choice of Organizational Form. Journal of Corporate Finance 8:1-27.
-
(2002)
Journal of Corporate Finance
, vol.8
, pp. 1-27
-
-
Deli, D.N.1
Varma, R.2
-
22
-
-
84936526743
-
Noise trader risk in financial markets
-
De Long, B., A. Shleifer, L. Summers, and R. Waldman. 1990. Noise Trader Risk in Financial Markets. Journal of Political Economy 98:703-38.
-
(1990)
Journal of Political Economy
, vol.98
, pp. 703-738
-
-
De Long, B.1
Shleifer, A.2
Summers, L.3
Waldman, R.4
-
24
-
-
33947266388
-
-
Charlottesville, Virginia: Association for Investment Management and Research
-
Dimson, E., and C. Minio-Paluello. 2002. The Closed-End Fund Discount. Charlottesville, Virginia: Association for Investment Management and Research.
-
(2002)
The Closed-end Fund Discount
-
-
Dimson, E.1
Minio-Paluello, C.2
-
25
-
-
84936823784
-
Entry and exit decisions under uncertainty
-
Dixit, A. 1989. Entry and Exit Decisions under Uncertainty. Journal of Political Economy 97:620-38.
-
(1989)
Journal of Political Economy
, vol.97
, pp. 620-638
-
-
Dixit, A.1
-
26
-
-
0000822794
-
Super contact and related optimality conditions
-
Dumas, B. 1991. Super Contact and Related Optimality Conditions. Journal of Economic Dynamics and Control 15:675-85.
-
(1991)
Journal of Economic Dynamics and Control
, vol.15
, pp. 675-685
-
-
Dumas, B.1
-
27
-
-
0000446210
-
Investor flows and the assessed performance of open-end mutual funds
-
Edelen, R. 1999. Investor Flows and the Assessed Performance of Open-End Mutual Funds. Journal of Financial Economics 53:439-66.
-
(1999)
Journal of Financial Economics
, vol.53
, pp. 439-466
-
-
Edelen, R.1
-
28
-
-
34248207286
-
Corporate bond market transparency and transaction costs
-
Edwards, A. K., L. Harris, and M. S. Piwowar. 2007. Corporate Bond Market Transparency and Transaction Costs. Journal of Finance 62:1421-51.
-
(2007)
Journal of Finance
, vol.62
, pp. 1421-1451
-
-
Edwards, A.K.1
Harris, L.2
Piwowar, M.S.3
-
30
-
-
0000763880
-
A theory of the interday variations in volume, variance, and trading costs in securities markets
-
Foster, F. D., and S. Viswanathan. 1990. A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets. Review of Financial Studies 3:593-624.
-
(1990)
Review of Financial Studies
, vol.3
, pp. 593-624
-
-
Foster, F.D.1
Viswanathan, S.2
-
31
-
-
0043172465
-
Noise trading, costly arbitrage, and asset prices: Evidence from closed-end funds
-
Gemmill, G., and D. C. Thomas. 2002. Noise Trading, Costly Arbitrage, and Asset Prices: Evidence from Closed-End Funds. Journal of Finance 57:2571-94.
-
(2002)
Journal of Finance
, vol.57
, pp. 2571-2594
-
-
Gemmill, G.1
Thomas, D.C.2
-
32
-
-
33847654792
-
Financial intermediation and the costs of trading in an opaque market
-
Green, R. C., B. Hollifield, and N. Schürhoff. 2007. Financial Intermediation and the Costs of Trading in an Opaque Market. Review of Financial Studies 20:275-314.
-
(2007)
Review of Financial Studies
, vol.20
, pp. 275-314
-
-
Green, R.C.1
Hollifield, B.2
Schürhoff, N.3
-
33
-
-
21144459836
-
A simple model of the taxable and tax-exempt yield curves
-
Green, R. C. 1993. A Simple Model of the Taxable and Tax-Exempt Yield Curves. Review of Financial Studies 6:233-64.
-
(1993)
Review of Financial Studies
, vol.6
, pp. 233-264
-
-
Green, R.C.1
-
34
-
-
0036286965
-
Option exercise games: An application to the equilibrium investment strategies of firms
-
Grenadier, S. R. 2002. Option Exercise Games: An Application to the Equilibrium Investment Strategies of Firms. Review of Financial Studies 15:691-721.
-
(2002)
Review of Financial Studies
, vol.15
, pp. 691-721
-
-
Grenadier, S.R.1
-
35
-
-
33745700743
-
Secondary trading costs in the municipal bond market
-
Harris, L. E., and M. S. Piwowar. 2006. Secondary Trading Costs in the Municipal Bond Market. Journal of Finance 61:1361-97.
-
(2006)
Journal of Finance
, vol.61
, pp. 1361-1397
-
-
Harris, L.E.1
Piwowar, M.S.2
-
36
-
-
84925135657
-
The dynamics of dealer markets under competition
-
Ho, T. S. Y., and H. R. Stoll. 1983. The Dynamics of Dealer Markets Under Competition. Journal of Finance 38:1053-74.
-
(1983)
Journal of Finance
, vol.38
, pp. 1053-1074
-
-
Ho, T.S.Y.1
Stoll, H.R.2
-
37
-
-
34248466747
-
A theoretical and empirical investigation of the dual purpose funds
-
Ingersoll, Jr., J. E. 1976. A Theoretical and Empirical Investigation of the Dual Purpose Funds. Journal of Financial Economics 3:83-123.
-
(1976)
Journal of Financial Economics
, vol.3
, pp. 83-123
-
-
Ingersoll Jr., J.E.1
-
38
-
-
84977736029
-
Investor sentiment and the closed-end fund puzzle
-
Lee, C. M. C., A. Shleifer, and R. H. Thaler. 1991. Investor Sentiment and the Closed-End Fund Puzzle. Journal of Finance 46:76-110.
-
(1991)
Journal of Finance
, vol.46
, pp. 76-110
-
-
Lee, C.M.C.1
Shleifer, A.2
Thaler, R.H.3
-
39
-
-
33750492556
-
Consumer confidence and asset prices: Some empirical evidence
-
Lemmon, M., and E. Portniaguina. 2006. Consumer Confidence and Asset Prices: Some Empirical Evidence. Review of Financial Studies 19:1499-529.
-
(2006)
Review of Financial Studies
, vol.19
, pp. 1499-1529
-
-
Lemmon, M.1
Portniaguina, E.2
-
40
-
-
0010847553
-
Investment trust IPOs: Issuing behavior and price performance. Evidence from the london stock exchange
-
Levis, M., and D. Thomas. 1995. Investment Trust IPOs: Issuing Behavior and Price Performance. Evidence from the London Stock Exchange. Journal of Banking and Finance 19:1437-58.
-
(1995)
Journal of Banking and Finance
, vol.19
, pp. 1437-1458
-
-
Levis, M.1
Thomas, D.2
-
41
-
-
25844492645
-
Corporate yield spreads: Default risk or liquidity? New evidence from the credit default swap market
-
Longstaff, F. A., S. Mithal, and E. Neis. 2005. Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market. Journal of Finance 60:2213-53.
-
(2005)
Journal of Finance
, vol.60
, pp. 2213-2253
-
-
Longstaff, F.A.1
Mithal, S.2
Neis, E.3
-
43
-
-
85025724501
-
On estimating the expected return on the market: An exploratory investigation
-
Merton, R. C. 1980. On Estimating the Expected Return on the Market: An Exploratory Investigation. Journal of Financial Economics 8:323-61.
-
(1980)
Journal of Financial Economics
, vol.8
, pp. 323-361
-
-
Merton, R.C.1
-
45
-
-
0039021355
-
Costly arbitrage: Evidence from closed-end funds
-
Pontiff, J. 1996. Costly Arbitrage: Evidence from Closed-End Funds. Quarterly Journal of Economics 111:1135-51.
-
(1996)
Quarterly Journal of Economics
, vol.111
, pp. 1135-1151
-
-
Pontiff, J.1
-
47
-
-
84944043652
-
A simple implicit measure of the effective bid-ask spread in an efficient market
-
Roll, R. 1984. A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market. Journal of Finance 39:1127-39.
-
(1984)
Journal of Finance
, vol.39
, pp. 1127-1139
-
-
Roll, R.1
-
48
-
-
33746197256
-
Neoclassical finance, alternative finance and the closed-end fund puzzle
-
Ross, S. A. 2002a. Neoclassical Finance, Alternative Finance and the Closed-End Fund Puzzle. European Financial Management 8:129-37.
-
(2002)
European Financial Management
, vol.8
, pp. 129-137
-
-
Ross, S.A.1
-
50
-
-
33645958547
-
Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk
-
Sadka, R. 2006. Momentum and Post-Earnings-Announcement Drift Anomalies: The Role of Liquidity Risk. Journal of Financial Economics 80:309-49.
-
(2006)
Journal of Financial Economics
, vol.80
, pp. 309-349
-
-
Sadka, R.1
-
51
-
-
0009912873
-
Closed-end investment companies in the United States: Risk and return
-
B. Jacquillat ed., Amsterdam: North-Holland
-
Sharpe, W. F., and H. B. Sosin. 1975. Closed-End Investment Companies in the United States: Risk and Return. In B. Jacquillat (ed.), European Finance Association 1974 Proceedings 37-63. Amsterdam: North-Holland.
-
(1975)
European Finance Association 1974 Proceedings
, pp. 37-63
-
-
Sharpe, W.F.1
Sosin, H.B.2
-
57
-
-
0001889189
-
The post-offering price performance of closed-end funds
-
Autumn
-
Weiss, K. 1989. The Post-Offering Price Performance of Closed-End Funds. Financial Management Autumn: 57-67.
-
(1989)
Financial Management
, pp. 57-67
-
-
Weiss, K.1
-
58
-
-
33947223991
-
-
Working Paper, University of Maryland
-
Wermers, R., Y. Wu, and J. Zechner. 2005. Portfolio Performance, Discount Dynamics, and the Turnover of Closed-end Fund Managers. Working Paper, University of Maryland.
-
(2005)
Portfolio Performance, Discount Dynamics, and the Turnover of Closed-end Fund Managers
-
-
Wermers, R.1
Wu, Y.2
Zechner, J.3
-
60
-
-
84944834395
-
An investor expectations stock price predictive model using closed-end fund premiums
-
Zweig, M. E. 1973. An Investor Expectations Stock Price Predictive Model Using Closed-End Fund Premiums. Journal of Finance 28:67-87.
-
(1973)
Journal of Finance
, vol.28
, pp. 67-87
-
-
Zweig, M.E.1
|