This study extracts two factors related to the variability of Premium/ Discount: a behavioural and a fundamental. Evidence is provided to show that by using both factors one can achieve a better understanding of discounts as theories and the Closed End Funds Puzzle support it. © 2006 Taylor & Francis
Nearly any standard financial model concludes that two assets with identical cash flows must sell fo...
It is well-known that the level of closed-end fund discounts appears to predict the corresponding fu...
This paper examines the proposition that fluctuations in discounts on closed end funds are driven by...
This study extracts two factors related to the variability of Premium/Discount: a behavioural and a ...
Recent studies provide evidence that investors participating in the financial markets, decide for th...
Abstract: There have been many attempts to explain the discount to net asset value of closed-end fu...
This paper seeks to further investigate the quandary of closed-end fund discounts known as the “four...
The existence of closed-end funds discounts/premiums, although an issue largely studied, it is still...
Using multivariate analysis and based on a theoretical framework that we call hybrid theory (which c...
This project discusses the “closed-end fund puzzle,” a term that refers to the persistent but volati...
The purpose of this paper is to present our research on factors that may explain the existence and p...
This article presents a mathematical model for explaining the premiums and discounts to net asset va...
A simple discounting model for pricing closed-end funds is presented. By taking into account managem...
In seeming contradiction of the efficient markets hypothesis, closed-end fund shares typically trade...
Although many characteristics of Chinese closed-end funds resemble those of the U.S. funds, investor...
Nearly any standard financial model concludes that two assets with identical cash flows must sell fo...
It is well-known that the level of closed-end fund discounts appears to predict the corresponding fu...
This paper examines the proposition that fluctuations in discounts on closed end funds are driven by...
This study extracts two factors related to the variability of Premium/Discount: a behavioural and a ...
Recent studies provide evidence that investors participating in the financial markets, decide for th...
Abstract: There have been many attempts to explain the discount to net asset value of closed-end fu...
This paper seeks to further investigate the quandary of closed-end fund discounts known as the “four...
The existence of closed-end funds discounts/premiums, although an issue largely studied, it is still...
Using multivariate analysis and based on a theoretical framework that we call hybrid theory (which c...
This project discusses the “closed-end fund puzzle,” a term that refers to the persistent but volati...
The purpose of this paper is to present our research on factors that may explain the existence and p...
This article presents a mathematical model for explaining the premiums and discounts to net asset va...
A simple discounting model for pricing closed-end funds is presented. By taking into account managem...
In seeming contradiction of the efficient markets hypothesis, closed-end fund shares typically trade...
Although many characteristics of Chinese closed-end funds resemble those of the U.S. funds, investor...
Nearly any standard financial model concludes that two assets with identical cash flows must sell fo...
It is well-known that the level of closed-end fund discounts appears to predict the corresponding fu...
This paper examines the proposition that fluctuations in discounts on closed end funds are driven by...
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