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Managerial performance and the cross-sectional pricing of closed-end funds · Study

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ArticleManagerial performance and the cross-sectional pricing of closed-end funds

Jong‐Bom Chay1999

Article1999

Managerial performance and the cross-sectional pricing of closed-end funds

Jong‐Bom Chay

118 citations·0/0 files stored·Journal of Financial Economics

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Financial Markets and Investment Strategies Corporate Finance and Governance Financial Analysis and Corporate Governance

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References

1993Common risk factors in the returns on stocks and bonds 1997On Persistence in Mutual Fund Performance 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 1996Measuring Fund Strategy and Performance in Changing Economic Conditions 1991Investor Sentiment and the Closed-End Fund Puzzle 1980An Empirical Investigation of the Arbitrage Pricing Theory 1993Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988

Cited by

2012The Secondary Market for Hedge Funds and the Closed Hedge Fund Premium 2008Are ETFs Replacing Index Mutual Funds?2001International Portfolio Investment: Theory, Evidence, and Institutional Framework 2008The Secondary Market for Hedge Funds and the Closed Hedge Fund Premium 2013Who's the Fairest of Them All? Evidence from Closed-End Funds 2006Dividend policy, signaling, and discounts on closed-end funds

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Year1999

Typearticle

Published1999-06-01

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations118

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/s0304-405x(99)00013-6

openalex_workW1509465622

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