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Closed-end fund discounts
16 references·6 citing·46 second hop
Closed-end fund discounts (1992)Closed-end fund discountsTheory of rational option pricing (2005)Theory of rational option pri…Closed-end Country Funds and U.S. Market Sentiment (1995)Closed-end Country Funds and …Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios (1993)Efficiency with Costly Inform…Are the Discounts on Closed-End Funds a Sentiment Index? (1993)Are the Discounts on Closed-E…The Persistence of Mutual Fund Performance (1992)The Persistence of Mutual Fun…The impact of institutional trading on stock prices (1992)The impact of institutional t…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Why Does Stock Market Volatility Change Over Time? (1989)Why Does Stock Market Volatil…Management ownership and market valuation (1988)Management ownership and mark…Economic Forces and the Stock Market (1986)Economic Forces and the Stock…Capital Market Equilibrium with Personal Tax (1983)Capital Market Equilibrium wi…Takeover Bids, The Free-Rider Problem, and the Theory of the Corporation (1980)Takeover Bids, The Free-Rider…THE VALUATION OF CLOSED‐END INVESTMENT‐COMPANY SHARES (1977)THE VALUATION OF CLOSED‐END I…Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Theory of the firm: Manageria…AN INVESTOR EXPECTATIONS STOCK PRICE PREDICTIVE MODEL USING CLOSED‐END FUND PREMIUMS (1973)AN INVESTOR EXPECTATIONS STOC…The first global emerging markets investor: Foreign & Colonial Investment Trust 1880–1913 (2013)The first global emerging mar…Mutual Funds (2013)Mutual FundsThe Closed-End Fund Discount (2002)The Closed-End Fund DiscountPRICE PRESSURE AND THE ROLE OF INSTITUTIONAL INVESTORS IN CLOSED‐END FUNDS (1997)PRICE PRESSURE AND THE ROLE O…Investment trust IPOs: Issuing behaviour and price performance Evidence from the London Stock Exchange (1995)Investment trust IPOs: Issuin…World wide security market regularities (1994)World wide security market re…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Mergers and the Market for Corporate Control (1965)The Determination of Financial Structure: The Incentive-Signalling Approach (1977)Large Shareholders and Corporate Control (1986)A Survey of Corporate Governance (1997)Corporate Ownership Around the World (1999)Agency Problems and the Theory of the Firm (1980)Separation of Ownership and Control (1983)Law and Finance (1998)An Intertemporal Capital Asset Pricing Model (1973)Risk, Return, and Equilibrium: Empirical Tests (1973)The arbitrage theory of capital asset pricing (1976)Common risk factors in the returns on stocks and bonds (1993)Industry costs of equity (1997)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings (1989)Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns (1993)Performance Persistence (1995)Career Concerns of Mutual Fund Managers (1999)Essays in Positive Economics (1954)Does the Stock Market Overreact? (1985)A Simple Model of Herd Behavior (1992)Risk Taking by Mutual Funds as a Response to Incentives (1997)Investor Psychology and Asset Pricing (2001)The Geography of Investment: Informed Trading and Asset Prices (2001)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)The Limits of Arbitrage (1995)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)The Nature of the Firm (1937)The Pricing of Options and Corporate Liabilities (1973)Corporate financing and investment decisions when firms have information that investors do not have (1984)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Expected stock returns and volatility (1987)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)The Cross‐Section of Volatility and Expected Returns (2006)
this work references cited by second hop

References

  • 1976Theory of the firm: Managerial behavior, agency costs and ownership structure71,441 cited
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 2005Theory of rational option pricing7,161 cited
  • 1988Management ownership and market valuation6,910 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1986Economic Forces and the Stock Market5,258 cited
  • 1989Why Does Stock Market Volatility Change Over Time?3,433 cited
  • 1980Takeover Bids, The Free-Rider Problem, and the Theory of the Corporation3,093 cited
  • 1992The impact of institutional trading on stock prices2,068 cited
  • 1992The Persistence of Mutual Fund Performance1,040 cited
  • 1993Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios870 cited
  • 1983Capital Market Equilibrium with Personal Tax472 cited
  • 1977THE VALUATION OF CLOSED‐END INVESTMENT‐COMPANY SHARES372 cited
  • 1995Closed-end Country Funds and U.S. Market Sentiment358 cited
  • 1993Are the Discounts on Closed-End Funds a Sentiment Index?265 cited
  • 1973AN INVESTOR EXPECTATIONS STOCK PRICE PREDICTIVE MODEL USING CLOSED‐END FUND PREMIUMS

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262 cited

Cited by

  • 1994World wide security market regularities49 cited
  • 1997PRICE PRESSURE AND THE ROLE OF INSTITUTIONAL INVESTORS IN CLOSED‐END FUNDS47 cited
  • 2002The Closed-End Fund Discount36 cited
  • 1995Investment trust IPOs: Issuing behaviour and price performance Evidence from the London Stock Exchange35 cited
  • 2013The first global emerging markets investor: Foreign & Colonial Investment Trust 1880–191331 cited
  • 2013Mutual Funds21 cited