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Why do closed-end country funds trade at enormous premiums during currency crises?
16 references·6 citing·47 second hop
Why do closed-end country funds trade at enormous premiums during currency crises? (2000)Why do closed-end country funds trade at …Investor Reaction to Salient News in Closed‐End Country Funds (1998)Investor Reaction to Salient …Excess Volatility and Closed-End Funds (1997)Excess Volatility and Closed-…Emerging equity market volatility (1997)Emerging equity market volati…Diversification, Integration and Emerging Market Closed‐End Funds (1996)Diversification, Integration …Costly Arbitrage: Evidence from Closed-End Funds (1996)Costly Arbitrage: Evidence fr…Exchange Rate Fluctuations, Political Risk, and Stock Returns: Some Evidence from an Emerging Market (1995)Exchange Rate Fluctuations, P…Closed-end Country Funds and U.S. Market Sentiment (1995)Closed-end Country Funds and …Foreign ownership restrictions and stock prices in the Thai capital market (1994)Foreign ownership restriction…Investor Sentiment and the Closed-End Fund Puzzle (1991)Investor Sentiment and the Cl…Investor Diversification and International Equity Markets (1991)Investor Diversification and …Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…International Investment Restrictions and Closed‐End Country Fund Prices (1990)International Investment Rest…International Investments. (1989)International Investments.Asset Pricing in Partially Segmented Markets: Evidence from the Finnish Market (1989)Asset Pricing in Partially Se…A Model of International Asset Pricing with a Constraint on the Foreign Equity Ownership (1986)A Model of International Asse…International Asset Pricing under Mild Segmentation: Theory and Test (1985)International Asset Pricing u…On the dynamics of tracking indices by exchange traded funds in the presence of high volatility (2012)On the dynamics of tracking i…Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation (2011)Testing financial contagion o…Foreign exchange rate exposure and risk premium in international investments: Evidence from American depositary receipts (2007)Foreign exchange rate exposur…On the dual characteristics of closed-end country funds (2002)On the dual characteristics o…Measuring performance of international closed-end funds (2001)Measuring performance of inte…Foreign investor behaviour and the Asian financial crisis (2001)Foreign investor behaviour an…Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)The Sharpe Ratio (1994)Can the Gains from International Diversification Be Achieved without Trading Abroad? 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this work references cited by second hop

References

  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1991Investor Diversification and International Equity Markets2,542 cited
  • 1997Emerging equity market volatility1,703 cited
  • 1991Investor Sentiment and the Closed-End Fund Puzzle1,508 cited
  • 1985International Asset Pricing under Mild Segmentation: Theory and Test1,021 cited
  • 1996Costly Arbitrage: Evidence from Closed-End Funds801 cited
  • 1998Investor Reaction to Salient News in Closed‐End Country Funds432 cited
  • 1996Diversification, Integration and Emerging Market Closed‐End Funds363 cited
  • 1995Closed-end Country Funds and U.S. Market Sentiment358 cited
  • 1986A Model of International Asset Pricing with a Constraint on the Foreign Equity Ownership349 cited
  • 1989International Investments.291 cited
  • 1989Asset Pricing in Partially Segmented Markets: Evidence from the Finnish Market273 cited
  • 1994Foreign ownership restrictions and stock prices in the Thai capital market265 cited
  • 1995Exchange Rate Fluctuations, Political Risk, and Stock Returns: Some Evidence from an Emerging Market265 cited
  • 1990International Investment Restrictions and Closed‐End Country Fund Prices206 cited

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  • 1997Excess Volatility and Closed-End Funds126 cited
  • Cited by

    • 2007Foreign exchange rate exposure and risk premium in international investments: Evidence from American depositary receipts31 cited
    • 2002On the dual characteristics of closed-end country funds28 cited
    • 2012On the dynamics of tracking indices by exchange traded funds in the presence of high volatility27 cited
    • 2001Measuring performance of international closed-end funds27 cited
    • 2011Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation22 cited
    • 2001Foreign investor behaviour and the Asian financial crisis22 cited