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Closed-end funds versus market efficiency
3 references·9 citing·38 second hop
Closed-end funds versus market efficiency (1986)Closed-end funds versus market efficiencyTHE VALUATION OF CLOSED‐END INVESTMENT‐COMPANY SHARES (1977)THE VALUATION OF CLOSED‐END I…A Random Walk Down Wall Street (1973)A Random Walk Down Wall StreetPrice Movements in Speculative Markets : Trends or Random Walks (1961)Price Movements in Speculativ…A Rational Model of the Closed-End Fund Discount (2004)A Rational Model of the Close…The Closed-End Fund Discount (2002)The Closed-End Fund DiscountPositive Feedback Investment Strategies (2000)Positive Feedback Investment …Inefficient Markets (2000)Inefficient MarketsAre Financial Markets Efficient? (2000)Are Financial Markets Efficie…A Model of Investor Sentiment (2000)A Model of Investor SentimentClosed-end Country Funds and U.S. Market Sentiment (1995)Closed-end Country Funds and …INVESTMENT TRUST DISCOUNTS AND ABNORMAL RETURNS: UK EVIDENCE (1994)INVESTMENT TRUST DISCOUNTS AN…Investor Sentiment and the Closed-End Fund Puzzle (1991)Investor Sentiment and the Cl…Does the Stock Market Overreact? (1985)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Prior Performance and Closed-End Fund Discounts (2003)Mutual fund trades and the value of contradictory private information (2009)Economic Forces and the Stock Market (1986)Dividend yields and expected stock returns (1988)Noise Trader Risk in Financial Markets (1990)A model of investor sentiment / (1997)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Dividend Policy, Growth, and the Valuation of Shares (1961)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)Theory of Financial Decision Making. (1988)Investor Sentiment Measures (2004)Mutual Fund Flows and Performance in Rational Markets (2004)Portfolio Performance, Discount Dynamics, and the Turnover of Closed-End Fund Managers (2005)Risk measurement when shares are subject to infrequent trading (1979)Investor Psychology and Asset Pricing (2001)Chapter 18 A survey of behavioral finance (2003)Retail Investor Sentiment and Return Comovements (2006)Theory of Rational Option Pricing (1973)Management ownership and market valuation (1988)The Cross-Section of Expected Stock Returns (1992)Understanding the Discount: Evidence from European Property Shares (2005)Managerial Rents vs. Shareholder Value in Delegated Portfolio Management: The Case of Closed-End Funds (2016)Judgment under Uncertainty: Heuristics and Biases (1974)Prospect Theory: An Analysis of Decision under Risk (1979)Common risk factors in the returns on stocks and bonds (1993)Daily Momentum and Contrarian Behavior of Index Fund Investors (2000)Evolution of investor sentiment: A systematic literature review and bibliometric analysis (2025)Investor sentiment and its implication on global financial markets: a systematic review of literature (2025)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)The Behavior of Stock-Market Prices (1965)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)
this work references cited by second hop

References

  • 1973A Random Walk Down Wall Street1,751 cited
  • 1961Price Movements in Speculative Markets : Trends or Random Walks645 cited
  • 1977THE VALUATION OF CLOSED‐END INVESTMENT‐COMPANY SHARES372 cited

Cited by

  • 1991Investor Sentiment and the Closed-End Fund Puzzle2,004 cited
  • 2000Inefficient Markets1,291 cited
  • 1995Closed-end Country Funds and U.S. Market Sentiment358 cited
  • 2000A Model of Investor Sentiment46 cited
  • 2002The Closed-End Fund Discount36 cited
  • 1994INVESTMENT TRUST DISCOUNTS AND ABNORMAL RETURNS: UK EVIDENCE26 cited
  • 2004A Rational Model of the Closed-End Fund Discount23 cited
  • 2000Positive Feedback Investment Strategies20 cited
  • 2000Are Financial Markets Efficient?16 cited

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