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DISCOUNTS AND PREMIUMS ON CLOSED‐END MUTUAL FUNDS: A STUDY IN VALUATION
0 references·16 citing·49 second hopsampled
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  • 1984‘Open-ending’ closed-end funds128 cited
  • 1999Managerial performance and the cross-sectional pricing of closed-end funds118 cited
  • 2012The Secondary Market for Hedge Funds and the Closed Hedge Fund Premium96 cited
  • 1993What Moves the Discount on Country Equity Funds?84 cited
  • 2000Noise Trader Risk in Financial Markets67 cited
  • 2008The Secondary Market for Hedge Funds and the Closed Hedge Fund Premium64 cited
  • 2013Who's the Fairest of Them All? Evidence from Closed-End Funds61 cited
  • 1992A RE‐EXAMINATION OF THE RELATIONSHIP BETWEEN CLOSED‐END FUND DISCOUNTS AND EXPENSES57 cited
  • 1997PRICE PRESSURE AND THE ROLE OF INSTITUTIONAL INVESTORS IN CLOSED‐END FUNDS47 cited
  • 2000A Model of Investor Sentiment46 cited
  • 2001Closed-End Fund Discounts with Informed Ownership Differential41 cited
  • 2004The Limits of Arbitrage: Evidence from Exchange Traded Funds38 cited
  • 1994INVESTOR TAX‐TRADING OPPORTUNITIES AND DISCOUNTS ON CLOSED‐END MUTUAL FUNDS34 cited
  • 2002Agency Conflicts in Closed-End Funds: The Case of Rights Offerings30 cited
  • 2005Understanding the Discount: Evidence from European Property Shares

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30 cited
  • 2016Board governance, monetary interest, and closed-end fund performance26 cited