SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
INVESTMENT TRUST DISCOUNTS AND ABNORMAL RETURNS: UK EVIDENCE
14 references·2 citing·41 second hop
INVESTMENT TRUST DISCOUNTS AND ABNORMAL RETURNS: UK EVIDENCE (1994)INVESTMENT TRUST DISCOUNTS AND ABNORMAL R…The Tax-Timing Option and the Discounts on Closed-End Investment Companies (1991)The Tax-Timing Option and the…Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Statistical Inference in Inst…A Reappraisal of the Efficiency of Financial Markets (1989)A Reappraisal of the Efficien…Trends and random walks in macroeconomic time series (1988)Trends and random walks in ma…Closed-End Fund Shares' Abnormal Returns and the Information Content of Discounts and Premiums (1988)Closed-End Fund Shares' Abnor…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Closed-end funds versus market efficiency (1986)Closed-end funds versus marke…Lifting the Lid on Closed-End Investment Companies: A Case of Abnormal Returns (1985)Lifting the Lid on Closed-End…Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…‘Open-ending’ closed-end funds (1984)‘Open-ending’ closed-end fundsMeasuring security price performance (1980)Measuring security price perf…The information content of discounts and premiums on closed-end fund shares (1978)The information content of di…Some anomalous evidence regarding market efficiency (1978)Some anomalous evidence regar…THE VALUATION OF CLOSED‐END INVESTMENT‐COMPANY SHARES (1977)THE VALUATION OF CLOSED‐END I…Mutual fund trades and the value of contradictory private information (2009)Mutual fund trades and the va…Prior Performance and Closed-End Fund Discounts (2003)Prior Performance and Closed-…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Risk and return: The case of merging firms (1974)Special Information and Insider Trading (1974)Foundations of Finance. (1977)Noise Trader Risk in Financial Markets (1990)Investor Sentiment and the Closed-End Fund Puzzle (1991)Inefficient Markets (2000)Time Series Regression with a Unit Root (1987)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)An Engine, Not a Camera (2006)The Adjustment of Stock Prices to New Information (1969)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Adjustment of Stock Prices to New Information (2003)Dividend Policy, Growth, and the Valuation of Shares (1961)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)An Empirical Evaluation of Accounting Income Numbers (1968)Using daily stock returns (1985)Event Studies in Economics and Finance (1997)Introductory Econometrics for Finance (2008)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Judgment Under Uncertainty: Heuristics and Biases. (1984)The Cross-Section of Expected Stock Returns (1992)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)The Structure of Scientific Revolutions (1963)The Structure of Scientific Revolutions. (1964)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Efficient Capital Markets: II (1991)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
  • 1985Does the Stock Market Overreact?7,756 cited
  • 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,985 cited
  • 1980Measuring security price performance3,370 cited
  • 1988Trends and random walks in macroeconomic time series2,454 cited
  • 1978Some anomalous evidence regarding market efficiency1,555 cited
  • 1977THE VALUATION OF CLOSED‐END INVESTMENT‐COMPANY SHARES372 cited
  • 1978The information content of discounts and premiums on closed-end fund shares207 cited
  • 1985Lifting the Lid on Closed-End Investment Companies: A Case of Abnormal Returns140 cited
  • 1984‘Open-ending’ closed-end funds128 cited
  • 1989A Reappraisal of the Efficiency of Financial Markets128 cited
  • 1988Closed-End Fund Shares' Abnormal Returns and the Information Content of Discounts and Premiums96 cited
  • 1991The Tax-Timing Option and the Discounts on Closed-End Investment Companies95 cited
  • 1986Closed-end funds versus market efficiency63 cited

Cited by

  • 2009Mutual fund trades and the value of contradictory private information

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

21 cited
  • 2003Prior Performance and Closed-End Fund Discounts20 cited