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Closed-end fund premia and returns implications for financial market equilibrium · Study

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ArticleClosed-end fund premia and returns implications for financial market equilibrium

Jeffrey Pontiff1995

Article1995

Closed-end fund premia and returns implications for financial market equilibrium

Jeffrey Pontiff

192 citations·0/0 files stored·Journal of Financial Economics

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Financial Markets and Investment Strategies Corporate Finance and Governance Financial Analysis and Corporate Governance

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References

1993Common risk factors in the returns on stocks and bonds 1992The Cross-Section of Expected Stock Returns 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1990Noise Trader Risk in Financial Markets 1981The relationship between return and market value of common stocks 1991Efficient Capital Markets: II 1986Asset pricing and the bid-ask spread 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964

Cited by

2015What explains the dynamics of 100 anomalies?2009Activist arbitrage: A study of open-ending attempts of closed-end funds 2003The Reliability of Fair Value versus Historical Cost Information: Evidence from Closed-End Mutual Funds 2012Closed-End Funds: A Survey 2000Arbitrage and Valuation in the Market for Standard and Poor's Depositary Receipts 2005Performance comparison between exchange-traded funds and closed-end country funds

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Year1995

Typearticle

Published1995-03-01

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations192

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/0304-405x(94)00800-g

openalex_workW2063579883

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