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Exchange‐Traded Fund Introductions and Closed‐End Fund Discounts and Volume
16 references·5 citing·49 second hop
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this work references cited by second hop

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1985Using daily stock returns6,497 cited
  • 1990Econometric Models and Economic Forecasts4,945 cited
  • 1995Time‐Varying World Market Integration2,152 cited
  • 1976Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test1,749 cited
  • 1989A nonparametric test for abnormal security-price performance in event studies1,077 cited
  • 1988Withdrawn Security Offerings391 cited
  • 1989The behavior of daily stock market trading volume272 cited
  • 2003Governance and boards of directors in closed-end investment companies182 cited
  • 1996Measuring abnormal daily trading volume for samples of NYSE/ASE and NASDAQ securities using parametric and nonparametric test statistics166 cited
  • 1999Closed‐End Funds: A Survey158 cited
  • 2000Governance and Boards of Directors in Closed-End Investment Companies156 cited
  • 2012Closed-End Funds: A Survey133 cited
  • 2001Exchange-Traded Funds127 cited
  • 1997Excess Volatility and Closed-End Funds126 cited
  • 2011ETFs, Arbitrage, and Contagion

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52 cited

Cited by

  • 2018ETF Premiums and Liquidity Segmentation32 cited
  • 2014Premiums and discounts in ETFs: An analysis of the arbitrage mechanism in domestic and international funds27 cited
  • 2017Investor sentiment and country exchange traded funds: Does economic freedom matter?24 cited
  • 2014Impact of leveraged ETF trading on the market quality of component stocks22 cited
  • 2015An Empirical Study on the Differences between Synthetic and Physical ETFs20 cited