Deviations from fundamental value and future closed-end country fund returns
Year of publication: |
2021
|
---|---|
Authors: | Berggrun, Luis ; Cardona, Emilio ; Lizarzaburu, Edmundo |
Published in: |
Journal of economics, finance & administrative science. - Bingley : Emerald Publishing Limited, ISSN 2218-0648, ZDB-ID 2538461-2. - Vol. 26.2021, 52, p. 222-236
|
Subject: | Closed-end fund | Discount | Premium | Puzzle | Vector autoregressive models | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Risikoprämie | Risk premium | VAR-Modell | VAR model |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1108/JEFAS-04-2021-0035 [DOI] hdl:10419/253820 [Handle] |
Classification: | G12 - Asset Pricing ; G15 - International Financial Markets ; G23 - Pension Funds; Other Private Financial Institutions ; g40 |
Source: | ECONIS - Online Catalogue of the ZBW |
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