Greek Closed-End Fund Premia: Differences and Similarities with US Premia and Their Implications
Year of publication: |
1996-05
|
---|---|
Authors: | Hardouvelis, Gikas A ; Tsiritakis, Emmanuel D |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | Arbitrage | Bank Subsidiary | Closed-End Fund | Common Factor | Excess Volatility | Fund Discount | Fund Premium | Market Friction | Mean Reversion | Measurement Error | Net Asset Value | Noise Trading | Over-senstivity | Predictive Ability | Small Investor |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 1406 |
Classification: | G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets ; G23 - Pension Funds; Other Private Financial Institutions |
Source: |
-
Domestic and Foreign Mutual Funds in Mexico : Do They Behave Differently?
Xiao, Jasmine, (2015)
-
The Dynamics of Financially Constrained Arbitrage
Gromb, Denis, (2017)
-
Tomio, Davide, (2017)
- More ...
-
EMU and European Stock Market Integration
Hardouvelis, Gikas A, (1999)
-
Consumer Confidence and Elections
Hardouvelis, Gikas A, (2008)
-
Asset Pricing Models with and without Consumption: An Empirical Evaluation
Hardouvelis, Gikas A, (1995)
- More ...