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Investor sentiment and the closed-end fund puzzle
Lee, Charles M. C.; Shleifer, Andrei; Thaler, Richard H. - 1990
Persistent link: https://www.econbiz.de/10000800334
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Fund size, transaction costs and performance : size matters!
Chan, Howard Wei-hong; Faff, Robert W.; Gallagher, David R. - In: Australian journal of management 34 (2009) 1, pp. 73-96
Persistent link: https://www.econbiz.de/10003870209
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Tournament behavior in Australian superannuation funds : a non-parametric analysis
Hallahan, Terrence; Faff, Robert W. - In: Global finance journal 19 (2009) 3, pp. 307-322
Persistent link: https://www.econbiz.de/10003837187
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Investor Sentiment and the Closed-End Fund Puzzle
Lee, Charles - 1990
This paper examines the proposition that fluctuations in discounts on closed end funds are driven by changes in individual investor sentiment toward closed end funds and other securities. The theory implies that discounts on various funds must move together, that new funds get started when...
Persistent link: https://www.econbiz.de/10012475562
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Investor Sentiment and the Closed-End Fund Puzzle
Lee, Charles - 2011
This paper examines the proposition that fluctuations in discounts on closed end funds are driven by changes in individual investor sentiment toward closed end funds and other securities. The theory implies that discounts on various funds must move together, that new funds get started when...
Persistent link: https://www.econbiz.de/10012756869
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Return-based style analysis in Australian funds
Faff, Robert W.; Nguyen, Annette; Ip, Bonnie H. I.; … - In: Multinational finance journal : MF ; quarterly … 16 (2012) 3/4, pp. 155-188
Persistent link: https://www.econbiz.de/10010257550
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Expectations of returns and expected returns
Greenwood, Robin; Shleifer, Andrei - 2013
Persistent link: https://www.econbiz.de/10009710609
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Finance and the preservation of wealth
Gennaioli, Nicola; Shleifer, Andrei; Vishny, Robert W. - 2013
Persistent link: https://www.econbiz.de/10009766992
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Expectations of returns and expected returns
Greenwood, Robin; Shleifer, Andrei - In: The review of financial studies 27 (2014) 3, pp. 714-746
Persistent link: https://www.econbiz.de/10010357860
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Reprint of : stock salience and the asymmetric market effect of consumer sentiment news
Akhtar, Shumi; Faff, Robert W.; Oliver, Barry R.; … - In: Journal of banking & finance 37 (2013) 11, pp. 4488-4500
Persistent link: https://www.econbiz.de/10010246979