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Downside risk aversion, fixed-income exposure, and the value premium puzzle

Baltussen, Guido; Post, Thierry; Vliet, Willem Nicolaas van - In: Journal of banking & finance 36 (2012) 12, pp. 3382-3398

Persistent link: https://www.econbiz.de/10009660448

Sorting out downside beta

Post, Thierry (contributor); … - 2009

Persistent link: https://www.econbiz.de/10008663204

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

Anomalies: closed-end mutual funds

Lee, Charles M. C. - In: The journal of economic perspectives : EP ; a journal … 4 (1990) 4, pp. 153-164

Persistent link: https://www.econbiz.de/10001098222

Investor sentiment and the closed-end fund puzzle

Lee, Charles M. C. - In: The journal of finance : the journal of the American … 46 (1991) 1, pp. 75-109

Persistent link: https://www.econbiz.de/10001106453

Global factor premiums

Baltussen, Guido; Swinkels, Laurens; Vliet, Willem … - In: Journal of financial economics 142 (2021) 3, pp. 1128-1154

Persistent link: https://www.econbiz.de/10012875933

Investing in deflation, inflation, and stagflation regimes

Baltussen, Guido; Swinkels, Laurens; Vliet, Bart van; … - In: Financial analysts journal : FAJ 79 (2023) 3, pp. 5-32

Persistent link: https://www.econbiz.de/10014321636

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

Investor Sentiment and the Closed-End Fund Puzzle

Lee, Charles - 2011

Persistent link: https://www.econbiz.de/10012756869