Similar Search Results

A model of the discounts on closed-end mutual funds, the quantification of investor sentiment, and the inability of arbitrage to force closed-end fund share prices to par

Flynn, Sean Masaki - 2002

Persistent link: https://www.econbiz.de/10003776101

Market sentiment and mutual fund trading strategies

Lacey, Nelson J.; Bu, Qiang - In: Problems and perspectives in management : PPM ; … 8 (2010) 3, pp. 208-214

Persistent link: https://www.econbiz.de/10008696208

Measuring the impact of behavioral traders in the market for closed-end country funds from 2001 to 2009

Kelly, Hugh; Evans, Tom - 2009

Persistent link: https://www.econbiz.de/10003955723

The disposition effect, momentum and stock price under-reaction to corporate news

Frazzini, Andrea - 2005

Persistent link: https://www.econbiz.de/10003553334

Premiums, discounts and feedback trading : evidence from emerging markets' ETFs

Charteris, Ailie; Chau, Frankie; Gavriilidis, Konstantinos - In: International review of financial analysis 35 (2014), pp. 80-89

Persistent link: https://www.econbiz.de/10010529624

The prevalence of the disposition effect in mutual funds' trades

Cici, Gjergji - 2011 - This version: April 22, 2011

US equity mutual funds, on average, prefer realization of capital losses to capital gains. Nevertheless, a substantial fraction exhibits the disposition effect of realizing gains more readily than losses. My analysis suggests that learning effects have reduced the manifestation of the...

Persistent link: https://www.econbiz.de/10009785057