Rational markets: yes or no? The affirmative case

M Rubinstein - Financial Analysts Journal, 2001 - Taylor & Francis
With the recent flurry of articles declaiming the death of the rational market hypothesis, it is
well to pause and recall the very sound reasons this hypothesis was once so widely …

[BOOK][B] Handbook of finance, financial markets and instruments

FJ Fabozzi - 2008 - books.google.com
Volume I: Financial Markets and Instruments skillfully covers the general characteristics of
different asset classes, derivative instruments, the markets in which financial instruments …

Evidence on the mean‐reverting tendencies of closed‐end fund discounts

D Gasbarro, RD Johnson, JK Zumwalt - Financial Review, 2003 - Wiley Online Library
Closed‐end fund (CEF) discounts vary widely over time due to changes in share price, net
asset value (NAV), or both. Prior studies suggest discounts are mean‐reverting. We examine …

Closed-end fund pricing: The puzzle, the explanations, and some new evidence

PS Russel - The Journal of Business and Economic Studies, 2005 - search.proquest.com
We review the empirical results and some of the important explanations that have been
advanced for the anomalous pricing of closed-end funds and conclude that none of the …

[CITATION][C] Capital markets: institutions and instruments

FJ Fabozzi, F Modigliani - (No Title), 2003 - cir.nii.ac.jp
Capital markets : institutions and instruments | CiNii Research CiNii 国立情報学研究所 学術
情報ナビゲータ[サイニィ] 詳細へ移動 検索フォームへ移動 論文・データをさがす 大学図書館の本を …

Liquiditätstransformation bei Immobilien: offene versus geschlosseneFonds

SP Sebastian - 2003 - epub.uni-regensburg.de
Offene Immobilienfonds als Anlagen für breite Bevölkerungsgruppen sind international nur
in Deutschland in relevantem Umfang anzutreffen. Versuche, offene Immobilienfonds als …

Liquidity Transformation: Open-End Versus Closed-End Funds

SP Sebastian - Available at SSRN 1332133, 2003 - papers.ssrn.com
Open-end funds in a relevant scale as an investment for the general public are
internationally found only in Germany. All attempts to establish open-end funds as an …

[CITATION][C] Closed-End Funds: A Dynamic Model of Premiums and Discounts

N Arora, H Ou-Yang - University of North Carolina working paper, 2002