Premiums-Discounts and Exchange Traded Funds
- 31 May 2006
- journal article
- Published by With Intelligence LLC in The Journal of Derivatives
- Vol. 13 (4), 27-45
- https://doi.org/10.3905/jod.2006.635418
Abstract
No abstract availableThis publication has 26 references indexed in Scilit:
- Stale Prices and Strategies for Trading Mutual FundsCFA Magazine, 2002
- Partial Adjustment or Stale Prices? Implications from Stock Index and Futures Return AutocorrelationsThe Review of Financial Studies, 2002
- On the Perils of Financial Intermediaries Setting Security Prices: The Mutual Fund Wild Card OptionThe Journal of Finance, 2001
- Of Shepherds, Sheep, and the Cross-autocorrelations in Equity ReturnsThe Review of Financial Studies, 1995
- A Tale of Three Schools: Insights on Autocorrelations of Short-Horizon Stock ReturnsThe Review of Financial Studies, 1994
- Investment Analysis and the Adjustment of Stock Prices to Common InformationThe Review of Financial Studies, 1993
- Evaluating the Diversification Benefits of the New Country FundsThe Journal of Portfolio Management, 1992
- A Further Analysis of the Lead–Lag Relationship Between the Cash Market and Stock Index Futures MarketThe Review of Financial Studies, 1992
- International Investment Restrictions and Closed-End Country Fund PricesThe Journal of Finance, 1990
- Discounts and Premiums on Closed-End Mutual Funds: A Study in ValuationThe Journal of Finance, 1973