CLOSED-END FUND SHARES ABNORMAL RETURNS AND THE INFORMATION-CONTENT OF DISCOUNTS AND PREMIUMS

被引:27
作者
BRAUER, GA
机构
关键词
D O I
10.2307/2328326
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:113 / 127
页数:15
相关论文
共 18 条
[1]  
*AM I CERT PUBL AC, 1979, IND AUD GUID AND INV
[2]   INVESTMENT PERFORMANCE OF COMMON-STOCKS IN RELATION TO THEIR PRICE-EARNINGS RATIOS - TEST OF EFFICIENT MARKET HYPOTHESIS [J].
BASU, S .
JOURNAL OF FINANCE, 1977, 32 (03) :663-682
[3]  
BETTNER J, 1982, WALL STREET J 0329, V112, P36
[4]   CAPITAL MARKET EQUILIBRIUM WITH RESTRICTED BORROWING [J].
BLACK, F .
JOURNAL OF BUSINESS, 1972, 45 (03) :444-455
[5]   OPEN-ENDING CLOSED-END FUNDS [J].
BRAUER, GA .
JOURNAL OF FINANCIAL ECONOMICS, 1984, 13 (04) :491-507
[6]   LIFTING THE LID ON CLOSED-END INVESTMENT COMPANIES - A CASE OF ABNORMAL RETURNS [J].
BRICKLEY, JA ;
SCHALLHEIM, JS .
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1985, 20 (01) :107-117
[7]   PITFALLS IN APPLICATION OF DISCRIMINANT-ANALYSIS IN BUSINESS, FINANCE, AND ECONOMICS [J].
EISENBEIS, RA .
JOURNAL OF FINANCE, 1977, 32 (03) :875-900
[8]  
Fama E.F., 1969, INT ECON REV, V10, DOI [DOI 10.2307/2525569, 10.2307/2525569]
[9]   RISK, RETURN, AND EQUILIBRIUM - EMPIRICAL TESTS [J].
FAMA, EF ;
MACBETH, JD .
JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) :607-636
[10]  
FAMA EF, 1976, F FINANCE