国外封闭式投资基金折价现象研究综述
外国经济与管理 2004 年 第 26 卷第 03 期, 页码:45 - 49
摘要
参考文献
摘要
封闭式投资基金的折价现象是金融领域的一个难解之迷 ,吸引了无数的学者对其进行不断的研究。本文对自 2 0世纪 60年代以来 ,国外封闭式投资基金折价研究的成果进行了介绍与总结 ,指出了现有研究的不足 ,并对未来进一步的研究作了展望
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[2]Chay,Jong-BomandCharlesTrzcinka.ManagerialPerformanceandCross-sectionalPricingofClosed-endFunds[J]JournalofFinancialEconomics,1999,52:379-408.
[3]Dimson,ElroyandCarolinaMinio-Kozerski.TheClosed-endFundDiscountandPerformancePersistence.WorkingPaper,2001.
[4]Huberman,Gur.FamiliarityBreedsInvestment[J]TheReviewofFinancialStudies,2001,14:695-680.
[5]Lee,CharlesM .C .,AndreiShleifer,andRichardH .Thaler.InvestorSentimentandtheClosed-endFundPuzzle[J]JournalofFinance,1991a,46:76-110.
[6]Lee,CharlesM .C .,AndreiShleifer,andRichardH .Thaler.ExplainingClosed-endFundDiscount.UnpublishedManuscript,1991b.
[7]Malkiel,BurtonG .TheValuationofClosed-endInvestment-companyShares[J]JournalofFinance,1977,32:847-858.
[8]Ross,StephenA ..ANeoclassicalLookatBehavioralFinance:Closed-endFunds.ThePrincetonLecturesinFinanceIII ,2002.
[9]Zweig,MartinE ..AnInvestorExpectationsStockPricePredictiveModelUsingClosed-endFundPremiums[J]JournalofFinance,1973,28:67-78
引用本文
王明好, 陈忠, 蔡晓钰. 国外封闭式投资基金折价现象研究综述[J]. 外国经济与管理, 2004, 26(3): 45–49.
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