Evidence on the mean-reverting tendencies of closed-end fund discounts
Year of publication: |
2003
|
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Authors: | Gasbarro, Dominic ; Johnson, Richard D. ; Zumwalt, J. Kenton |
Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 38.2003, 2, p. 273-291
|
Subject: | Investmentfonds | Investment Fund | Diskontierung | Discounting | Kointegration | Cointegration | USA | United States | Mean Reversion | Mean reversion | 1991-1996 |
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