A closer look at trading strategies for U.S. equity closed-end investment companies

Seth C. Anderson; B. Jay Coleman; Jeffery A. Born

doi:10.1016/S1057-0810(02)00093-8

A closer look at trading strategies for U.S. equity closed-end investment companies

Seth C. Anderson, B. Jay Coleman, Jeffery A. Born

Research output: Contribution to journal › Article › peer-review

Abstract

Earlier studies of U.S. closed-end investment companies (CEICs) examined whether the discount between CEIC price and net asset value could be exploited to gain excess returns. We advance these studies by investigating many more trading strategies and various transaction costs.

Original language	American English
Pages (from-to)	237-248
Journal	Financial Services Review
Volume	10
Issue number	1-4
DOIs	https://doi.org/10.1016/S1057-0810(02)00093-8
State	Published - Jan 1 2001

Disciplines

Economics
Finance

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title = "A closer look at trading strategies for U.S. equity closed-end investment companies",

abstract = "Earlier studies of U.S. closed-end investment companies (CEICs) examined whether the discount between CEIC price and net asset value could be exploited to gain excess returns. We advance these studies by investigating many more trading strategies and various transaction costs.",

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AB - Earlier studies of U.S. closed-end investment companies (CEICs) examined whether the discount between CEIC price and net asset value could be exploited to gain excess returns. We advance these studies by investigating many more trading strategies and various transaction costs.

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A closer look at trading strategies for U.S. equity closed-end investment companies

Abstract

Disciplines

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