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

Management

Northeastern University

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	English
Pages (from-to)	237-248
Number of pages	12
Journal	Financial Services Review
Volume	10
Issue number	1-4
DOIs	https://doi.org/10.1016/S1057-0810(02)00093-8 https://doi.org/10.1016/S1057-0810(02)00093-8
State	Published - Dec 30 2001

Disciplines

Economics
Finance

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10.1016/S1057-0810(02)00093-8

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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.",

author = "Anderson, \{Seth C.\} and Coleman, \{B. Jay\} and Born, \{Jeffery A.\}",

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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

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