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

Producción científica: Article › revisión exhaustiva

Resumen

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.

Idioma original	English
Páginas (desde-hasta)	237-248
Número de páginas	12
Publicación	Financial Services Review
Volumen	10
N.º	1-4
DOI	https://doi.org/10.1016/S1057-0810(02)00093-8 https://doi.org/10.1016/S1057-0810(02)00093-8
Estado	Published - dic 30 2001

Disciplines

Economics
Finance

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10.1016/S1057-0810(02)00093-8Licencia: Unspecified
10.1016/S1057-0810(02)00093-8

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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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