期刊文献+

封闭式基金折价问题的研究 被引量:1

An Analysis of the Discount of the Closed-end Found
下载PDF
导出
摘要 无论在国外成熟证券市场还是在我国证券市场上,封闭式基金的折价都是普遍存在的。建立基金定价模型,能以期对封闭式基金的折价作出合理的府释。 lt is common that the shares of the closed-end fund sell at discount either in the western mature securities market or in our country's. We set up a model so as to explain the discount of the closed-end fund.
出处 《商业研究》 北大核心 2001年第11期55-57,共3页 Commercial Research
关键词 封闭式基金 折价 预期 基金定价模式 closed-end fund discount expected risk
  • 相关文献

参考文献2

共引文献5

同被引文献31

  • 1杜书明.折价与交易:中国封闭式基金折价现象透视.崔新生,王洪波,编.中国基金的方向.北京:企业管理出版社,2003.245-270
  • 2Gongmeng Chen, Oliver Rui and Yexiao Xu. Understanding the Closed - end Puzzle from the Chinese Experience. Working Paper, 2004
  • 3Lee Charles, Andrei Shleifer, and Richard Thaler. Investment Sentiment and the Closed - End Fund Puzzle. Journal of Finance, 1991, Vol. 46:75-109
  • 4Malkiel, Burton G. The Valuation of Closed- End Investment Company Shares. Journal of Finance, 1991, Vol. 32(No.3) : 847 - 859
  • 5Gemmill Gordon and Thomas Dylan C. Noise Trading, Costly Arbitrage and Asset Prices: Evidence from Closed - End Funds. Journal of Finance, 2002, Vol. 57(No. 6) : 2571 -2594
  • 6Anderson, Seth C. and Jeffery A. Born. Closed - End Investment Companies : Issues and Answers. Boston : Norwell, Mass.And Dordrecht : Kluwer Academic Publication, 1992 : 1 - 139
  • 7Chay J. B. and Trzcinka, Charles A. Managerial Performance and the Cross - Sectional Pricing of Closed - End Funds.Journal of Financial Economics, 1992, Vol. 52(No. 3) : 379 -498
  • 8Gongmeng Chen, Oliver Rui and Yexiao Xu. Stock Returns and Volatility of China Stock Markets. Journal of Financial Research, 2001, Vol. 26:515 -522
  • 9Pratt, Eugene J. Myths Associated with Closed- end Investment Company Discounts. Financial Analyst Journal, 1966,Vol. 22:79 - 82
  • 10Brauer, Gregory A. Closed - end Fund Shares Abnormal Returns and the Information Content of Discounts and Premiums.Journal of Finance, 1988, Vol. 43 ( No. 4) : 113 - 128

引证文献1

二级引证文献18

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部