1. Monthly-rebalanced leveraged exchange-traded products: Performance and mandatory rebalancing needs. (2021). Huang, Yizhao ; Yuan, Ying ; Chen, Haoran.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000619.

   Full description at Econpapers || Download paper

1. Avellaneda, M. ; Zhang, S. Path-dependence of leveraged ETF returns. 2010 SIAM Journal of Financial Mathematics. 1 586-603
   Paper not yet in RePEc: Add citation now
   

2. Bodurtha, J.N. ; Kim, D.S. ; Lee, C.M.C. Closed-end country funds and U.S. market sentiment. 1995 Review of Financial Studies. 8 879-918

3. Chan, K. ; Menkveld, A.J. ; Yang, Z. Information asymmetry and asset prices: evidence from the China foreign share discount. 2008 Journal of Finance. 63 159-196

4. Cheng, M. ; Madhavan, A. The dynamics of leveraged and inverse exchange-traded funds. 2009 Journal of Investment Management. 7 43-62
   Paper not yet in RePEc: Add citation now
   

5. Coval, J.D. ; Tobias, J.M. Home bias at home: local equity preference in domestic portfolios. 1999 Journal of Finance. 54 2045-2073

6. Engle, R. ; Sarkar, D. Premiums-discounts and exchange traded funds. 2006 Journal of Derivatives. Summer 27-45
   Paper not yet in RePEc: Add citation now
   

7. Froot, K.A. ; Dabora, E.M. How are stock prices affected by the location of trade?. 1999 Journal of Financial Economics. 53 189-216

8. Goetzmann, W.N. ; Li, L. ; Geert, K. Long-term global market correlations. 2005 Journal of Business. 78 1-38

9. Gutierrez, J.A. ; Martinez, V. ; Tse, Y. Where does return and volatility come from? The case of Asian ETFs. 2009 International Review of Economics and Finance. 18 671-679

10. Hau, H. Location matters: an examination of trading profits. 2001 Journal of Finance. 56 1959-1983

11. Jorion, P. Asset allocation with hedged and unhedged foreign stocks and bonds. 1989 Journal of Portfolio Management. 49-54
    Paper not yet in RePEc: Add citation now
    

12. Levy, H. ; Sarnat, M. International diversification of investment portfolios. 1970 American Economic Review. 60 668-675

13. Miffre, J. Country-specific ETFs: an efficient approach to global asset allocation. 2007 Journal of Asset Management. 8 112-122

14. Newey, W.K. ; West, K.D. A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix. 1987 Econometrica. 55 703-708

15. Solnik, B. Why not diversify internationally rather than domestically?. 1974 Financial Analysts Journal. 30 102-116
    Paper not yet in RePEc: Add citation now
    
16. Tang, H. ; Xu, X.E. Leveraging the Chinese stock markets: tracking performance and return deviation of U.S.-listed China LETFs. 2013 Asia-Pacific Journal of Financial Studies. 42 845-879
    Paper not yet in RePEc: Add citation now
    

17. Tang, H. ; Xu, X.E. Solving the return deviation conundrum of leveraged exchange-traded funds. 2013 Journal of Financial and Quantitative Analysis. 48 309-342

18. Tse, Y. ; Martinez, V. Price discovery and informational efficiency of international iShares funds. 2007 Global Finance Journal. 18 1-15

1. Offsetting disagreement and security prices. (2020). Huang, Shiyang ; Lou, Dong ; Yin, Chengxi ; Hwang, Byoung-Hyoun.
   In: LSE Research Online Documents on Economics.
   RePEc:ehl:lserod:101135.

   Full description at Econpapers || Download paper

2. Economic policy uncertainty and ADR mispricing. (2020). Grossmann, Axel ; Ngo, Thanh.
   In: Journal of Multinational Financial Management.
   RePEc:eee:mulfin:v:55:y:2020:i:c:s1042444x20300165.

   Full description at Econpapers || Download paper

3. Local demand shocks, excess comovement and return predictability. (2020). Broman, Markus S.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:119:y:2020:i:c:s037842662030176x.

   Full description at Econpapers || Download paper

4. THE FUNDAMENTAL THEOREMS OF ASSET PRICING AND THE CLOSED-END FUND PUZZLE. (2019). Schussler, Rainer ; Frahm, Gabriel ; Jonen, Alexander.
   In: International Journal of Theoretical and Applied Finance (IJTAF).
   RePEc:wsi:ijtafx:v:22:y:2019:i:05:n:s0219024919500250.

   Full description at Econpapers || Download paper

5. Municipal financing costs following disasters. (2019). Bourdeau-Brien, Michael ; Kryzanowski, Lawrence.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:40:y:2019:i:c:p:48-64.

   Full description at Econpapers || Download paper

6. An analysis of closed-end funds discounts viewed from a lack of redemption perspective. (2018). Yildirim, Sinan ; Misra, Lalatendu ; Kittiakarasakun, Jullavut.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:50:y:2018:i:2:d:10.1007_s11156-017-0634-0.

   Full description at Econpapers || Download paper

7. An empirical examination of the diversification benefits of U.K. international equity closed-end funds. (2018). Fletcher, Jonathan.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:55:y:2018:i:c:p:23-34.

   Full description at Econpapers || Download paper

8. The asymmetric impact of currency purchasing power imparities on ADR mispricing. (2017). Grossmann, Axel ; Ngo, Thanh ; Simpson, Marc W.
   In: Journal of Multinational Financial Management.
   RePEc:eee:mulfin:v:42-43:y:2017:i::p:74-94.

   Full description at Econpapers || Download paper

9. It pays to write well. (2017). Kim, Hugh Hoikwang ; Hwang, Byoung-Hyoun.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:124:y:2017:i:2:p:373-394.

   Full description at Econpapers || Download paper

10. Exploring the location and price differentials of cross-listed firms for arbitrage opportunities. (2017). Uyan, Craig Alan ; Yang, Ann Shawing.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:21:y:2017:i:c:p:85-91.

    Full description at Econpapers || Download paper

11. Time-varying investment barriers and closed-end country fund pricing. (2017). Davies, Richard ; Fletcher, Mary ; Marshall, Andrew.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:21:y:2017:i:c:p:66-71.

    Full description at Econpapers || Download paper

12. EXPLOITING CLOSED-END FUND DISCOUNTS: A SYSTEMATIC EXAMINATION OF ALPHAS. (2017). Wu, Yangru ; Piccotti, Louis R ; Patro, Dilip.
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:40:y:2017:i:2:p:223-248.

    Full description at Econpapers || Download paper

13. Mispricing Explanations of Closed-End Funds: A Survey Review. (2016). Koufadakis, Stylianos X.
    In: SPOUDAI Journal of Economics and Business.
    RePEc:spd:journl:v:66:y:2016:i:1-2:p:108-135.

    Full description at Econpapers || Download paper

14. Investor Sentiment and Sector Returns. (2016). Sherif, Mo ; Jones, Edward ; Salhin, Ahmed.
    In: CFI Discussion Papers.
    RePEc:hwe:cfidps:1602.

    Full description at Econpapers || Download paper

15. Comovement revisited. (2016). Singal, Vijay ; Whitelaw, Robert F ; Chen, Honghui.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:121:y:2016:i:3:p:624-644.

    Full description at Econpapers || Download paper

16. Liquidity, style investing and excess comovement of exchange-traded fund returns. (2016). Broman, Markus S.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:30:y:2016:i:c:p:27-53.

    Full description at Econpapers || Download paper

17. Asymmetries on Closed End Country Funds Premium and Monetary Policy Announcements: An Approach Trough the Perspective of Foreign Countries. (2015). Koufadakis, Stylianos X.
    In: SPOUDAI Journal of Economics and Business.
    RePEc:spd:journl:v:65:y:2015:i:3-4:p:29-65.

    Full description at Econpapers || Download paper

18. Comovement Revisited. (2015). Singal, Vijay ; Whitelaw, Robert F. ; Chen, Honghui.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21281.

    Full description at Econpapers || Download paper

19. The role of institutional investors and individual investors in financial markets: Evidence from closed-end funds. (2015). Huang, Emily J.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:26:y:2015:i:c:p:1-11.

    Full description at Econpapers || Download paper

20. The informational content of ADR mispricing. (2015). Wang, Daphne ; Ngo, Thanh ; Beckmann, Klaus S.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:32-33:y:2015:i::p:1-14.

    Full description at Econpapers || Download paper

21. Neoclassical finance, behavioral finance and noise traders: A review and assessment of the literature. (2015). Xu, Xiaoming ; Ramiah, Vikash ; Moosa, Imad A.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:41:y:2015:i:c:p:89-100.

    Full description at Econpapers || Download paper

22. Why stay-at-home investing makes sense. (2015). O'Hagan-Luff, Martha ; Berrill, Jenny.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:38:y:2015:i:c:p:1-14.

    Full description at Econpapers || Download paper

23. Industry co-movement and cross-listing: Do home country factors matter?. (2014). Lee, Chien-Chiang ; Chen, Mei-Ping ; Chang, Chi-Hung.
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:32:y:2014:i:c:p:96-110.

    Full description at Econpapers || Download paper

24. Can international LETFs deliver their promised exposure to foreign markets?. (2014). Yang, Zihui ; Xu, Xiaoqing Eleanor ; Tang, Hongfei.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:31:y:2014:i:c:p:30-74.

    Full description at Econpapers || Download paper

25. Spillover of fear: Evidence from the stock markets of five developed countries. (2014). Tsai, I-C., .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:33:y:2014:i:c:p:281-288.

    Full description at Econpapers || Download paper

26. Returns transmission, value at risk, and diversification benefits in international REITs: evidence from the financial crisis. (2013). Tse, Yiuman ; Williams, Michael ; Lu, Chiuling.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:40:y:2013:i:2:p:293-318.

    Full description at Econpapers || Download paper

27. Is there a reversal in the price discovery process under different market conditions? Evidence from Korean ADRs and their underlying foreign securities. (2013). Wang, Ming-Chieh.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:21:y:2013:i:1:p:1160-1174.

    Full description at Econpapers || Download paper

28. Investigating the role of illiquidity in explaining the UK closed-end country fund discount. (2013). Davies, Richard ; Fletcher, Mary ; Marshall, Andrew.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:30:y:2013:i:c:p:121-130.

    Full description at Econpapers || Download paper

29. Short sale restrictions, differences of opinion, and single-country, closed-end fund discount. (2013). Sanning, Lee W. ; Skiba, Hilla.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:29:y:2013:i:c:p:44-50.

    Full description at Econpapers || Download paper

30. Stock prices and the location of trade: Evidence from China-backed ADRs. (2013). Wang, Xue ; Fang, Victor ; Yao, Lee J..
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:26:y:2013:i:c:p:677-688.

    Full description at Econpapers || Download paper

31. Common Volatility: An Empirical Investigation of Closed-End Country Funds. (2010). Ruiz, Isabel ; Kim, Doseong.
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:46:y:2010:i:2:p:116-132.

    Full description at Econpapers || Download paper

32. Where does Volatility and Return Come From? The Case of Asian ETFs. (2009). Tse, Yiuman ; Gutierrez, Jose A.
    In: Working Papers.
    RePEc:tsa:wpaper:00108fin.

    Full description at Econpapers || Download paper

33. Discovering REIT Price Discovery: A New Data Setting. (2009). Chiang, Kevin.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:39:y:2009:i:1:p:74-91.

    Full description at Econpapers || Download paper

34. The Secondary Market for Hedge Funds and the Closed-Hedge Fund Premium. (2008). Ramadorai, Tarun.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6877.

    Full description at Econpapers || Download paper

35. How Sovereign is Sovereign Credit Risk?. (2007). Singleton, Kenneth ; Pedersen, Lasse ; pan, jun ; Longstaff, Francis.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13658.

    Full description at Econpapers || Download paper

36. Limits to international arbitrage: an empirical evaluation. (2007). Dewachter, Hans ; Smedts, Kristien.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:12:y:2007:i:3:p:273-285.

    Full description at Econpapers || Download paper

37. Institutional and Individual Sentiment: Smart Money and Noise Trader Risk. (2006). Schmeling, Maik.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-337.

    Full description at Econpapers || Download paper

38. Explaining inertia in closed-end fund prices. (2006). Smith, Richard ; Bleaney, Michael.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:3:y:2006:i:2:p:147-153.

    Full description at Econpapers || Download paper

39. Comovement. (2005). Wurgler, Jeffrey ; Shleifer, Andrei ; Barberis, Nicholas.
    In: Scholarly Articles.
    RePEc:hrv:faseco:27867240.

    Full description at Econpapers || Download paper

40. Excess Volatility and UK Investment Trusts. (2005). Agyei-Ampomah, Samuel ; Davies, J. R..
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:32:y:2005-06:i:5-6:p:1033-1062.

    Full description at Econpapers || Download paper

41. Multi-market Trading and Arbitrage. (2004). Karolyi, G. ; Gagnon, Louis.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2004-9.

    Full description at Econpapers || Download paper

42. Cross-border linkages among Asian closed-end funds. (2003). Anoruo, Emmanuel ; Ramchander, Sanjay ; Thiewes, Harold.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:27:y:2003:i:3:p:357-372.

    Full description at Econpapers || Download paper

43. Evidence on the Mean‐Reverting Tendencies of Closed‐End Fund Discounts. (2003). Johnson, Richard D. ; Zumwalt, Kenton J. ; Gasbarro, Dominic.
    In: The Financial Review.
    RePEc:bla:finrev:v:38:y:2003:i:2:p:273-291.

    Full description at Econpapers || Download paper

44. Investor Psychology and Asset Pricing. (2001). Hirshleifer, David.
    In: MPRA Paper.
    RePEc:pra:mprapa:5300.

    Full description at Econpapers || Download paper

45. The Information Content of International Portfolio Flows. (2001). Ramadorai, Tarun ; Froot, Kenneth.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8472.

    Full description at Econpapers || Download paper

46. DIVERGENT EXPECTATIONS AND THE ASIAN FINANCIAL CRISIS OF 1997. (2001). Pan, Ming-Shiun ; Chan, Kam C. ; Wright, David J..
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:24:y:2001:i:2:p:219-238.

    Full description at Econpapers || Download paper

47. Asymétrie dinformation, marchés financiers et pays émergents dAsie du Sud-Est. (1998). Mokrane, Mahdi ; Augier, Laurent.
    In: Revue Économique.
    RePEc:prs:reveco:reco_0035-2764_1998_num_49_1_409971.

    Full description at Econpapers || Download paper

48. How are Stock Prices Affected by the Location of Trade?. (1998). Froot, Kenneth ; Dabora, Emil.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6572.

    Full description at Econpapers || Download paper

49. Investor Reaction to Salient News in Closed-End Country Funds. (1996). Lamont, Owen ; Wizman, Thierry A. ; Klibanoff, Peter.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5588.

    Full description at Econpapers || Download paper

50. What Moves the Discount on Country Equity Funds?. (1993). La Porta, Rafael ; HARDOUVELIS, GIKAS ; Wizman, Thierry A..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4571.

    Full description at Econpapers || Download paper

Report date: 2025-09-12 07:03:21 || Missing content? Let us know