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A POSSIBLE RECONCILIATION OF SOME OF THE...
Journal article

A POSSIBLE RECONCILIATION OF SOME OF THE CONFLICTING FINDINGS ON CLOSED‐END FUND DISCOUNTS: A NOTE

Abstract

The most obvious explanation for the closed‐end fund puzzle, the existence of managerial contribution (i.e., managerial performance less managerial fees), has been called into disrepute because of the inability of researchers to consistently document a negative relationship between such benefits and discounts. We present a model which shows that it is possible to account for some of the stylized facts without abandoning market efficiency and …

Authors

Deaves R; Krinsky I

Journal

Journal of Business Finance &amp Accounting, Vol. 21, No. 7, pp. 1047–1057

Publisher

Wiley

Publication Date

October 1994

DOI

10.1111/j.1468-5957.1994.tb00363.x

ISSN

0306-686X