Dylan C. Thomas

Queen Mary Unversity of London

United Kingdom

  • Queen Mary Unversity of London

SCHOLARLY PAPERS

14

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Top 23,948

in Total Papers Downloads

4,186

SSRN CITATIONS

1

CROSSREF CITATIONS

16

Scholarly Papers (14)

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1.

Sentiment, Expenses and Arbitrage in Explaining the Discount on Closed-End Funds

Cass Business School Research Paper
Number of pages: 51 Posted: 20 Apr 2000
Gordon Gemmill and Dylan C. Thomas
Warwick Business School and Queen Mary Unversity of London
Downloads 1,029 (43,164)
Citation 6

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Sentiment, discount, closed-end fund, agency cost, arbitrage, cointegration

2.

Further Evidence on the Sticky Behaviour of Costs

Cass Business School Research Paper
Number of pages: 32 Posted: 15 Apr 2005
Michael E. Steliaros, Dylan C. Thomas and Kenneth Calleja
ADIA, Queen Mary Unversity of London and affiliation not provided to SSRN
Downloads 719 (70,273)

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cost behaviour, cost stickiness

3.

Country Funds and Investor Sentiment: U.K. And U.S. Evidence

Cass Business School Research Paper
Number of pages: 40 Posted: 26 Feb 1999
Mario Levis and Dylan C. Thomas
City University London - Cass Business School and Queen Mary Unversity of London
Downloads 566 (95,088)
Citation 1

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4.

The Cross-Sectional Variability of Stock-Price Returns: Country and Sector Effects Revisited

Cass Business School Research Paper
Number of pages: 32 Posted: 10 Mar 2006
Michael E. Steliaros and Dylan C. Thomas
ADIA and Queen Mary Unversity of London
Downloads 442 (128,311)
Citation 2

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Country effects, sector effects, cross sectional variability of share-price returns

5.

Does Governance Affect the Performance of Closed-End Funds?

EFMA 2004 Basel Meetings Paper, Cass Business School Research Paper
Number of pages: 31 Posted: 28 May 2004
Gordon Gemmill and Dylan C. Thomas
Warwick Business School and Queen Mary Unversity of London
Downloads 382 (151,682)
Citation 10

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6.

Why Do Repurchases Affect Share Prices? New Evidence from Closed-End Funds

EFA 2007 Ljubljana Meetings Paper
Number of pages: 57 Posted: 27 Feb 2007
Gordon Gemmill, Dylan C. Thomas and Jingfeng An
Warwick Business School, Queen Mary Unversity of London and City University London - Sir John Cass Business School
Downloads 362 (161,032)

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repurchases, long-term performance, closed-end funds, governance, fund management

7.

Arbitrage, Idiosyncratic Risk and the Rationality of Discounts on Closed-End Funds

Number of pages: 38 Posted: 15 Mar 2011
Gordon Gemmill and Dylan C. Thomas
Warwick Business School and Queen Mary Unversity of London
Downloads 241 (245,538)
Citation 4

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Discount, closed-end fund, idiosyncratic risk, behavioral, rational

8.

Market-Wide Shocks and UK Closed-End Funds: A Taxonomy of Overreaction

EFMA 2004 Basel Meetings Paper, Cass Business School Research Paper
Number of pages: 28 Posted: 14 May 2004
Ana-Maria Fuertes and Dylan C. Thomas
Bayes Business School, City, University of London and Queen Mary Unversity of London
Downloads 188 (309,422)

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Overreaction, Reversal, Closed-end funds, Discount, Net asset value

9.

Fund Mortality and Fair Discounts on Closed-End Funds

Number of pages: 41 Posted: 03 Feb 2017 Last Revised: 19 Apr 2018
Gordon Gemmill and Dylan C. Thomas
Warwick Business School and Queen Mary Unversity of London
Downloads 133 (413,614)
Citation 2

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Discount; Closed-End Fund; Life Expectancy; Arbitrage; Rationality

10.

Are IPO Investors Rational? Evidence from Closed-End Funds

European Journal of Finance, Forthcoming
Number of pages: 44 Posted: 28 Jan 2013 Last Revised: 08 Feb 2016
Gordon Gemmill and Dylan C. Thomas
Warwick Business School and Queen Mary Unversity of London
Downloads 124 (436,368)
Citation 1

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sentiment, closed-end funds, IPOs

11.

The Behaviour of Discounts on Closed-End Mutual Funds in the UK and US

Posted: 13 Mar 2010
Gordon Gemmill and Dylan C. Thomas
Warwick Business School and Queen Mary Unversity of London

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closed-end fund discount, mean reversion, arbitrage

12.

A Note on Cost Stickiness: Some International Comparisons

Management Accounting Research, Vol. 17, 2006, Cass Business School Research Paper
Posted: 28 Feb 2006
Michael E. Steliaros, Dylan C. Thomas and Kenneth Calleja
ADIA, Queen Mary Unversity of London and affiliation not provided to SSRN

Abstract:

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cost behaviour, cost stickiness

13.

Noise Trading, Costly Arbitrage, and Asset Prices: Evidence from Closed-End Funds

The Journal of Finance, Vol. 57, pp. 2571-2594, 2002, Cass Business School Research Paper
Posted: 27 May 2003
Gordon Gemmill and Dylan C. Thomas
Warwick Business School and Queen Mary Unversity of London

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14.

Short Term Reaction of Stock Markets in Stressful Circumstances

Cass Business School Research Paper
Posted: 13 Jun 2001
Dylan C. Thomas, Meziane Lasfer and Arie Melnik
Queen Mary Unversity of London, Bayes Business School, City, University of London and University of Haifa - Department of Economics

Abstract:

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Efficient markets, market dtress, overreaction