Dylan C. Thomas

Queen Mary Unversity of London

United Kingdom

SCHOLARLY PAPERS

16

DOWNLOADS
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3,642

CITATIONS
Rank 17,776

SSRN RANKINGS

Top 17,776

in Total Papers Citations

27

Scholarly Papers (16)

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 928 (23,743)
Citation 9

Abstract:

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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
Goldman Sachs - Goldman Sachs, Queen Mary Unversity of London and affiliation not provided to SSRN
Downloads 614 (41,937)

Abstract:

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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 525 (51,366)
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
Goldman Sachs - Goldman Sachs and Queen Mary Unversity of London
Downloads 389 (74,166)
Citation 2

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

5.

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 327 (90,562)

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

6.

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 316 (94,037)
Citation 4

Abstract:

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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 200 (149,819)
Citation 2

Abstract:

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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
Cass Business School, City University of London and Queen Mary Unversity of London
Downloads 164 (179,057)

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

9.

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 93 (274,459)
Citation 2

Abstract:

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sentiment, closed-end funds, IPOs

10.

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 70 (325,073)
Citation 1

Abstract:

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

11.

The Impact of Corporate Governance on Closed-End Funds

European Financial Management, Vol. 12, No. 5, pp. 725-746, November 2006
Number of pages: 22 Posted: 23 Oct 2006
Gordon Gemmill and Dylan C. Thomas
Warwick Business School and Queen Mary Unversity of London
Downloads 16 (537,893)
Citation 7
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12.

The Agency Effect of Repurchases on Closed‐End Funds

European Financial Management, Vol. 18, Issue 2, pp. 240-270, 2012
Number of pages: 31 Posted: 17 Mar 2012
Jingfeng An, Gordon Gemmill and Dylan C. Thomas
City University London - Sir John Cass Business School, Warwick Business School and Queen Mary Unversity of London
Downloads 0 (661,222)
Citation 4
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repurchases, agency problem, closed‐end funds

13.

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

Abstract:

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closed-end fund discount, mean reversion, arbitrage

14.

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
Goldman Sachs - Goldman Sachs, Queen Mary Unversity of London and affiliation not provided to SSRN

Abstract:

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cost behaviour, cost stickiness

15.

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

Abstract:

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16.

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, Cass Business School, City, University of London and University of Haifa - Department of Economics

Abstract:

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Efficient markets, market dtress, overreaction