Coventry CV4 7AL
Warwick Business School
in Total Papers Downloads
in Total Papers Citations
Adverse selection, Convertible Bonds, Financial Distress Costs
capital structure, closed-end fund, discount, option, leverage, prime, score
Sentiment, discount, closed-end fund, agency cost, arbitrage, cointegration
spread, bond, credit-risk, Merton, closed-end fund
Financial engineering, capital structure, closed-end fund, disount, option, leverage, prime, score
Bond, idiosyncratic risk, downside risk, value-at-risk, credit spread puzzle, pricing kernel, Merton model, liquidity
repurchases, long-term performance, closed-end funds, governance, fund management
Behavioral Finance, Mutual Funds
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: SSRN-id790644.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Performance measurement, loss-aversion, prospect theory, closed-end-fund puzzle
Structural Models, Distance-to-Default, Kalman Filter.
Discount, closed-end fund, idiosyncratic risk, behavioral, rational
Dividends, catering, mutual fund, corporate finance, behavioral finance
credit spread, implied volatility surface, volatility smile, pricing kernel, bond, equity-index option
convertible bonds, late calls, financial distress costs
CDS, Merton Model, Credit Spread Puzzle, Volatility Smirk, Tail Risk, Illiquidity, Uncertainty, Idiosyncratic Factors
sentiment, closed-end funds, IPOs
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: eufm.
Pricing Kernel, Options, Subjective Probability, Volatility Risk
Discount, Closed-End Fund, Life Expectancy, Arbitrage, Rationality
File name: j-036X.
repurchases, agency problem, closed‐end funds
closed-end fund discount, mean reversion, arbitrage
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