Excess volatility and UK investment trusts

Journal article

Peer reviewed

Excess volatility and UK investment trusts

S Agyei-Ampomah and JR Davies

J BUS FINAN ACCOUNT, Vol.32(5-6), pp.1033-1062

06/2005

DOI: https://doi.org/10.1111/j.0306-686X.2005.00621.x

Abstract

excess volatility

variance bound tests

mutual funds

investment trusts

net asset value

CLOSED-END FUNDS

VARIANCE BOUNDS

MUTUAL FUNDS

RETURNS

TESTS

RATIONALITY

PERFORMANCE

SENTIMENT

DIVIDENDS

PRICES

Metrics

25 Record Views

2 Times Cited - Web of Science

Details

Title: Excess volatility and UK investment trusts
Creators: S Agyei-Ampomah
JR Davies
Publication Details: J BUS FINAN ACCOUNT, Vol.32(5-6), pp.1033-1062
Publisher: BLACKWELL PUBLISHING
Date published: 06/2005
Date submitted: 16/05/2017
Identifiers: 99515178702346
Academic Unit: University of Surrey
Language: English
Resource Type: Journal article