Closed-End Fund Mean Reversion Trading

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Academic paper

Exploiting Closed-End Fund Discounts: The Market May Be Much More Inefficient than You Thought

AuthorsDilip K. Patro; Louis R. Piccotti; Yangru Wu

Institute
  • Federal Deposit Insurance Corporation
  • OCC
  • (Federal Deposit Insurance Corporation)
  • Oklahoma State University
  • Oklahoma State University - Stillwater - Spears School of Business
  • Rutgers Sexual and Reproductive Health and Rights
  • Rutgers, The State University of New Jersey
  • Rutgers University, Newark - School of Business - Department of Finance & Economics

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