مرکز منطقه ای اطلاع رساني علوم و فناوري - Mutual funds claim that they employ fair value pricing to prevent active investors from trading on their beliefs that the funds’ net asset values are stale. Our results support the funds’ assertions. We estimate the returns from the following active strat

Title of article :

Mutual funds claim that they employ fair value pricing to prevent active investors from trading on their beliefs that the funds’ net asset values are stale. Our results support the funds’ assertions. We estimate the returns from the following active strat

Author/Authors :

Raymond Chiang، نويسنده , , Wai-Ming Fong، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2001

Pages :

From page :

355

To page :

375

Keywords :

Options , Lead±lag relationships , Futures , Hang Seng Index

Journal title :

Journal of Banking and Finance

Serial Year :

2001

Journal title :

Journal of Banking and Finance

Record number :

193248

Link To Document :

https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=193248