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Journal of banking & finance, v.25 no.2, 2001년, pp.339 - 354
Bhargava, Rahul (College of Business Administration, University of Nevada at Reno, Reno, NV 89557, USA) , Dubofsky, David A (Department of Finance, Insurance, and Real Estate, Virginia Commonwealth University, P.O. Box 844000, 1015 Floyd Ave., Richmond, VA 23284-4000, USA)
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AbstractMutual 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 strategy: buy international ...
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