Open-End Organizational Structures and Limits to Arbitrage

A-Tier
Journal: The Review of Financial Studies
Year: 2018
Volume: 31
Issue: 2
Pages: 773-810

Authors (2)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We provide evidence that open-end organizational structures undermine incentives for asset managers to attack long-term mispricing. We compare open-end funds with closed-end funds. Closed-end funds purchase more underpriced stocks than do open-end funds, especially if the stocks involve high arbitrage risk. We then show that hedge funds with highshare restrictions having a lower degree of open-endedness also trade against long-term mispricing to a larger extentthan do other hedge funds. Our analysis suggests that open-end organizational structures are not conducive to long-term risky arbitrage. Received November 4, 2015; editorial decision March 10, 2017 by Editor Andrew Karolyi.

Technical Details

RePEc Handle
repec:oup:rfinst:v:31:y:2018:i:2:p:773-810.
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25