Activist arbitrage: A study of open-ending attempts of closed-end funds

A-Tier
Journal: Journal of Financial Economics
Year: 2010
Volume: 95
Issue: 1
Pages: 1-19

Authors (4)

Bradley, Michael (not in RePEc) Brav, Alon (not in RePEc) Goldstein, Itay (not in RePEc) Jiang, Wei (Columbia University)

Score contribution per author:

1.005 = (α=2.01 / 4 authors) × 2.0x A-tier

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

Abstract

This paper documents frequent attempts by activist arbitrageurs to open-end discounted closed-end funds, particularly after the 1992 proxy reform which reduced the costs of communication among shareholders. Open-ending attempts have a substantial effect on discounts, reducing them, on average, to half of their original level. The size of the discount is a major determinant of whether a fund gets attacked. Other important factors include the costs of communication among shareholders and the governance structure of the targeted fund. Our study contributes to the understanding of the actions undertaken by arbitrageurs in financial markets beyond just pure trading.

Technical Details

RePEc Handle
repec:eee:jfinec:v:95:y:2010:i:1:p:1-19
Journal Field
Finance
Author Count
4
Added to Database
2026-01-25