Dylan C. Thomas

Queen Mary Unversity of London

United Kingdom

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 15,869

SSRN RANKINGS

Top 15,869

in Total Papers Downloads

3,787

SSRN CITATIONS
Rank 30,564

SSRN RANKINGS

Top 30,564

in Total Papers Citations

2

CROSSREF CITATIONS

26

Scholarly Papers (16)

1.

Sentiment, Expenses and Arbitrage in Explaining the Discount on Closed-End Funds

Cass Business School Research Paper
Number of pages: 51 Posted: 20 Apr 2000
Gordon Gemmill and Dylan C. Thomas
Warwick Business School and Queen Mary Unversity of London
Downloads 942 (29,727)
Citation 7

Abstract:

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Sentiment, discount, closed-end fund, agency cost, arbitrage, cointegration

2.

Further Evidence on the Sticky Behaviour of Costs

Cass Business School Research Paper
Number of pages: 32 Posted: 15 Apr 2005
Michael E. Steliaros, Dylan C. Thomas and Kenneth Calleja
Goldman Sachs - Goldman Sachs, Queen Mary Unversity of London and affiliation not provided to SSRN
Downloads 653 (49,062)

Abstract:

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cost behaviour, cost stickiness

3.

Country Funds and Investor Sentiment: U.K. And U.S. Evidence

Cass Business School Research Paper
Number of pages: 40 Posted: 26 Feb 1999
Mario Levis and Dylan C. Thomas
City University London - Cass Business School and Queen Mary Unversity of London
Downloads 533 (63,488)
Citation 1

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4.

The Cross-Sectional Variability of Stock-Price Returns: Country and Sector Effects Revisited

Cass Business School Research Paper
Number of pages: 32 Posted: 10 Mar 2006
Michael E. Steliaros and Dylan C. Thomas
Goldman Sachs - Goldman Sachs and Queen Mary Unversity of London
Downloads 402 (89,259)
Citation 2

Abstract:

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Country effects, sector effects, cross sectional variability of share-price returns

5.

Does Governance Affect the Performance of Closed-End Funds?

EFMA 2004 Basel Meetings Paper, Cass Business School Research Paper
Number of pages: 31 Posted: 28 May 2004
Gordon Gemmill and Dylan C. Thomas
Warwick Business School and Queen Mary Unversity of London
Downloads 336 (109,426)
Citation 7

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6.

Why Do Repurchases Affect Share Prices? New Evidence from Closed-End Funds

EFA 2007 Ljubljana Meetings Paper
Number of pages: 57 Posted: 27 Feb 2007
Gordon Gemmill, Dylan C. Thomas and Jingfeng An
Warwick Business School, Queen Mary Unversity of London and City University London - Sir John Cass Business School
Downloads 333 (110,592)

Abstract:

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repurchases, long-term performance, closed-end funds, governance, fund management

7.

Arbitrage, Idiosyncratic Risk and the Rationality of Discounts on Closed-End Funds

Number of pages: 38 Posted: 15 Mar 2011
Gordon Gemmill and Dylan C. Thomas
Warwick Business School and Queen Mary Unversity of London
Downloads 207 (178,690)
Citation 4

Abstract:

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Discount, closed-end fund, idiosyncratic risk, behavioral, rational

8.

Market-Wide Shocks and UK Closed-End Funds: A Taxonomy of Overreaction

EFMA 2004 Basel Meetings Paper, Cass Business School Research Paper
Number of pages: 28 Posted: 14 May 2004
Ana-Maria Fuertes and Dylan C. Thomas
Cass Business School, City University of London and Queen Mary Unversity of London
Downloads 168 (215,049)

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Overreaction, Reversal, Closed-end funds, Discount, Net asset value

9.

Are IPO Investors Rational? Evidence from Closed-End Funds

European Journal of Finance, Forthcoming
Number of pages: 44 Posted: 28 Jan 2013 Last Revised: 08 Feb 2016
Gordon Gemmill and Dylan C. Thomas
Warwick Business School and Queen Mary Unversity of London
Downloads 99 (320,747)
Citation 1

Abstract:

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sentiment, closed-end funds, IPOs

10.

Fund Mortality and Fair Discounts on Closed-End Funds

Number of pages: 41 Posted: 03 Feb 2017 Last Revised: 19 Apr 2018
Gordon Gemmill and Dylan C. Thomas
Warwick Business School and Queen Mary Unversity of London
Downloads 98 (322,755)
Citation 2

Abstract:

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Discount; Closed-End Fund; Life Expectancy; Arbitrage; Rationality

11.

The Impact of Corporate Governance on Closed-End Funds

European Financial Management, Vol. 12, No. 5, pp. 725-746, November 2006
Number of pages: 22 Posted: 23 Oct 2006
Gordon Gemmill and Dylan C. Thomas
Warwick Business School and Queen Mary Unversity of London
Downloads 16 (649,381)
Citation 1
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12.

The Agency Effect of Repurchases on Closed‐End Funds

European Financial Management, Vol. 18, Issue 2, pp. 240-270, 2012
Number of pages: 31 Posted: 17 Mar 2012
Jingfeng An, Gordon Gemmill and Dylan C. Thomas
City University London - Sir John Cass Business School, Warwick Business School and Queen Mary Unversity of London
Downloads 0 (786,965)
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repurchases, agency problem, closed‐end funds

13.

The Behaviour of Discounts on Closed-End Mutual Funds in the UK and US

Posted: 13 Mar 2010
Gordon Gemmill and Dylan C. Thomas
Warwick Business School and Queen Mary Unversity of London

Abstract:

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closed-end fund discount, mean reversion, arbitrage

14.

A Note on Cost Stickiness: Some International Comparisons

Management Accounting Research, Vol. 17, 2006, Cass Business School Research Paper
Posted: 28 Feb 2006
Michael E. Steliaros, Dylan C. Thomas and Kenneth Calleja
Goldman Sachs - Goldman Sachs, Queen Mary Unversity of London and affiliation not provided to SSRN

Abstract:

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cost behaviour, cost stickiness

15.

Noise Trading, Costly Arbitrage, and Asset Prices: Evidence from Closed-End Funds

The Journal of Finance, Vol. 57, pp. 2571-2594, 2002, Cass Business School Research Paper
Posted: 27 May 2003
Gordon Gemmill and Dylan C. Thomas
Warwick Business School and Queen Mary Unversity of London

Abstract:

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16.

Short Term Reaction of Stock Markets in Stressful Circumstances

Cass Business School Research Paper
Posted: 13 Jun 2001
Dylan C. Thomas, Meziane Lasfer and Arie Melnik
Queen Mary Unversity of London, Cass Business School, City, University of London and University of Haifa - Department of Economics

Abstract:

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Efficient markets, market dtress, overreaction