Mandatory Portfolio Disclosure, Stock Liquidity, and Mutual Fund Performance
This paper studies the impact of mandatory portfolio disclosure of mutual funds on the liquidity of disclosed stocks and on fund performance. We consider a theoretical model of informed trading with different mandatory disclosure frequencies. Using a regulation change in May 2004 that increased the...
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| Main Authors: | , , , |
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| 格式: | text |
| 語言: | English |
| 出版: |
Institutional Knowledge at Singapore Management University
2013
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| 主題: | |
| 在線閱讀: | https://ink.library.smu.edu.sg/lkcsb_research/3693 |
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