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...

Full description

Saved in:
Bibliographic Details
Main Authors: Agarwal, Vikas, Mullally, Kevin, TANG, Yuehua, Yang, Baozhong
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2013
Subjects:
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/3693
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Singapore Management University
Language: English

Similar Items