Mandatory Portfolio Disclosure, Stock Liquidity, and Mutual Fund Performance

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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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:
Portfolio disclosure
Stock liquidity
Mutual funds
Fund performance
Business
Online Access:https://ink.library.smu.edu.sg/lkcsb_research_smu/151
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1257&context=lkcsb_research_smu
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/lkcsb_research_smu/151
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1257&context=lkcsb_research_smu

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