Mandatory portfolio disclosure, stock liquidity, and mutual fund performance
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Cited by:
- Ling-Ni Boon & Marie Brière & Carole Gresse & Bas J. M. Werker, 2013. "Regulatory Environment and Pension Investment Performance," Post-Print hal-01492619, HAL.
- Trapp, Monika & Wewel, Claudio, 2013. "Transatlantic systemic risk," CFR Working Papers 12-10 [rev.], University of Cologne, Centre for Financial Research (CFR).
- Zhe Chen & David R. Gallagher & Adrian D. Lee, 2017.
"Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure,"
Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 57, pages 101-116, April.
- Zhe Chen & David R. Gallagher & Adrian D. Lee & Tom Smith, 2017. "Testing the effect of portfolio holdings disclosure in an environment absent of mandatory disclosure," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 57(1), pages 113-129, March.
- repec:dau:papers:123456789/13629 is not listed on IDEAS
- Hyoseok (David) Hwang, 2019. "Informed Trading of Mutual Funds: Evidence from Fund‐Underwriter Relationships," Financial Management, Financial Management Association International, vol. 48(1), pages 311-338, March.
- Wang, Yaping & Paek, Miyoun & Ko, Kwangsoo, 2016. "Incubation and copying equity funds in China," Emerging Markets Review, Elsevier, vol. 28(C), pages 28-43.
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This paper has been announced in the following NEP Reports:- NEP-CTA-2013-07-20 (Contract Theory and Applications)
- NEP-MST-2013-07-20 (Market Microstructure)
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