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The impact of portfolio disclosure on hedge fund performance · Study

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ArticleThe impact of portfolio disclosure on hedge fund performance

Zhen Shi2017

Article2017

The impact of portfolio disclosure on hedge fund performance

47 citations·0/0 files stored·Journal of Financial Economics

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Financial Markets and Investment Strategies Corporate Finance and Governance Financial Risk and Volatility Modeling

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References

1993Common risk factors in the returns on stocks and bonds 1997On Persistence in Mutual Fund Performance 2002Illiquidity and stock returns: cross-section and time-series effects 2003Liquidity Risk and Expected Stock Returns 1998Costly Search and Mutual Fund Flows 2004Mutual Fund Flows and Performance in Rational Markets 2003Outsourcing at Will: The Contribution of Unjust Dismissal Doctrine to the Growth of Employment Outsourcing 2004Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization

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2020Bank regulations, bank competition and bank risk-taking: Evidence from Japan 2023Spillover effects of mandatory portfolio disclosures on corporate investment 2010Do Market Participants Care about Portfolio Disclosure? Evidence from Hedge Funds’ 13F Filings

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2015The Economics and Finance of Hedge Funds: A Review of the Academic Literaturearticle · 17 shared references 2018Unobserved Performance of Hedge Fundsarticle · 17 shared references 2015Hedge Funds: A Dynamic Industry in Transitionreview · 16 shared references 2017Liquidity Provision and the Cross Section of Hedge Fund Returnsarticle · 14 shared references 2017Strategic Delays and Clustering in Hedge Fund Reported Returnsarticle · 14 shared references 2018Alpha or beta in the eye of the beholder: What drives hedge fund flows?article · 13 shared references

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Year2017

Typearticle

Published2017-06-16

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations47

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jfineco.2017.06.001

openalex_workW3124680838

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