This thesis contains three essays on disclosure of holdings by institutional investors. Chapter 1 presents a theoretical model that examines the impact of confidential treatment requests made by institutional investors to the Securities and Ex- change Commission (SEC) to delay disclosure of their holdings. Chapter 2 presents another theoretical model that analyses how an informed trader trades strategically in the presence of copycats who track his disclosed trades. Chapter 3 is an empirical study that examines the impact of more frequent portfolio disclosure on mutual funds' performance.
Identifer | oai:union.ndltd.org:bl.uk/oai:ethos.bl.uk:571018 |
Date | January 2012 |
Creators | Teo, Terence |
Publisher | London School of Economics and Political Science (University of London) |
Source Sets | Ethos UK |
Detected Language | English |
Type | Electronic Thesis or Dissertation |
Source | http://etheses.lse.ac.uk/417/ |
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