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Essays on disclosure of holdings by institutional investors

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.

Identiferoai:union.ndltd.org:bl.uk/oai:ethos.bl.uk:571018
Date January 2012
CreatorsTeo, Terence
PublisherLondon School of Economics and Political Science (University of London)
Source SetsEthos UK
Detected LanguageEnglish
TypeElectronic Thesis or Dissertation
Sourcehttp://etheses.lse.ac.uk/417/

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