References
- Agarwal, V., G. D. Gay, and L. Ling. 2014. “Window Dressing in Mutual Funds.” Review of Financial Studies 27: 31333-3170. doi:10.1093/rfs/hhu045.
- Agarwal, V., W. Jiang, Y. Tang, and B. Yang. 2013. “Uncovering Hedge Fund Skill from the Portfolio Holdings They Hide.” The Journal of Finance 68: 739–783. doi:10.1111/jofi.12012.
- Aragon, G. O., M. Hertzel, and Z. Shi. 2013. “Why Do Hedge Funds Avoid Disclosure? Evidence from Confidential 13F Filings.” Journal of Financial and Quantitative Analysis 48: 1499–1518. doi:10.1017/S0022109013000483.
- Chordia, T., R. Roll, and A. Subrahmanyam. 2008. “Liquidity and Market Efficiency.” Journal of Financial Economics 87: 249–268. doi:10.1016/j.jfineco.2007.03.005.
- Daniel, K., M. Grinblatt, S. Titman, and R. Wermers. 1997. “Measuring Mutual Fund Performance with Characteristic-Based Benchmarks.” The Journal of Finance 52: 1035–1058. doi:10.1111/j.1540-6261.1997.tb02724.x.
- Darrough, M. N., and N. M. Stoughton. 1990. “Financial Disclosure Policy in an Entry Game.” Journal of Accounting and Economics 12: 219–243. doi:10.1016/0165-4101(90)90048-9.
- Frank, M. M., J. M. Poterba, D. A. Shackelford, and J. B. Shoven. 2004. “Copycat Funds: Information Disclosure Regulation and the Returns to Active Management in the Mutual Fund Industry.” The Journal of Law and Economics 47: 515–541. doi:10.1086/422982.
- Grinblatt, M., and S. Titman. 1993. “Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns.” The Journal of Business 66: 47–68. doi:10.1086/jb.1993.66.issue-1.
- Grossman, S. J., and J. E. Stiglitz. 1980. “On the Impossibility of Informationally Efficient Markets.” American Economic Review 70: 393–408.
- Kacperczyk, M., C. Sialm, and L. Zheng. 2008. “Unobserved Actions of Mutual Funds.” Review of Financial Studies 21: 2379–2416. doi:10.1093/rfs/hhl041.
- Martin, E. 2008–09. “The Intersection Between Finance and Intellectual Property: Trade Secrets, Hedge Funds, and Section 13(f) of the Exchange Act.” New York Law School Law Review 53: 575–597.
- Pekarek, E. 2007. “Hogging the Hedge? Bulldog’s 13F Theory May Not Be So Lucky.” Fordham Journal of Corporate and Financial Law 12: 1079.
- Verrecchia, R. E. 1990. “Information Quality and Discretionary Disclosure.” Journal of Accounting and Economics 12: 365–380. doi:10.1016/0165-4101(90)90021-U.
- Verrecchia, R. E. 2001. “Essays on Disclosure.” Journal of Accounting and Economics 32: 97–180. doi:10.1016/S0165-4101(01)00025-8.
- Wermers, R. 2001. “The Potential Effects of More Frequent Portfolio Disclosure on Mutual Fund Performance.” Perspective 7: 1–11.
- Wermers, R. 2006. “Performance Evaluation with Portfolio Holdings Information.” The North American Journal of Economics and Finance 17: 207–230. doi:10.1016/j.najef.2006.01.001.