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This study investigates the impact of portfolio disclosure on hedge fund performance. Using a regression discontinuity design, I investigate the effect of the disclosure requirements that take effect when an investment company's assets exceed $100 million; when that occurs, a

This study investigates the impact of portfolio disclosure on hedge fund performance. Using a regression discontinuity design, I investigate the effect of the disclosure requirements that take effect when an investment company's assets exceed $100 million; when that occurs, a fund is required by the SEC to submit form 13F disclosing its portfolio holdings.

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    Date Created
    2011
    Resource Type
  • Text
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    Note
    • Partial requirement for: Ph. D., Arizona State University, 2011
      Note type
      thesis
    • Includes bibliographical references (p. 48-49)
      Note type
      bibliography
    • Field of study: Business administration

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    by Zhen Shi

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