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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- Partial requirement for: Ph. D., Arizona State University, 2011Note typethesis
- Includes bibliographical references (p. 48-49)Note typebibliography
- Field of study: Business administration