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Essays on disclosure of holdings by institutional investors

Teo, Terence (2012) Essays on disclosure of holdings by institutional investors. PhD thesis, The London School of Economics and Political Science.

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Abstract

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.

Item Type: Thesis (PhD)
Additional Information: © 2012 Terence Teo
Library of Congress subject classification: H Social Sciences > HG Finance
Sets: Departments > Finance
Supervisor: Vayanos, Dimitri and Verardo, Michela
URI: http://etheses.lse.ac.uk/id/eprint/417

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