Mandatory portfolio disclosure, stock liquidity, and mutual fund performance
Publication Type
Journal Article
Publication Date
12-2015
Abstract
We examine the impact of mandatory portfolio disclosure by mutual funds on stock liquidity and fund performance. We develop a model of informed trading with disclosure and test its predictions using the May 2004 SEC regulation requiring more frequent disclosure. Stocks with higher fund ownership, especially those held by more informed funds or subject to greater information asymmetry, experience larger increases in liquidity after the regulation change. More informed funds, especially those holding stocks with greater information asymmetry, experience greater performance deterioration after the regulation change. Overall, mandatory disclosure improves stock liquidity but imposes costs on informed investors.
Keywords
market liquidity, returns, managers, holdings, trades, information, benchmarks, linkages, industry, skills
Discipline
Corporate Finance | Finance and Financial Management
Research Areas
Finance
Publication
Journal of Finance
Volume
70
Issue
6
First Page
2733
Last Page
2776
ISSN
0022-1082
Identifier
10.1111/jofi.12245
Publisher
Wiley: No OnlineOpen
Citation
AGARWAL, Vikas; MULLALLY, Kevin A.; YUEHUA TANG; and YANG, Baozhong.
Mandatory portfolio disclosure, stock liquidity, and mutual fund performance. (2015). Journal of Finance. 70, (6), 2733-2776.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/4966
Additional URL
https://doi.org/10.1111/jofi.12245