Opaque Trading, Disclosure, and Asset Prices: Implications for Hedge Fund Regulation-Reference-Cited by-同舟云学术

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Opaque Trading, Disclosure, and Asset Prices: Implications for Hedge Fund Regulation

Published:2013-12-21 Issue:4 Volume:27 Page:1190-1237
ISSN:0893-9454
Container-title:Review of Financial Studies
language:en
Short-container-title:Rev. Financ. Stud.

Author:

Easley David,O'Hara Maureen,Yang Liyan

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics,Finance,Accounting

Link

http://academic.oup.com/rfs/article-pdf/27/4/1190/5421216/hht079.pdf

Reference45 articles.

1. Viable allocations of information in financial markets

2. The impact of risk and uncertainty on expected returns☆

3. Aragon G. Hertzel M. Shi Z. Why do hedge funds avoid disclosure? Evidence from confidential 13F filings. Journal of Financial and Quantitative Analysis. Forthcoming.

4. Tournament Behavior in Hedge Funds: High-water Marks, Fund Liquidation, and Managerial Stake

5. What Price Ambiguity? or the Role of Ambiguity in Decision-Making

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