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Why Do Hedge Funds Avoid Disclosure? Evidence from Confidential 13F Filings

Citations

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Cited by:

  1. Kuzmina, Olga & Kelly, Patrick & Gorovyy, Sergiy, 2020. "Does Secrecy Signal Skill? Characteristics and Performance of Secretive Hedge Funds," CEPR Discussion Papers 14873, C.E.P.R. Discussion Papers.
  2. Rama Malladi & Frank J. Fabozzi, 2017. "Skillful hiding: evaluating hedge fund managers’ performance based on what they hide," Applied Economics, Taylor & Francis Journals, vol. 49(7), pages 664-676, February.
  3. Vikas Agarwal & Stefan Ruenzi & Florian Weigert, 2018. "Unobserved Performance of Hedge Funds," Working Papers on Finance 1825, University of St. Gallen, School of Finance.
  4. Yang, Fan & Havranek, Tomas & Irsova, Zuzana & Novak, Jiri, 2024. "Where Have All the Alphas Gone? A Meta-Analysis of Hedge Fund Performance," EconStor Preprints 289497, ZBW - Leibniz Information Centre for Economics.
  5. Turan G. Bali & Florian Weigert, 2018. "Have Hedge Funds Solved the Idiosyncratic Volatility Puzzle?," Working Papers on Finance 1827, University of St. Gallen, School of Finance.
  6. Boone, Audra L. & Floros, Ioannis V. & Johnson, Shane A., 2016. "Redacting proprietary information at the initial public offering," Journal of Financial Economics, Elsevier, vol. 120(1), pages 102-123.
  7. Alan Crane & Kevin Crotty & Tarik Umar, 2023. "Hedge Funds and Public Information Acquisition," Management Science, INFORMS, vol. 69(6), pages 3241-3262, June.
  8. Shi, Zhen, 2017. "The impact of portfolio disclosure on hedge fund performance," Journal of Financial Economics, Elsevier, vol. 126(1), pages 36-53.
  9. Jank, Stephan & Roling, Christoph & Smajlbegovic, Esad, 2021. "Flying under the radar: The effects of short-sale disclosure rules on investor behavior and stock prices," Journal of Financial Economics, Elsevier, vol. 139(1), pages 209-233.
  10. Alldredge, Dallin M. & Caglayan, Mustafa O. & Celiker, Umut, 2022. "How do investors trade R&D-intensive Stocks? Evidence from hedge funds and other institutional investors," Journal of Banking & Finance, Elsevier, vol. 134(C).
  11. DeMiguel, Victor & Gil-Bazo, Javier & Nogales, Francisco J. & Santos, André A.P., 2023. "Machine learning and fund characteristics help to select mutual funds with positive alpha," Journal of Financial Economics, Elsevier, vol. 150(3).
  12. Yang, Fan & Havranek, Tomas & Irsova, Zuzana & Novak, Jiri, 2024. "Where Have All the Alphas Gone? A Meta-Analysis of Hedge Fund Performance," MetaArXiv ps2yn_v1, Center for Open Science.
  13. Ling, Yun & Satchell, Stephen & Yao, Juan, 2023. "Decreasing returns to scale and skill in hedge funds," Journal of Banking & Finance, Elsevier, vol. 156(C).
  14. Aragon, George O. & Martin, J. Spencer & Shi, Zhen, 2019. "Who benefits in a crisis? Evidence from hedge fund stock and option holdings," Journal of Financial Economics, Elsevier, vol. 131(2), pages 345-361.
  15. Sean Shun Cao & Kai Du & Baozhong Yang & Alan L. Zhang, 2021. "Copycat Skills and Disclosure Costs: Evidence from Peer Companies’ Digital Footprints," Journal of Accounting Research, Wiley Blackwell, vol. 59(4), pages 1261-1302, September.
  16. John L. Campbell & Matthew D. DeAngelis & James R. Moon, 2019. "Skin in the game: personal stock holdings and investors’ response to stock analysis on social media," Review of Accounting Studies, Springer, vol. 24(3), pages 731-779, September.
  17. Ravi Kashyap, 2024. "The Democratization of Wealth Management: Hedged Mutual Fund Blockchain Protocol," Papers 2405.02302, arXiv.org, revised Jul 2024.
  18. Kashyap, Ravi, 2024. "The Democratization of Wealth Management: Hedged Mutual Fund Blockchain Protocol," Research in International Business and Finance, Elsevier, vol. 71(C).
  19. Ma, Yan & Mao, Qian & Hu, Nan, 2024. "To protect or to hide-an investigation on corporate redacted disclosure motives under new FAST act regulation," Emerging Markets Review, Elsevier, vol. 60(C).
  20. Eliezer Fich & Viktoriya Lantushenko & Clemens Sialm, 2019. "Institutional Trading Around M&A Announcements," NBER Working Papers 25814, National Bureau of Economic Research, Inc.
  21. Gorovyy, Sergiy & Kelly, Patrick J. & Kuzmina, Olga, 2021. "Does secrecy signal skill? Own-investor secrecy and hedge fund performance," Journal of Banking & Finance, Elsevier, vol. 133(C).
  22. Nezafat, Mahdi & Shen, Tao & Wang, Qinghai & Wu, Julie, 2022. "Longs, shorts, and the cross-section of stock returns," Journal of Banking & Finance, Elsevier, vol. 138(C).
  23. Vikas Agarwal & Kevin A. Mullally & Yuehua Tang & Baozhong Yang, 2015. "Mandatory Portfolio Disclosure, Stock Liquidity, and Mutual Fund Performance," Journal of Finance, American Finance Association, vol. 70(6), pages 2733-2776, December.
  24. Hu, Gang & Jo, Koren M. & Wang, Yi Alex & Xie, Jing, 2018. "Institutional trading and Abel Noser data," Journal of Corporate Finance, Elsevier, vol. 52(C), pages 143-167.
  25. Andrew W. Lo & Mila Getmansky & Peter A. Lee, 2015. "Hedge Funds: A Dynamic Industry in Transition," Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 483-577, December.
  26. Flávia Januzzi & Aureliano Bressan & Fernando Moreira, 2020. "Opacity, Risk, Performance and Inflows in Hedge Funds," RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), ANPAD - Associação Nacional de Pós-Graduação e Pesquisa em Administração, vol. 24(1), pages 77-99.
  27. Bali, Turan G. & Weigert, Florian, 2021. "Hedge funds and the positive idiosyncratic volatility effect," CFR Working Papers 21-01, University of Cologne, Centre for Financial Research (CFR).
  28. Agarwal, Vikas & Gay, Gerald D. & Ling, Leng, 2014. "Window dressing in mutual funds," CFR Working Papers 11-07 [rev.3], University of Cologne, Centre for Financial Research (CFR).
  29. Timmermann, Allan & Schmidt, Lawrence & , & Wermers, Russ, 2017. "Transparency, Investor Information Acquisition, and Money Market Fund Risk Rebalancing during the 2011-12 Eurozone Crisis," CEPR Discussion Papers 11895, C.E.P.R. Discussion Papers.
  30. Martijn Boermans, 2022. "A literature review of securities holdings statistics research and a practitioner’s guide," Working Papers 757, DNB.
  31. Didier Georges & Isabelle Girerd-Potin, 2017. "A Discrete-Time State Observer Approach to Discovering Portfolio Holdings," Post-Print hal-01651627, HAL.
  32. Gregory-Allen, Russell & Balli, Hatice Ozer & Thompson, Kathleen, 2019. "The impact of portfolio holdings disclosure on fund returns," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).
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