Portfolios in disguise? Window dressing in bond fund holdingsJournal of Banking & Finance - Tập 36 - Trang 418 - 2012
Vicente Luis, Sarto José Luis, Ortiz Cristina
This paper builds on the limited body of research on window dressing by bond mutual funds. Our monthly bias-free sample allows us to undertake a more comprehensive study than is possible with the quarterly data traditionally employed in otherwise similar studies. We test window dressing in a straightforward manner using monthly undisclosed portfolios, which makes it possible to compare changes in ...... hiện toàn bộ
#Window dressing #Portfolio disclosures #Bond funds