Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5089726 | Journal of Banking & Finance | 2012 | 10 Pages |
Abstract
⺠We compare disclosed and undisclosed portfolios of Spanish bond funds. ⺠We examine how window dressing patterns vary with different market conditions. ⺠We find a significant influence of fund size on window dressing. ⺠Window dressing is not a widespread practice in the Spanish bond funds.
Keywords
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Cristina Ortiz, José Luis Sarto, Luis Vicente,