The price impact of same- and opposing-direction herding by institutions with different investment horizons
Year of publication: |
2021
|
---|---|
Authors: | Iqbal, Muhammad Sabeeh ; Salih, Aslihan ; Akdeniz, Levent |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 40.2021, p. 1-7
|
Subject: | Institutional Herding | Investment Horizon | Long-Term Returns | Herdenverhalten | Herding | Institutioneller Investor | Institutional investor | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Theorie | Theory |
-
Institutional herding and risk-return relationship
Huang, Teng-Ching, (2016)
-
Does investment horizon matter? : disentangling the effect of institutional herding on stock prices
YĆ¼ksel, H. Zafer, (2015)
-
Herd behavior and mutual fund performance
Koch, Andrew, (2017)
- More ...
-
Institutions and the book-to-market effect : the role of investment horizon
Iqbal, Muhammad Sabeeh, (2023)
-
Is volatility risk priced in the securities market? Evidence from S&P 500 index options
Arisoy, Yakup Eser, (2007)
-
Aggregate volatility expectations and threshold CAPM
Arisoy, Yakup Eser, (2015)
- More ...