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Causes and consequences of short-term institutional herding
Kremer, Stephanie; Nautz, Dieter - In: Journal of banking & finance 37 (2013) 5, pp. 1676-1686
Persistent link: https://www.econbiz.de/10009729482
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Mutual fund herding in response to hedge fund herding and the impacts on stock prices
Jiao, Yawen; Ye, Pengfei - In: Journal of banking & finance 49 (2014), pp. 131-148
Persistent link: https://www.econbiz.de/10010508058
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Market stress and herding
Hwang, Soosung; Salmon, Mark H. - 2004
Persistent link: https://www.econbiz.de/10002045646
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Institutional investors and stock return anomalies
Edelen, Roger M.; Ince, Ozgur S.; Kadlec, Gregory B. - In: Journal of financial economics 119 (2016) 3, pp. 472-488
Persistent link: https://www.econbiz.de/10011589910
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Herding in analysts' recommendations : the role of media
Frijns, Bart; Huynh, Thanh D. - In: Journal of banking & finance 91 (2018), pp. 1-18
Persistent link: https://www.econbiz.de/10011963461
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Mutual fund herding and stock price crashes
Deng, Xin; Hung, Shengmin; Qiao, Zheng - In: Journal of banking & finance 94 (2018), pp. 166-184
Persistent link: https://www.econbiz.de/10011966524
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The case for herding is stronger than you think
Bohl, Martin T.; Branger, Nicole; Trede, Mark - In: Journal of banking & finance 85 (2017), pp. 30-40
Persistent link: https://www.econbiz.de/10011816847
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Do closed-end fund investors herd?
Cui, Yueting; Ge̜bka, Bartosz; Kallinterakis, Vasileios - In: Journal of banking & finance 105 (2019), pp. 194-206
Persistent link: https://www.econbiz.de/10012163843
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Herding and China's market-wide circuit breaker
Wang, Xinru; Kim, Maria H.; Suardi, Sandy - In: Journal of banking & finance 141 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013473058
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Stylized facts and simulating long range financial
Davies, Laurie; Krämer, Walter - 2016
We propose a new method (implemented in an R-program) to simulate long-range daily stock-price data. The program reproduces various stylized facts much better than various parametric models from the extended GARCH-family. In particular, the empirically observed changes in unconditional variance...
Persistent link: https://www.econbiz.de/10011444067