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Do mutual funds herd in industries
Celiker, Umut; Chowdhury, Jaideep; Sonaer, Gokhan - In: Journal of banking & finance 52 (2015), pp. 1-16
Persistent link: https://www.econbiz.de/10011377289
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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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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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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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Institutional herding and its price impact : Evidence from the corporate bond market
Cai, Fang; Han, Song; Li, Dan; Li, Yi - In: Journal of financial economics 131 (2019) 1, pp. 139-167
Persistent link: https://www.econbiz.de/10012130837
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The risk premia embedded in index options
Andersen, Torben; Fusari, Nicola; Todorov, Viktor - In: Journal of financial economics 117 (2015) 3, pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
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Price and volatility co-jumps
Bandi, F. M.; Renò, Roberto - In: Journal of financial economics 119 (2016) 1, pp. 107-146
Persistent link: https://www.econbiz.de/10011589735
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Volatility and return jumps in bitcoin
Chaim, Pedro; Laurini, Márcio Poletti - In: Economics letters 173 (2018), pp. 158-163
Persistent link: https://www.econbiz.de/10012022975
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Equity index variance : evidence from flexible parametric jump-diffusion models
Kaeck, Andreas; Rodrigues, Paulo Jorge Maurício; … - In: Journal of banking & finance 83 (2017), pp. 85-103
Persistent link: https://www.econbiz.de/10011816827
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The day-of-the-week effect on Bitcoin return and volatility
Ma, Donglian; Tanizaki, Hisashi - In: Research in international business and finance 49 (2019), pp. 127-136
Persistent link: https://www.econbiz.de/10012136001