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Portfolio Complexity and Herd Behavior: Evidence from the German Mutual Fund Market

Franck, Alexander; Walter, Andreas - In: Kredit und Kapital 45 (2012) 3, pp. 343-371

Portfolio Complexity and Herd Behavior: Evidence from the German Mutual Fund Market We examine the herd behavior among equity funds in Germany based on a large sample of funds from 2000 to 2009. We show that a large portion of the detected herding can be explained by identical trading among...

Persistent link: https://www.econbiz.de/10014522307

Portfolio complexity and herd behavior : evidence from the German mutual fund market

Franck, Alexander; Walter, Andreas - In: Kredit und Kapital 45 (2012) 3, pp. 343-371

Persistent link: https://www.econbiz.de/10009667514

Portfolio Complexity and Herd Behavior: Evidence from the German Mutual Fund Market

Franck, Alexander; Walter, Andreas - In: Kredit und Kapital 45 (2012) 3, pp. 343-372

Persistent link: https://www.econbiz.de/10010041525

Long-run performance evaluation of journalist's stock recommendations

Kerl, Alexander Gabriel; Walter, Andreas - In: Kredit und Kapital 42 (2009) 2, pp. 213-243

Persistent link: https://www.econbiz.de/10003867449