Frey, Herbst and Walter (2007) (FHW), we assess herding by French equity mutual funds between 1999 and 2005. We show that … than among EU-15 or French stocks. Moreover, French mutual funds are shown to partially use positive feedback strategies …

This article investigates the change in operating performance of 115 firms that go public on the French New Market over …

-sorted. We use this data set to perform asset-pricing tests for the german equity market. We test the standard cAPM, the Fama-French …

significant impact on asset pricing test results. We also show that, in data with wider coverage with respect to size, the Fama-French …

, this paper identies and documents a post-1980s size effect which is persistent, not picked up by a Fama-French-style SMB …