The research on herding behavior in common stocks is extended to contracts traded on European futures markets. We use the Christie and Huang (1995) herding model to identify the possibility of the existence of herding behavior in thirteen commodity futures contracts traded on three European...

The Spanish futures markets, the MEFF RENTA FIJA, and the MEFF RENTA VARIABLE, are among the fast‐growing futures markets in the world. These markets are known for their cutting‐edge technological innovations related to trading, providing information, clearing, and settlement. The growing...