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Herding behavior and rating convergence among credit rating agencies : evidence from the subprime crisis

Lugo, Stefano; Croce, Annalisa; Faff, Robert W. - In: Review of finance : journal of the European Finance … 19 (2015) 4, pp. 1703-1731

Persistent link: https://www.econbiz.de/10011405292

Daily Herding and Commonality in Liquidity on a Pure Limit Order Book Market

Edgar, Matthew - 2011

Pervasive herding may cause homogenous trading patterns, both within and across stocks and thus may impact upon an … important aspect of the market microstructure – liquidity. Potentially, herding could simultaneously affect the liquidity of … both individual stocks and that of the market. For this reason, herding is investigated as a potential cause of …

Persistent link: https://www.econbiz.de/10013121143

Herding Behavior and Rating Convergence among Credit Rating Agencies : Evidence from the Subprime Crisis

Lugo, Stefano - 2014

disagreements. Our results are consistent with theoretical predictions on the role of reputation in explaining herding behavior …

Persistent link: https://www.econbiz.de/10013057599

The market impact of relative agency activity in the sovereign ratings market

Hill, Paula; Faff, Robert W. - In: Journal of business finance & accounting : JBFA 37 (2010) 9/10, pp. 1309-1347

Persistent link: https://www.econbiz.de/10008809457

Capital market integration and industrial structure : the case of Australia, Canada and the United States

Faff, Robert W.; Mittoo, Usha R. - In: Journal of economic integration 18 (2003) 3, pp. 433-465

Persistent link: https://www.econbiz.de/10001789257

A Comparative Analysis of the Investment Characteristics of Alternative Gold Assets

Pullen, Tim - 2011

Employing daily data over the period 1987-2010, we examine the diversifying, hedging and safe haven properties of gold bullion, gold stocks, gold mutual funds and gold exchange traded funds (ETFs). First, with regard to gold bullion, we document a clear and strong hedging role over a mere...

Persistent link: https://www.econbiz.de/10013120486