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Institutional Herding in Stock Markets : Empirical Evidence from French Mutual Funds
Mohamed, Arouri - 2011
Using the herding measures of Lakonishok, Shleifer and Vishny (1992) (LSV) and Frey, Herbst and Walter (2007) (FHW), we … assess herding by French equity mutual funds between 1999 and 2005. We show that LSV herding amounts to 6.5% while FHW … herding is about 2.5 times stronger. We observe that herding is stronger in small than in medium and large capitalization …
Persistent link: https://www.econbiz.de/10013117956
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Modeling asset returns : a comparison of theoretical and empirical models
Lüders, Erik (contributor); Schröder, Michael (contributor) - 2004 - Rev. version
This paper presents and compares several time-series models for returns of broadbased stock indices. These models nest a nonlinear asymmetric GARCH (NGARCH) model as a special case. Some of these models are empirically motivated ad-hoc specifications others are derived from a representative...
Persistent link: https://www.econbiz.de/10003670896
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Pression fiscale sur les revenus de l'épargne : une estimation dans trois pays européens
L'Horty, Yannick - In: Revue d'économie financière : revue trimestrielle de … 91 (2008), pp. 165-189
Persistent link: https://www.econbiz.de/10003708493
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Calendar anomalies in developed EU stock markets
Georgantopoulos, Andreas G.; Tsamis, Anastasios D. - In: International journal of economics 6 (2012) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10009627471
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Norwegian and international yields in the 10 year segment
Berg, Sigbjørn Atle - 2016
Persistent link: https://www.econbiz.de/10011478271
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Modelling returns on stock indices for Western and Central European stock exchanges : a Markov switching approach
Białkowski, Je̜drzej - 2003
Persistent link: https://www.econbiz.de/10001768500
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Modeling asset returns : a comparison of theoretical and empirical models
Lüders, Erik (contributor); Schröder, Michael (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001945539
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Mesure du risque et performance des SICAV
Girerd-Potin, Isabelle - 1997
Persistent link: https://www.econbiz.de/10001401894
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Die Gestaltung von Unternehmenszentralen : eine empirische Analyse anhand internationaler Vergleichszahlen
Digmayer, Jörg W. - 2002 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001672661
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Determinants of required return in venture capital investments : a five-country study
Manigart, Sophie (contributor) - In: Journal of business venturing 17 (2002) 4, pp. 291-312
Persistent link: https://www.econbiz.de/10001651733