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Portfolio performance in relation to herding behavior in the Taiwan stock market
Chang, Chiao-yi; Chen, Hsiang-lan; Jiang, Zong-ru - In: Emerging markets finance & trade : a journal of the … 48 (2012), pp. 82-104
Persistent link: https://www.econbiz.de/10009682524
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Stochastic volatility jump-diffusions for European equity index dynamics
Kaeck, Andreas; Alexander, Carol - In: European financial management : the journal of the … 19 (2013) 3, pp. 470-496
Persistent link: https://www.econbiz.de/10010193749
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The effects of stock characteristics on the direction and extent of herding by foreign institutional investors in the Taiwan stock exchange
Fang, Hao; Lu, Yang-cheng; Yau, Hwey-yun - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 60-74
Persistent link: https://www.econbiz.de/10010402994
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Pension fund equity performance: herding does not pay off
Bonetti, Matteo - 2021
Persistent link: https://www.econbiz.de/10012653913
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Herding by mutual funds : impact on performance and investors' response
Bhattacharya, Debarati; Sonaer, Gokhan - In: The European journal of finance 24 (2018) 4/6, pp. 283-299
Persistent link: https://www.econbiz.de/10012244316
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Contrarian strategy and herding behaviour in the Chinese stock market
Chen, Qiwei; Hua, Xiuping; Jiang, Ying - In: The European journal of finance 24 (2018) 16, pp. 1552-1568
Persistent link: https://www.econbiz.de/10012259076
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Regime-switching determinants of mutual fund performance in South Africa
Apau, Richard; Moores-Pitt, Peter; Muzindutsi, Paul-Francois - In: Economies : open access journal 9 (2021) 4, pp. 1-20
This study assesses the effect of fund-level and systemic factors on the performance of mutual funds in the context of changing market conditions. A Markov regime-switching model is used to analyze the performance of 33 South African equity mutual funds from 2006 to 2019. From the results, fund...
Persistent link: https://www.econbiz.de/10012799837
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Review papers for journal of risk and financial management (JRFM)
McAleer, Michael - In: Journal of risk and financial management : JRFM 13 (2020) 8/185, pp. 1-18
This paper evaluates an editorial and seven invaluable and interesting review papers for the Journal of Risk and Financial Management (JRFM). The topics covered include the rising complexity of bank regulatory capital requirements from global guidelines to their United States (US)...
Persistent link: https://www.econbiz.de/10012321338
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Validating the adaptive market hypothesis in the Tunisian stock market
Obalade, Adefemi Alamu; Muzindutsi, Paul-Francois - In: International journal of trade and global markets 13 (2020) 1, pp. 42-51
Persistent link: https://www.econbiz.de/10012179319
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Institutional herding premium in the Taiwan stock market
Lu, Yang-cheng; Wong, Jehn-Yih; Fang, Hao - In: Investment management and financial innovations 6 (2009) 2, pp. 52-67
Persistent link: https://www.econbiz.de/10003918217