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Momentum, information, and herding
Lin, Zhilu; Wu, Wentao; Zhang, Haoran - In: The journal of behavioral finance : a publication of … 24 (2023) 2, pp. 219-237
Persistent link: https://www.econbiz.de/10013547912
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Remittances and portfolio values : an inquiry using Spanish immigrants from Africa, Europe and the Americas
Amuedo Dorantes, Catalina; Pozo, Susan - 2012
we would expect given migrants' diverse backgrounds and motives for emigrating. Additionally, remitting patterns change …
Persistent link: https://www.econbiz.de/10009548887
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The financial decisions of immigrant and native households : evidence from Italy
Bertocchi, Graziella; Brunetti, Marianna; Zaiceva, Anzelika - 2018
Using rich Italian data for the period 2006-2014, we document sizeable gaps between native and immigrant households with respect to wealth holdings and financial decisions. Immigrant household heads hold less net wealth than native, but only above the median of the wealth distribution, with...
Persistent link: https://www.econbiz.de/10011950811
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The financial decisions of immigrant and native households : evidence from Italy
Bertocchi, Graziella; Brunetti, Marianna; Zaiceva, Anzelika - 2018
Using rich Italian data for the period 2006-2014, we document sizeable gaps between native and immigrant households with respect to wealth holdings and financial decisions. Immigrant household heads hold less net wealth than native, but only above the median of the wealth distribution, with...
Persistent link: https://www.econbiz.de/10012154394
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The market for lemmings : is the investment behavior of pension funds stabilizing or destabilizing?
Blake, David; Sarno, Lucio; Zinna, Gabriele - 2014
Persistent link: https://www.econbiz.de/10010429316
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Herding in smart-beta investment products
Krkoska, Eduard; Schenk-Hoppé, Klaus Reiner - In: Journal of risk and financial management : JRFM 12 (2019) 1/47, pp. 1-14
We highlight herding of investors as one major risk factor that is typically ignored in statistical approaches to … portfolio modelling and risk management. Our survey focuses on smart-beta investing where such methods and investor herding seem … modelling herding risk which merit empirical analysis. This financial economists' perspective supplements the vast statistical …
Persistent link: https://www.econbiz.de/10012022287
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Portfolio choice when relative income matters
Park, Sangkyun - In: The journal of socio-economics 38 (2009) 3, pp. 530-533
Persistent link: https://www.econbiz.de/10003882454
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Regulating Asset Price Risk
Bacchetta, Philippe; Tille, Cédric; Van Wincoop, Eric - 2011
There has been a long debate about whether speculators are stabilizing or not. We consider a model where speculators have a stabilizing role in normal times, but may also provoke large risk panics. The very feature that makes arbitrageurs liquidity providers in normal times, namely their...
Persistent link: https://www.econbiz.de/10008905464
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Regulating asset price risk
Bacchetta, Philippe; Tille, Cédric; Van Wincoop, Eric - 2011
There has been a long debate about whether speculators are stabilizing or not. We consider a model where speculators have a stabilizing role in normal times, but may also provoke large risk panics. The very feature that makes arbitrageurs liquidity providers in normal times, namely their...
Persistent link: https://www.econbiz.de/10009009577
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Regulating asset price risk
Bacchetta, Philippe; Tille, Cédric; Van Wincoop, Eric - 2011
Persistent link: https://www.econbiz.de/10009011744