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Navigating the factor zoo around the world : an institutional investor perspective
Bartram, Söhnke M.; Lohre, Harald; Pope, Peter F.; … - In: Journal of business economics : JBE 91 (2021) 5, pp. 655-703
Persistent link: https://www.econbiz.de/10012588809
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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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On the impact of style investing over institutional herding : evidence from a highly concentrated market
Gavriilidis, Konstantinos; Kallinterakis, Vasileios; … - In: Investment management and financial innovations 10 (2013) 4, pp. 27-42
Persistent link: https://www.econbiz.de/10010258448
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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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Pension fund equity performance: herding does not pay off
Bonetti, Matteo - 2021
Persistent link: https://www.econbiz.de/10012653913
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Investor behaviour during COVID-19 pandemic : do they herding?
Nosita, Firda; Amrulloh, Rifqi - In: Macroeconomic risk and growth in the Southeast Asian …, (pp. 115-135). 2023
Persistent link: https://www.econbiz.de/10014462335
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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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Herding of institutional traders : new evidence from daily data
Kremer, Stephanie - 2010
This paper sheds new light on herding of institutional investors by using a unique database that identifies every … transaction made by financial institutions in the German stock market. First, the analysis reveals that herding behavior of … previous studies overestimate herding. Third, our results suggest that herding by large financial institutions mainly results …
Persistent link: https://www.econbiz.de/10008665444
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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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Herding of institutional traders
Kremer, Stephanie - 2010
This paper sheds new light on herding of institutional investors by using a unique and superior database that … identifies every transaction of financial institutions. First, the analysis reveals herding behavior of institutions. Second, the …, indicates an overestimation of herding by previous studies. Third, our results suggest that herding by large financial …
Persistent link: https://www.econbiz.de/10003962962