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Internationale Börsenplatzentscheidungen institutioneller Investoren

Schiereck, Dirk - 1995

Persistent link: https://www.econbiz.de/10000549883

Behavioural Types and Characteristics of UK Fund Managers’ Cascading and Herding : New Evidence From the Stock Market

Lu, Ralph - 2013

This paper first extends Sias (2004) to examine whether UK fund managers are engaged in herding behaviours in the stock … market, their reasons for herding, whether their herding behaviours are different during bullish and bearish periods and … whether or not their herding behaviours are informational. Our results demonstrate that UK fund managers' cascades primarily …

Persistent link: https://www.econbiz.de/10013079120

Investor Behaviour and Reaching for Yield : Evidence from the Sterling Corporate Bond Market

Czech, Robert - 2020

We provide evidence on how corporate bond investors react to a change in yields, and how this behaviour differs in times of market‐wide stress. We also investigate ‘reaching for yield' across investor types, as well as providing insights into the structure of the corporate bond market. Using...

Persistent link: https://www.econbiz.de/10012853544

The equity market implications of the retail investment boom

Beck, Philippe van der; Jaunin, Coralie - 2021

This paper quantifies the impact of Robinhood traders on the US equity market. Within a structural model, we estimate retail and institutional demand curves and derive aggregate pricing implications via market clearing. The inelastic nature of institutional demand allows Robinhood traders to...

Persistent link: https://www.econbiz.de/10012487631

Preferred Habitat Investors in the UK Government Bond Market

Giese, Julia; Joyce, Michael; Meaning, Jack; Worlidge, Jack - 2021

Most tests of preferred habitat theory are indirect; they infer the existence of preferred habitat behaviour in financial markets by examining the behaviour of asset prices. We instead identify preferred habitat behaviour directly from whether investors show a preference towards a particular...

Persistent link: https://www.econbiz.de/10013211975

Aktives Portfoliomanagement am britischen Anleihenmarkt

Scheier, Johannes; Spiwoks, Markus - 2006

Persistent link: https://www.econbiz.de/10003367727

A universal investment portfolio for public pension funds : making the most of our herding ways : Richard Ennis's insights

Ennis, Richard M. - In: The journal of investing : JOI 32 (2022) 1, pp. 7-20

Persistent link: https://www.econbiz.de/10014231557

Asset Allocation Dynamics of Pension Funds

Bams, Dennis - 2016

How does portfolio of long-term investors like pension funds change relative to the stated strategic portfolio? We investigate their portfolio dynamics using an international database that spans over 20 years and focus on portfolio rebalancing. We find that a significant proportion of the change...

Persistent link: https://www.econbiz.de/10012994222

Derivatives WMD, Liability Driven Investment Strategies LDI, the UK Gilt Market Crisis and Pension Fund Collapse Risk

Macey-Dare, Rupert - 2022

In his Berkshire Hathaway annual newsletter to investors c.20 years ago, Warren Buffett while discussing the Long Term Capital Management LTCM and Enron collapses, famously called derivatives: "financial weapons of mass destruction, carrying dangers that, while now latent, are potentially...

Persistent link: https://www.econbiz.de/10014238873

Reflections on professional ethics in investment management and pension fund investment consulting

Minahan, John R. - In: The journal of investing : JOI 31 (2022) 4, pp. 135-147

Persistent link: https://www.econbiz.de/10014231416

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