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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
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An international examination of affine term structure models and the expectations hypothesis
Tang, Huarong (contributor); Xia, Yihong (contributor) - 2005
Persistent link: https://www.econbiz.de/10003726386
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An international examination of affine term structure models and the expectations hypothesis
Tang, Huarong (contributor); Xia, Yihong (contributor) - 2005
Persistent link: https://www.econbiz.de/10003732629
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Wettbewerb und Leistung auf zwei ungewöhnlichen Märkten
Mueller, Dennis C. - In: Perspektiven der Wirtschaftspolitik : eine Zeitschrift … 8 (2007), pp. 133-140
Persistent link: https://www.econbiz.de/10003454731
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An international examination of affine term structure models and the expectations hypothesis
Tang, Huarong; Xia, Yihong - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 1, pp. 41-80
Persistent link: https://www.econbiz.de/10003434453
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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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The rate of return on equity across industrial sectors on the British stock market : 1825 - 70
Hickson, Charles Robert; Turner, John D.; Ye, Qing - In: The economic history review : a journal of economic and … 64 (2011) 4, pp. 1218-1241
Persistent link: https://www.econbiz.de/10009382110
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The high volume return premium : cross-country evidence
Kaniel, Ron; Ozoguz, Arzu; Starks, Laura T. - In: Journal of financial economics 103 (2012) 2, pp. 255-279
Persistent link: https://www.econbiz.de/10009501397
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Global mutual fund industry comparisons : Canada, the United Kingdom and the United States
Fitzpatrick, Brian; Hepp, Daniel C.; Lott, Erinn J. - In: International business and economics research journal 9 (2010) 10, pp. 11-24
Persistent link: https://www.econbiz.de/10009308500