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The herding behaviour on Pakistan stock exchange : using firm-level data

Kiran, Fasiha; Khan, Naimat U.; Shah, Attaullah - In: Afro-Asian Journal of Finance and Accounting : AAJFA 10 (2020) 1, pp. 71-84

Persistent link: https://www.econbiz.de/10012167852

Do sovereign wealth funds herd in equity markets?

Miceli, Valeria - 2011

Persistent link: https://www.econbiz.de/10009534363

Asset price effects of peer benchmarking : evidence from a natural experiment

Acharya, Sushant; Pedraza, Alvaro - 2015

We estimate the effects of peer benchmarking by institutional investors on asset prices. To identify trades purely due to peer benchmarking as separate from those based on fundamentals or private information, we exploit a natural experiment involving a change in a government-imposed...

Persistent link: https://www.econbiz.de/10010514042

Short-term herding of institutional traders : new evidence from the German Stock market

Kremer, Stephanie; Nautz, Dieter - In: European financial management : the journal of the … 19 (2013) 4, pp. 730-746

Persistent link: https://www.econbiz.de/10010237359

Herding in a concentrated market : a question of intent

Holmes, Phil; Kallinterakis, Vasileios; Ferreira, M. P. … - In: European financial management : the journal of the … 19 (2013) 3, pp. 497-520

Persistent link: https://www.econbiz.de/10010193748

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

The decomposition and causes of securities dealers' cascades in the Taiwan stock market

Fang, Hao; Lu, Yang-cheng; Yang, Tzu-Yi - In: Investment management and financial innovations 10 (2013) 3, pp. 30-39

Persistent link: https://www.econbiz.de/10010201512

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

Institutional investor trading in a short investment horizon : evidence from the Korean stock market

Chung, Chune Young; Liu, Chang; Wang, Kainan - In: Emerging markets finance & trade : a journal of the … 52 (2016) 4/6, pp. 1002-1012

Persistent link: https://www.econbiz.de/10011563263

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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