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Measuring Herding Intensity: A Hard Task
16 references·1 citing·40 second hop
Measuring Herding Intensity: A Hard Task (2010)Measuring Herding Intensity: A Hard TaskMeasuring mutual fund herding – A structural approach (2014)Measuring mutual fund herding…Herding in the German Mutual Fund Industry (2006)Herding in the German Mutual …Institutional Traders’ Behavior in an Emerging Stock Market: Empirical Evidence on Polish Pension Fund Investors (2005)Institutional Traders’ Behavi…Fund Manager Herding: A Test of the Accuracy of Empirical Results Using U.K. Data (2005)Fund Manager Herding: A Test …Does herding behavior exist in Chinese stock markets? (2005)Does herding behavior exist i…Market stress and herding (2004)Market stress and herdingAnalysis of intraday herding behavior among the sector ETFs (2004)Analysis of intraday herding …Institutional Herding (2003)Institutional HerdingA Panic-Prone Pack? The Behavior of Emerging Market Mutual Funds (2003)A Panic-Prone Pack? The Behav…Herd Behavior in Financial Markets (2000)Herd Behavior in Financial Ma…An examination of herd behavior in equity markets: An international perspective (2000)An examination of herd behavi…A Panic-Prone Pack? The Behavior of Emerging Market Mutual Funds (2000)A Panic-Prone Pack? The Behav…Mutual Fund Herding and the Impact on Stock Prices (1999)Mutual Fund Herding and the I…Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior (1995)Momentum Investment Strategie…Following the Pied Piper: Do Individual Returns Herd around the Market? (1995)Following the Pied Piper: Do …The impact of institutional trading on stock prices (1992)The impact of institutional t…Measuring Mutual Fund Herding - A Structural Approach (2008)Measuring Mutual Fund Herding…Bank Runs, Deposit Insurance, and Liquidity (1983)Herd Behavior and Investment (1988)A Simple Model of Herd Behavior (1992)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)Responding to global infectious disease outbreaks: Lessons from SARS on the role of risk perception, communication and management (2006)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Cross-country effects in herding behaviour: Evidence from four south European markets (2011)Investor herding behaviour of Chinese stock market (2013)Do investors exhibit behavioral biases in investment decision making? A systematic review (2018)Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Herding in financial markets: a review of the literature (2013)Herding on fundamental information: A comparative study (2014)On the psychology of prediction. (1973)Common risk factors in the returns on stocks and bonds (1993)Herding behaviour in cryptocurrencies (2018)Cryptocurrency trading: a comprehensive survey (2022)Essays in Positive Economics (1954)Does the Stock Market Overreact? (1985)Risk Taking by Mutual Funds as a Response to Incentives (1997)Investor Psychology and Asset Pricing (2001)The Geography of Investment: Informed Trading and Asset Prices (2001)Herd on the Street: Informational Inefficiencies in a Market with Short‐Term Speculation (1992)An empirical analysis of herd behavior in global stock markets (2010)Capital Market Equilibrium with Restricted Borrowing (1972)Foreign Speculators and Emerging Equity Markets (2000)Herding behavior in Chinese stock markets: An examination of A and B shares (2007)Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)On Persistence in Mutual Fund Performance (1997)Institutional Investors and Equity Prices (2001)Asset Fire Sales (and Purchases) in Equity Markets (2005)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)Continuous Auctions and Insider Trading (1985)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Greener Pastures and the Impact of Dynamic Institutional Preferences (2003)Caught on tape: Institutional trading, stock returns, and earnings announcements (2008)Corporate Finance Policies and Social Networks (2016)Rational herding in financial economics (1996)What Makes Investors Trade? (2001)On the Industry Concentration of Actively Managed Equity Mutual Funds (2005)
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References

  • 1992The impact of institutional trading on stock prices2,068 cited
  • 1999Mutual Fund Herding and the Impact on Stock Prices1,730 cited
  • 2000An examination of herd behavior in equity markets: An international perspective1,288 cited
  • 2000Herd Behavior in Financial Markets1,232 cited
  • 1995Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior1,177 cited
  • 1995Following the Pied Piper: Do Individual Returns Herd around the Market?1,170 cited
  • 2003Institutional Herding898 cited
  • 2004Market stress and herding682 cited
  • 2005Does herding behavior exist in Chinese stock markets?409 cited
  • 2004Analysis of intraday herding behavior among the sector ETFs291 cited
  • 2005Fund Manager Herding: A Test of the Accuracy of Empirical Results Using U.K. Data234 cited
  • 2005Institutional Traders’ Behavior in an Emerging Stock Market: Empirical Evidence on Polish Pension Fund Investors182 cited
  • 2006Herding in the German Mutual Fund Industry178 cited
  • 2003A Panic-Prone Pack? The Behavior of Emerging Market Mutual Funds125 cited
  • 2014Measuring mutual fund herding – A structural approach69 cited

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  • 2000A Panic-Prone Pack? The Behavior of Emerging Market Mutual Funds63 cited
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    • 2008Measuring Mutual Fund Herding - A Structural Approach28 cited