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Institutional Herding in the ADR Market
16 references·2 citing·34 second hopsampled
Institutional Herding in the ADR Market (2004)Institutional Herding in the ADR MarketInstitutional Herding (2003)Institutional HerdingMutual Fund Herding and the Impact on Stock Prices (1999)Mutual Fund Herding and the I…Herding and Feedback Trading by Institutional and Individual Investors (1999)Herding and Feedback Trading …Multidimensional Uncertainty and Herd Behavior in Financial Markets (1998)Multidimensional Uncertainty …On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Preferences for Stock Characteristics As Revealed by Mutual Fund Portfolio Holdings (1996)Preferences for Stock Charact…Momentum Strategies (1996)Momentum StrategiesAnother Puzzle: The Growth in Actively Managed Mutual Funds (1996)Another Puzzle: The Growth in…Security Analysis and Trading Patterns When Some Investors Receive Information Before Others (1994)Security Analysis and Trading…Contrarian Investment, Extrapolation, and Risk (1994)Contrarian Investment, Extrap…Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…The impact of institutional trading on stock prices (1992)The impact of institutional t…Sequential Sales, Learning, and Cascades (1992)Sequential Sales, Learning, a…A Simple Model of Herd Behavior (1992)A Simple Model of Herd Behavi…Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Positive Feedback Investment …Herd Behavior and Investment (1988)Herd Behavior and InvestmentWhich kind of investor causes comovement? (2019)Which kind of investor causes…Evidence of feedback trading with Markov switching regimes (2007)Evidence of feedback trading …The General Theory of Employment (1937)Network externalities, competition, and compatibility (1985)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)The Limits of Arbitrage (1995)The Categorical Imperative: Securities Analysts and the Illegitimacy Discount (1999)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)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses (2000)Mutual Fund Flows and Performance in Rational Markets (2004)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Risk, Return, and Equilibrium: Empirical Tests (1973)Multifactor Explanations of Asset Pricing Anomalies (1996)Investor Psychology and Security Market Under‐ and Overreactions (1998)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)The General Theory of Employment, Interest and Money. (1936)Standardization, Compatibility, and Innovation (1985)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Using Online Conversations to Study Word-of-Mouth Communication (2004)Noise Trader Risk in Financial Markets (1990)Institutional Investors and Equity Prices (2001)What Makes Investors Trade? (2001)Continuous Auctions and Insider Trading (1985)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Asset Fire Sales (and Purchases) in Equity Markets (2005)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)Investor Sentiment and the Cross‐Section of Stock Returns (2006)
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References

  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1992A Simple Model of Herd Behavior6,511 cited
  • 1994Contrarian Investment, Extrapolation, and Risk4,198 cited
  • 1988Herd Behavior and Investment2,815 cited
  • 1990Positive Feedback Investment Strategies and Destabilizing Rational Speculation2,197 cited
  • 1996Another Puzzle: The Growth in Actively Managed Mutual Funds2,093 cited
  • 1992The impact of institutional trading on stock prices2,068 cited
  • 1999Mutual Fund Herding and the Impact on Stock Prices1,730 cited
  • 1999Herding and Feedback Trading by Institutional and Individual Investors1,587 cited
  • 1992Sequential Sales, Learning, and Cascades1,301 cited
  • 1996Momentum Strategies1,275 cited
  • 1996Preferences for Stock Characteristics As Revealed by Mutual Fund Portfolio Holdings1,057 cited
  • 2003Institutional Herding898 cited
  • 1998Multidimensional Uncertainty and Herd Behavior in Financial Markets748 cited
  • 1994Security Analysis and Trading Patterns When Some Investors Receive Information Before Others

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  • 2019Which kind of investor causes comovement?24 cited
  • 2007Evidence of feedback trading with Markov switching regimes24 cited