Bayesian analysis of herding behaviour: an application to Spanish equity mutual funds
Author:
Affiliation:
1. Department of Accounting and Finance; University of Zaragoza; Zaragoza Spain
2. Department of Statistical Methods, School of Business and Economics; University of Zaragoza; Zaragoza Spain
Funder
GRUPO CONSOLIDADO DGA S11
PROYECTO CYCIT
Publisher
Wiley
Subject
Management Science and Operations Research,General Business, Management and Accounting,Modeling and Simulation
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/asmb.2087/fullpdf
Reference30 articles.
1. Prospect theory: an analysis of decisions under risk;Kahnemann;Econometrica,1979
2. Rational choice and the framing of decisions;Tversky;Journal of Business,1986
3. Herd behaviour and cascading in capital markets: a review and synthesis;Hirshleifer;European Financial Management,2003
4. Herd behaviour in financial markets;Bikhchandani;IMF Staff Papers,2000
5. Dumb money: mutual fund flows and the cross-section of stock returns;Frazzini;Journal of Financial Economics,2008
Cited by 6 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. An examination of herding behaviour of the Chinese mutual funds: A time-varying perspective;Pacific-Basin Finance Journal;2022-09
2. Herding behaviour in the capital market: What do we know and what is next?;Management Review Quarterly;2021-03-18
3. Herd behaviour & investor sentiment: Evidence from UK mutual funds;International Review of Financial Analysis;2020-10
4. Ramadan effect on sectoral herding;Independent Journal of Management & Production;2020-10-01
5. Leaders and followers in mutual funds: A dynamic Bayesian approach;Applied Stochastic Models in Business and Industry;2020-02-28
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3