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Herding behaviour in Spanish global funds' country allocations
Autores:
Cristina Ortiz Lázaro, José Luis Sarto Marzal, Luis Alfonso Vicente Gimeno
Localización:
Revista española de financiación y contabilidad
,
ISSN
0210-2412,
Nº 157, 2013
(Ejemplar dedicado a: Behavioral Finance),
págs.
63-82
Idioma:
inglés
DOI
:
10.1080/02102412.2013.10779740
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:
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Referencias bibliográficas
Andreu, L.; Ortiz, C., and Sarto, J. L. 2009. Herding behaviour in strategic asset allocations: new approaches on quantitative and intertemporal...
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Choe, H.; Kho, B., and Stulz, R. M. 1999. Do foreign investors destabilize stock markets? The Korean experience in 1997. Journal of Financial...
Devenow, A., and Welch, I. 1996. Rational herding in financial economics. European Economic Review 40 (3-5): 603-615.
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Lobao, J., and Serra, A. P. 2007. Herding Behavior Evidence from Portuguese Mutual Funds, in G. N. Gregoriou, (ed.) Diversification and portfolio...
Marathe, A., and Shawky H. A. 1999. Categorizing Mutual Funds using Clusters. Advances in Quantitative Analysis of Finance and Accounting...
Matallín, J.C,. and Gil de Albornoz, B Evaluación de la Gestión Internacional de los Fondos de Inversión. 2005, Revista Española de Financiación...
Moreno, D.; Marco P., and Olmeda I. 2006. Self-Organizing Maps could improve the classification of Spanish Mutual Funds. European Journal...
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Scharfstein, D. S., and Stein, J. C. 1990. Herd Behavior and Investment. The American Economic Review 80 (3): 465-479.
Voronkova, S., and Bohl, M. T. 2005. Institutional Traders' Behavior in an Emerging Stock Market: Empirical Evidence on Polish Pension...
Walter, A., and Weber, F. M. 2006. Herding in the German Mutual Fund Industry. European Financial Management 12 (3): 375-406.
Wermers, R. 1999. Mutual fund herding and the impact on stock prices. The Journal of Finance 54 (2): 581-622.
Wylie, S. 2005. Fund Manager Herding: A Test of the Accuracy of Empirical Results Using U.K. Data. The Journal of Business 78 (1): 381-403.
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