Herding Behavior among Institutional Investors in Tehran Stock Exchange

this paper following Lakonishok (1992) and Sias (2004), we examine the presence of herding behavior among active institutional investors, test the presence of momentum strategy (as a determiner of herding behavior) and the correlation between herding behavior and weekly, monthly and quarterly stock...

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Bibliographic Details
Main Authors: Gholamreza Keshavarz Haddad, Mohammad Rezaei
Format: Article
Language:fas
Published: Allameh Tabataba'i University Press 2011-01-01
Series:فصلنامه پژوهش‌های اقتصادی ایران
Subjects:
Online Access:https://ijer.atu.ac.ir/article_3351_0fa3218ce849662fed6818b0e1e66612.pdf