The informational and non-informational compositions of UK fund managers’ dynamic herding in the stock market
This paper examines whether UK fund managers engage in herding behaviour in the stock market using the dynamic herding measure, whether their herding behaviour is different during bullish and bearish periods, whether most of their herding is informational, which types of informational reasons act as...
Main Authors: | Lu Yang-Cheng, Fang Hao, Lee Yen-Hsien |
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Format: | Article |
Language: | English |
Published: |
Economists' Association of Vojvodina
2017-01-01
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Series: | Panoeconomicus |
Subjects: | |
Online Access: | http://www.doiserbia.nb.rs/img/doi/1452-595X/2017/1452-595X1700016L.pdf |
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