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...

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Bibliographic Details
Main Authors: Lu Yang-Cheng, Fang Hao, Lee Yen-Hsien
Format: Article
Language:English
Published: Economists' Association of Vojvodina 2017-01-01
Series:Panoeconomicus
Subjects:
Online Access:http://www.doiserbia.nb.rs/img/doi/1452-595X/2017/1452-595X1700016L.pdf

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