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Journal Article

When is Herding Not Herding?

  • Galariotis E
  • Rong W
  • Spyrou S
SSRN Electronic Journal (2012)
DOI: 10.2139/ssrn.2083201
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Abstract

Abstract: This paper tests for herding effects in the prices of all S&P100 constituent stocks for the period between 1989 and 2011. We find herding only for the extremely volatile period related to the global financial crisis. This finding is robust to time-variation in slope ...

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Galariotis, E. C., Rong, W., & Spyrou, S. I. (2012). When is Herding Not Herding? SSRN Electronic Journal. https://doi.org/10.2139/ssrn.2083201

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