Analysis of intraday herding behavior among the sector ETFs
Year of publication: |
2004
|
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Authors: | Gleason, Kimberly ; Mathur, Iqbal ; Peterson, Mark A. |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 11.2004, 5, p. 681-694
|
Subject: | Investmentfonds | Investment Fund | Volatilität | Volatility | Aktienindex | Stock index | Marktmikrostruktur | Market microstructure | USA | United States | Herdenverhalten | Herding |
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