Institutional herding and risk-return relationship
| Year of publication: |
June 2016
|
|---|---|
| Authors: | Huang, Teng-Ching ; Wu, Ching-Chih ; Lin, Bing-huei |
| Published in: |
Journal of business research : JBR. - New York, NY : Elsevier, ISSN 0148-2963, ZDB-ID 189773-1. - Vol. 69.2016, 6, p. 2073-2080
|
| Subject: | Institutional herding | Risk-return relationship | Leverage hypothesis | Volatility feedback hypothesis | Herdenverhalten | Herding | Kapitaleinkommen | Capital income | Institutioneller Investor | Institutional investor | Risiko | Risk | Volatilität | Volatility | Anlageverhalten | Behavioural finance | Theorie | Theory | Aktienmarkt | Stock market | ARCH-Modell | ARCH model |
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