Stochastic herding in financial markets evidence from institutional investor equity portfolios
Year of publication: |
2012
|
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Authors: | Nirei, Makoto ; Stamatiou, Theodoros ; Sushko, Vladyslav |
Publisher: |
[Basel] : Bank for International Settlements |
Subject: | Herdenverhalten | Herding | Institutioneller Investor | Institutional investor | Marktliquidität | Market liquidity | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | USA | United States | 2003-2008 | 2007 |
Extent: | 53 S. graph. Darst. 30 cm |
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Series: | BIS working papers. - Basle, ISSN 1020-0959, ZDB-ID 1482126-6. - Vol. 371 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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