Why you should not use the LSV herding measure

Simon Jurkatis

Year of publication:	January 2022
Authors:	Jurkatis, Simon Willi
Publisher:	London : Bank of England
Subject:	Herding \| estimation \| market microstructure \| overdispersion \| Herdenverhalten \| Marktmikrostruktur \| Market microstructure \| Theorie \| Theory \| Messung \| Measurement

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