Ah Mand, Abdollah; Sifat, Imtiaz; Ang, Wei Kee; Choo, … - 2022
This paper is among the first to investigate high-frequency herding tendencies among exchange traded funds (ETF) traders within the commodities asset class. Operating on 64 popularly traded and liquid ETFs spread across five sub-sectors from 2009 to 2021, we apply four different...