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Heterogeneous beliefs and momentum profits

Verardo, Michela - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 4, pp. 795-822

Persistent link: https://www.econbiz.de/10003901177

The price impact of institutional herding

Dasgupta, Amil; Prat, Andrea; Verardo, Michela - 2010

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Institutional trade persistence and long-term equity returns

Dasgupta, Amil; Prat, Andrea; Verardo, Michela - In: The journal of finance : the journal of the American … 66 (2011) 2, pp. 635-653

Persistent link: https://www.econbiz.de/10009240907

Does herding behavior reveal skill? : an analysis of mutual fund performance

Jiang, Hao; Verardo, Michela - 2013

Persistent link: https://www.econbiz.de/10009753076

The price impact of institutional herding

Dasgupta, Amil; Prat, Andrea; Verardo, Michela - In: The review of financial studies 24 (2011) 3, pp. 892-925

Persistent link: https://www.econbiz.de/10008934092

Institutional trade persistence and long-term equity returns

Dasgupta, Amil; Prat, Andrea; Verardo, Michela - 2010

Persistent link: https://www.econbiz.de/10008746952

Institutional trade persistence and long-term equity returns

Dasgupta, Amil; Prat, Andrea; Verardo, Michela - 2007

Persistent link: https://www.econbiz.de/10003515861

The price impact of institutional herding

Dasgupta, Amil; Prat, Andrea; Verardo, Michela - 2010

Persistent link: https://www.econbiz.de/10003976533

Does Herding Behavior Reveal Skill? An Analysis of Mutual Fund Performance

Jiang, Hao - 2017

We uncover a negative relation between herding behavior and skill in the mutual fund industry. Our new, dynamic measure of fund-level herding captures the tendency of fund managers to follow the trades of the institutional crowd. We find that herding funds underperform their antiherding peers by...

Persistent link: https://www.econbiz.de/10012974485

Volatillity forecast comparison using imperfect volatility proxies

Patton, Andrew J. - In: Journal of econometrics 160 (2011) 1, pp. 246-256

Persistent link: https://www.econbiz.de/10009242521