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Measuring mutual fund herding – A structural approach. (2014). Walter, Andreas ; Frey, Stefan ; Herbst, Patrick .
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:32:y:2014:i:c:p:219-239.

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Cited: 30

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Cites: 43

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  1. Mutual fund flows and returns dynamics: Investor preferences and performance persistence. (2024). Paimanova, Viktoriia ; Guida, Roberto ; Galloppo, Giuseppe.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002782.

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  2. Herding in the cryptocurrency market: A transaction-level analysis. (2024). Preda, Alex ; Gemayel, Roland.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001750.

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  3. Do peer effects matter in bank risk? Some cross-country evidence. (2023). Wu, JI ; Chen, Minghua ; Wang, Peiwen ; Yan, Yuanyun.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001129.

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  4. Exploring style herding by mutual funds. (2023). , Remco ; Santi, Caterina.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000306.

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  5. FinTech platforms and mutual fund markets. (2023). Lu, Lei ; Zhang, Wenqiao ; Yu, Zongdai ; You, YU.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:84:y:2023:i:c:s104244312200124x.

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  6. Short-selling and mutual fund herding: The Chinese evidence. (2023). Xiang, Cheng ; Feng, Lixuan.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322006936.

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  7. The destabilizing effect of mutual fund herding: Evidence from China. (2023). Hu, YU ; He, Zhongzhi ; Xue, Wenjun.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001278.

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  8. To see is to believe: Corporate site visits and mutual fund herding. (2023). Keng, Kelvin Jui ; Li, Donghui ; Xiang, Cheng ; Quan, Xiaofeng.
    In: Financial Management.
    RePEc:bla:finmgt:v:52:y:2023:i:4:p:711-740.

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  9. Analysis of herding behavior in individual investor portfolios using machine learning algorithms. (2022). Mavruk, Taylan.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922001283.

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  10. An examination of herding behaviour of the Chinese mutual funds: A time-varying perspective. (2022). Yao, Wenying ; Xing, Shuo ; Cheng, Tingting.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x22001159.

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  11. Why you should not use the LSV herding measure. (2022). Jurkatis, Simon.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0959.

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  12. Stock market liberalization and institutional herding: Evidence from the Shanghai-Hong Kong and Shenzhen-Hong Kong Stock Connects. (2021). Cai, Wenwu ; Xiang, Cheng ; Zhao, Yuyang.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:69:y:2021:i:c:s0927538x21001505.

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  13. Mutual fund herding and return comovement in Chinese equities. (2021). Xue, Wenjun ; Hu, YU ; Caglayan, Mustafa Onur.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001062.

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  14. Do gender, age and education affect herding in the real estate market?. (2021). Tanav, Anne-Liis ; Talpsepp, Tnn.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001155.

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  15. The impact of trading behavioral biases on market liquidity under different volatility levels: Evidence from the Chinese commodity futures market. (2021). Zheng, Kaixin ; Tse, Yiuman ; Liu, Qingfu.
    In: The Financial Review.
    RePEc:bla:finrev:v:56:y:2021:i:4:p:671-692.

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  16. .

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  17. Do sharp movements in oil prices matter for stock markets?. (2020). Huang, Paoyu ; Day, Min-Yuh ; Wu, Manhwa ; Ni, Yensen.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316280.

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  18. Herding behavior of Dutch pension funds in asset class investments. (2018). Bikker, Jacob ; Koetsier, I.
    In: Working Papers.
    RePEc:use:tkiwps:1804.

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  19. Trading strategies in terms of continuous rising (falling) prices or continuous bullish (bearish) candlesticks emitted. (2018). Ni, Yensen ; Day, Min-Yuh ; Huang, Paoyu ; Cheng, Yirung.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:501:y:2018:i:c:p:188-204.

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  20. Mutual fund herding and stock price crashes. (2018). Deng, Xin ; Qiao, Zheng ; Hung, Shengmin.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:94:y:2018:i:c:p:166-184.

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  21. Determinants of equity mutual fund flows – Evidence from the fund flow dynamics between Hong Kong and global markets. (2018). Wing, Tom Pak ; Ho, Edmund ; Wan, Angela Kin.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:57:y:2018:i:c:p:231-247.

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  22. Herding behavior of Dutch pension funds in asset class investments. (2018). Bikker, Jacob ; Koetsier, Ian.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:602.

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  23. Herding behaviour of Dutch pension funds in sovereign bond investments. (2017). Bikker, Jacob ; Koetsier, I.
    In: Working Papers.
    RePEc:use:tkiwps:1715.

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  24. Herding behaviour of Dutch pension funds in sovereign bond investments. (2017). Bikker, Jacob ; Koetsier, Ian.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:569.

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  25. Herd mentality in the stock market: On the role of idiosyncratic participants with heterogeneous information. (2016). Lin, Mi.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:48:y:2016:i:c:p:247-260.

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  26. Herding in Style Allocations. (2015). Sarto, Jos Luis ; Ortiz, Cristina ; Andreu, Laura.
    In: Journal of Business Economics and Management.
    RePEc:taf:jbemgt:v:16:y:2015:i:4:p:822-844.

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  27. Do commodity investors herd? Evidence from a time-varying stochastic volatility model. (2015). GUPTA, RANGAN ; BABALOS, VASSILIOS ; Stavroyiannis, Stavros.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:46:y:2015:i:p2:p:281-287.

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  28. The scope of international mutual fund outsourcing: Fees, performance and risks. (2015). Cumming, Douglas ; Zhan, Feng ; Schwienbacher, Armin.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:38:y:2015:i:c:p:185-199.

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  36. Herding where retail investors dominate trading: The case of Saudi Arabia. (2015). Chowdhury, Shah Saeed ; Sadique, Shibley M ; Hassan, Shah Saeed ; Rahman, Arifur M.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:57:y:2015:i:c:p:46-60.

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  37. Global risk exposures and industry diversification with Shariah-compliant equity sectors. (2015). Demirer, Riza ; Balcilar, Mehmet ; Hammoudeh, Shawkat.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:35:y:2015:i:pb:p:499-520.

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  38. Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk: A two-state Markov switching analysis. (2015). Aloui, Chaker ; ben Hamida, Hela ; Hammoudeh, Shawkat.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:34:y:2015:i:c:p:121-135.

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  39. Industry herding and momentum strategies. (2015). Demirer, Riza ; Lien, Donald ; Zhang, Huacheng .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:32:y:2015:i:c:p:95-110.

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  40. Do commodity investors herd? Evidence from a time-varying stochastic volatility model. (2015). GUPTA, RANGAN ; BABALOS, VASSILIOS ; Stavroyiannis, Stavros.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:46:y:2015:i:p2:p:281-287.

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  41. Herding dynamics in exchange groups: Evidence from Euronext. (2015). Goyal, Abhinav ; Economou, Fotini ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:34:y:2015:i:c:p:228-244.

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  42. Does the stock market drive herd behavior in commodity futures markets?. (2015). Demirer, Riza ; Lien, Donald ; Lee, Hsiang-Tai .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:39:y:2015:i:c:p:32-44.

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  43. Oil price risk exposure and the cross-section of stock returns: The case of net exporting countries. (2015). Khalifa, Ahmed ; Demirer, Riza ; Khalifa, Ahmed A. A., ; Jategaonkar, Shrikant P..
    In: Energy Economics.
    RePEc:eee:eneeco:v:49:y:2015:i:c:p:132-140.

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  44. Regional and global spillovers and diversification opportunities in the GCC equity sectors. (2015). Demirer, Riza ; Balcilar, Mehmet ; Hammoudeh, Shawkat.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:24:y:2015:i:c:p:160-187.

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  45. Global and regional volatility spillovers to GCC stock markets. (2015). Mishra, Anil ; Alotaibi, Abdullah R..
    In: Economic Modelling.
    RePEc:eee:ecmode:v:45:y:2015:i:c:p:38-49.

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  46. Sectoral herding behavior in the aftermarket of Malaysian IPOs. (2014). Dehghani, Pegah ; Ros Zam Zam Sapian, .
    In: Venture Capital.
    RePEc:taf:veecee:v:16:y:2014:i:3:p:227-246.

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  47. Revisiting Herding Behavior in REITs: A Regime-Switching Approach. (2014). GUPTA, RANGAN ; BABALOS, VASSILIOS ; Balcilar, Mehmet ; Philippas, Nikolaos.
    In: Working Papers.
    RePEc:pre:wpaper:201448.

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  48. Dependence patterns across Gulf Arab stock markets: a copula approach. (2014). Basher, Syed ; Abul, Basher Syed ; Hui, Zhu ; Salem, Nechi .
    In: MPRA Paper.
    RePEc:pra:mprapa:56566.

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  49. Oil Price Risk Exposure and the Cross-section of Stock Returns: The Case of Net Exporting Countries. (2014). Khalifa, Ahmed ; Demirer, Riza ; Jategaonka, Shrikant P.
    In: Working Papers.
    RePEc:erg:wpaper:858.

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  50. Revisiting Herding Behavior in REITs: A RegimeSwitching Approach. (2014). GUPTA, RANGAN ; BABALOS, VASSILIOS ; Balcilar, Mehmet ; Philippas, Nikolaos.
    In: Working Papers.
    RePEc:emu:wpaper:15-15.pdf.

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  51. Do ADR investors herd?: Evidence from advanced and emerging markets. (2014). Kutan, Ali ; Demirer, Riza ; Zhang, Huacheng .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:30:y:2014:i:c:p:138-148.

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  52. Measuring mutual fund herding – A structural approach. (2014). Walter, Andreas ; Frey, Stefan ; Herbst, Patrick .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:32:y:2014:i:c:p:219-239.

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  53. What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors. (2014). Hammoudeh, Shawkat ; Demirer, Riza ; Balcilar, Mehmet.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:29:y:2014:i:c:p:418-440.

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  54. Commodity Financialization and Herd Behavior in Commodity Futures Markets. (2013). Demirer, Riza ; Lien, Donald ; Lee, Hsiang-Tai .
    In: Working Papers.
    RePEc:tsa:wpaper:0221fin.

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  55. Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets?. (2013). Khalifa, Ahmed ; Demirer, Riza ; Balcilar, Mehmet ; Hammoudeh, Shawkat.
    In: Working Papers.
    RePEc:erg:wpaper:819.

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  56. Can advanced markets help diversify risks in frontier stock markets? Evidence from Gulf Arab stock markets. (2013). Demirer, Riza.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:29:y:2013:i:c:p:77-98.

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  57. Time-variations in herding behavior: Evidence from a Markov switching SUR model. (2013). Klein, Arne C..
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:26:y:2013:i:c:p:291-304.

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  58. Correlation and Volatility of the MENA Equity Markets in Turbulent Periods, and Portfolio Implications. (2013). Bouri, Elie.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-12-00677.

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  59. Far tail or extreme day returns, mutual fund cash flows and investment behaviour. (2010). de Ridder, Adri ; Burnie, David .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:20:y:2010:i:16:p:1241-1256.

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