Herding in financial markets: a review of the literature

S Spyrou - Review of Behavioral Finance, 2013 - emerald.com
Purpose–The purpose of this paper is to provide a review of theory and empirical evidence
on herding behavior in financial markets. Design/methodology/approach–Review and …

Challenging the conventional wisdom on active management: A review of the past 20 years of academic literature on actively managed mutual funds

KJM Cremers, JA Fulkerson, TB Riley - Financial Analysts Journal, 2019 - Taylor & Francis
Just over 20 years have passed since the publication of Mark Carhart's landmark 1997 study
on mutual funds. Its conclusion—that the data did “not support the existence of skilled or …

Inexperienced investors and bubbles

R Greenwood, S Nagel - Journal of Financial Economics, 2009 - Elsevier
We use mutual fund manager data from the technology bubble to examine the hypothesis
that inexperienced investors play a role in the formation of asset price bubbles. Using age as …

Institutional industry herding

N Choi, RW Sias - Journal of financial economics, 2009 - Elsevier
We examine whether institutional investors follow each other into and out of the same
industries. Our empirical results reveal strong evidence of institutional industry herding. The …

Portfolio manager compensation in the US mutual fund industry

L Ma, Y Tang, JP Gomez - The Journal of Finance, 2019 - Wiley Online Library
We study compensation contracts of individual portfolio managers using hand‐collected
data of over 4,500 US mutual funds. Variations in the compensation structures are broadly …

The effects of national culture and behavioral pitfalls on investors' decision-making: Herding behavior in international stock markets

CH Chang, SJ Lin - International Review of Economics & Finance, 2015 - Elsevier
The purpose of this study is to explore the determinants of investor decision-making in
international stock markets. Unlike previous literature, this study provides insight into the …

Institutional trade persistence and long‐term equity returns

A Dasgupta, A Prat, M Verardo - The Journal of finance, 2011 - Wiley Online Library
Recent studies show that single‐quarter institutional herding positively predicts short‐term
returns. Motivated by the theoretical herding literature, which emphasizes endogenous …

The price impact of institutional herding

A Dasgupta, A Prat, M Verardo - The Review of Financial Studies, 2011 - academic.oup.com
We develop a simple model of the price impact of institutional herding. The empirical
literature indicates that institutional herding positively predicts short-term returns but …

[HTML][HTML] ESG Issues among fund managers—Factors and motives

J Przychodzen, F Gómez-Bezares, W Przychodzen… - Sustainability, 2016 - mdpi.com
This paper investigates the motives, behavior, and characteristics sha** mutual fund
managers' willingness to incorporate Environmental, Social and Governance (ESG) issues …

The SEC, retail investors, and the institutionalization of the securities markets

DC Langevoort - Va. L. Rev., 2009 - HeinOnline
T HE Securities and Exchange Commission thinks of itself as the investors' advocate, by
which it means retail investorsindividuals and households-as opposed to institutional …