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Keywords: Unintentional herding
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Journal Articles
Bulk and block holders herding behaviour
Available to Purchase
South Asian Journal of Business Studies (2018) 7 (2): 150–171.
Published: 14 June 2018
...) model to examine the presence of industry herding behaviour among institutional investors. To determine whether the herding observed is intentional or unintentional, herding measure is regressed with volatility, volume, beta and return. The period of the study is from 1 April 2005-31 March 2015...
