Detecting the Existence of Herding Behavior in Intraday Data: Evidence from the Indonesia Stock Exchange
This study attempts to investigate the issue of the existence of institutional herding in the stock market. The existence is detected in the intraday trade data from the Indonesia Stock Exchange (IDX) during up, down, and stable market condition over the period 2003-2005. By using the model of Lakon...
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Universitas Gadjah Mada
2013-03-01
|
| Series: | Gadjah Mada International Journal of Business |
| Subjects: | |
| Online Access: | https://jurnal.ugm.ac.id/gamaijb/article/view/5399 |