The Non-Linear and Asymmetric Herding Behavior of US Fund Managers and its Price Impact on the Stock Market
碩士 === 華夏技術學院 === 資產與物業管理研究所 === 101 === This study uses the cross-sectional standard dispersion(CSSD) and cross-sectional absolute deviation(CSAD) models on monthly data to examine herd behavior by US eq uity-fund managers in the global stock market.I do not observe herd behavior base d on the line...
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/89057020254238751427 |