Two Essays on Herding in Financial Markets
The dissertation consists of two essays. In the first essay, we measure herding by institutional investors in the new economy (internet) stocks during 1998-2001 by examining the changes in the quarterly institutional holdings of internet stocks relative to an average stock. More than 95% of the stoc...
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Virginia Tech
2011
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| Online Access: | http://hdl.handle.net/10919/11161 http://scholar.lib.vt.edu/theses/available/etd-04292004-124545 |