Fund Manager Herding: A Test of the Accuracy of Empirical Results Using U.K. Data

By Sam Wylie. 2005

233 citations recorded by the source corpus.

Subfields: Accounting, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/52646cddba4363df22b4296397695a45abedce8d

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. Chieh-Yuan Wu
2. T. Liao
3. Chih-Jen Huang
4. Tao Chen

In Economics and Econometrics

1. Chieh-Yuan Wu
2. T. Liao
3. Chih-Jen Huang
4. Tao Chen

In Finance

1. Chieh-Yuan Wu
2. T. Liao
3. Chih-Jen Huang
4. Tao Chen

Citations in the corpus

• The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets (2021, unknown): “The first approach, the Lakonishok et al. (1992) (LSV), accounts for the number of transactions by investors with respect to a specific security (e.g., Lakonishok et al., 1992; Grinblatt et al.,1995; Wermers, 1999; Wylie, 2005).”
• Correlated Trading and Returns (2008, unknown): “894 The Journal of Finance Table II Correlated Trading Due to Short-Sale Constraints The bias of the LSV measure due to short-sale constraints is estimated similar to Wylie (2005).”
• Empirical Study: Do Fund Managers Herd to Counter Investor Sentiment? (2012, background): “…trade the same stocks in the same direction) even exists in the behavior of institutional investors (Choe, Kho, and Stulz, 1999; Grinblatt, Titman, and Wermers, 1995; Kyrolainen and Perttunen, 2003; Lakonishok, Shleifer, and Vishny, 1992; Walter and Weber, 2006; Wermers, 1999; Wylie, 2005).”