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Please use this identifier to cite or link to this item: http://hdl.handle.net/1893/16447
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dc.contributor.authorGavriilidis, Konstantinosen_UK
dc.contributor.authorKallinterakis, Vasileiosen_UK
dc.contributor.authorLeire-Ferreira, Mario Pedroen_UK
dc.date.accessioned2013-10-15T01:24:57Z-
dc.date.available2013-10-15T01:24:57Zen_UK
dc.date.issued2013-10en_UK
dc.identifier.urihttp://hdl.handle.net/1893/16447-
dc.description.abstractThis paper investigates the extent to which institutional herding at the industry level is motivated by intent. We assess intent using both market and sector states based on three variables (returns; volatility; volume), in order to gauge whether herding intent is more relevant to conditions prevailing in a sector or the market as a whole. Using a unique database of quarterly portfolio holdings of Spanish funds, we produce evidence that institutional herding in the Spanish market is intentional for most sectors, manifesting itself mainly during periods when the market as a whole or the specific sector under examination has underperformed, generated rising/high volatility and exhibited rising/high volume.en_UK
dc.language.isoenen_UK
dc.publisherElsevieren_UK
dc.relationGavriilidis K, Kallinterakis V & Leire-Ferreira MP (2013) Institutional industry herding: Intentional or spurious?. Journal of International Financial Markets, Institutions and Money, 26 (1), pp. 192-214. https://doi.org/10.1016/j.intfin.2013.05.008en_UK
dc.rightsThe publisher does not allow this work to be made publicly available in this Repository. Please use the Request a Copy feature at the foot of the Repository record to request a copy directly from the author. You can only request a copy if you wish to use this work for your own research or private study.en_UK
dc.rights.urihttp://www.rioxx.net/licenses/under-embargo-all-rights-reserveden_UK
dc.subjectInstitutional investorsen_UK
dc.subjectIndustry herdingen_UK
dc.subjectIntenten_UK
dc.subjectSpainen_UK
dc.titleInstitutional industry herding: Intentional or spurious?en_UK
dc.typeJournal Articleen_UK
dc.rights.embargodate3000-01-01en_UK
dc.rights.embargoreason[Institutional industry herding.pdf] The publisher does not allow this work to be made publicly available in this Repository therefore there is an embargo on the full text of the work.en_UK
dc.identifier.doi10.1016/j.intfin.2013.05.008en_UK
dc.citation.jtitleJournal of International Financial Markets, Institutions and Moneyen_UK
dc.citation.issn1042-4431en_UK
dc.citation.volume26en_UK
dc.citation.issue1en_UK
dc.citation.spage192en_UK
dc.citation.epage214en_UK
dc.citation.publicationstatusPublisheden_UK
dc.citation.peerreviewedRefereeden_UK
dc.type.statusVoR - Version of Recorden_UK
dc.author.emailkonstantinos.gavriilidis@stir.ac.uken_UK
dc.contributor.affiliationSMS Management and Support Team - LEGACYen_UK
dc.contributor.affiliationUniversity of Liverpoolen_UK
dc.contributor.affiliationCatholic University of Portugalen_UK
dc.identifier.scopusid2-s2.0-84880381711en_UK
dc.identifier.wtid685634en_UK
dc.contributor.orcid0000-0001-9935-5431en_UK
dcterms.dateAccepted2013-10-31en_UK
dc.date.filedepositdate2013-08-09en_UK
rioxxterms.typeJournal Article/Reviewen_UK
rioxxterms.versionVoRen_UK
local.rioxx.authorGavriilidis, Konstantinos|0000-0001-9935-5431en_UK
local.rioxx.authorKallinterakis, Vasileios|en_UK
local.rioxx.authorLeire-Ferreira, Mario Pedro|en_UK
local.rioxx.projectInternal Project|University of Stirling|https://isni.org/isni/0000000122484331en_UK
local.rioxx.freetoreaddate3000-01-01en_UK
local.rioxx.licencehttp://www.rioxx.net/licenses/under-embargo-all-rights-reserved||en_UK
local.rioxx.filenameInstitutional industry herding.pdfen_UK
local.rioxx.filecount1en_UK
local.rioxx.source1042-4431en_UK
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