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Please use this identifier to cite or link to this item: http://hdl.handle.net/1893/30878
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dc.contributor.authorGavriilidis, Konstantinosen_UK
dc.contributor.authorKallinterakis, Vasileiosen_UK
dc.contributor.authorÖztürkkal, Belmaen_UK
dc.date.accessioned2020-03-31T00:01:18Z-
dc.date.available2020-03-31T00:01:18Z-
dc.date.issued2020-06en_UK
dc.identifier.other100290en_UK
dc.identifier.urihttp://hdl.handle.net/1893/30878-
dc.description.abstractDrawing on a unique data set of daily portfolio holdings for Turkish mutual funds we investigate the relationship between mood and institutional herding on the premises of various established mood proxies (weekend effect; holiday effect; Ramadan; sunshine). Results indicate that fund managers in Turkey herd significantly, with their herding growing in magnitude as the number of active funds per stock rises and appearing stronger on the buy- than the sell-side. Although the relationship of mood with institutional herding occasionally assumes the correct sign as per theoretical expectations, institutional herding is found to be insignificantly different across various mood states, thus denoting that mood does not impact the propensity of fund managers to herd.en_UK
dc.language.isoenen_UK
dc.publisherElsevier BVen_UK
dc.relationGavriilidis K, Kallinterakis V & Öztürkkal B (2020) Does mood affect institutional herding?. Journal of Behavioral and Experimental Finance, 26, Art. No.: 100290. https://doi.org/10.1016/j.jbef.2020.100290en_UK
dc.rightsThis item has been embargoed for a period. During the embargo 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. Accepted refereed manuscript of: Gavriilidis K, Kallinterakis V & Öztürkkal B (2020) Does mood affect institutional herding?. Journal of Behavioral and Experimental Finance, 26, Art. No.: 100290. DOI: https://doi.org/10.1016/j.jbef.2020.100290 © 2020, Elsevier. Licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International http://creativecommons.org/licenses/by-nc-nd/4.0/en_UK
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/en_UK
dc.subjectHerdingen_UK
dc.subjectMooden_UK
dc.subjectFund managersen_UK
dc.subjectTurkeyen_UK
dc.titleDoes mood affect institutional herding?en_UK
dc.typeJournal Articleen_UK
dc.rights.embargodate2021-08-27en_UK
dc.rights.embargoreason[Manuscript - JBEFRR.pdf] Publisher requires embargo of 18 months after formal publication.en_UK
dc.identifier.doi10.1016/j.jbef.2020.100290en_UK
dc.citation.jtitleJournal of Behavioral and Experimental Financeen_UK
dc.citation.issn2214-6350en_UK
dc.citation.volume26en_UK
dc.citation.publicationstatusPublisheden_UK
dc.citation.peerreviewedRefereeden_UK
dc.type.statusAM - Accepted Manuscripten_UK
dc.author.emailkonstantinos.gavriilidis@stir.ac.uken_UK
dc.citation.date26/02/2020en_UK
dc.contributor.affiliationAccounting & Financeen_UK
dc.identifier.scopusid2-s2.0-85080097017en_UK
dc.identifier.wtid1582642en_UK
dc.contributor.orcid0000-0001-9935-5431en_UK
dc.date.accepted2020-02-20en_UK
dcterms.dateAccepted2020-02-20en_UK
dc.date.filedepositdate2020-03-30en_UK
rioxxterms.apcnot requireden_UK
rioxxterms.typeJournal Article/Reviewen_UK
rioxxterms.versionAMen_UK
local.rioxx.authorGavriilidis, Konstantinos|0000-0001-9935-5431en_UK
local.rioxx.authorKallinterakis, Vasileios|en_UK
local.rioxx.authorÖztürkkal, Belma|en_UK
local.rioxx.projectInternal Project|University of Stirling|https://isni.org/isni/0000000122484331en_UK
local.rioxx.freetoreaddate2021-08-27en_UK
local.rioxx.licencehttp://www.rioxx.net/licenses/under-embargo-all-rights-reserved||2021-08-26en_UK
local.rioxx.licencehttp://creativecommons.org/licenses/by-nc-nd/4.0/|2021-08-27|en_UK
local.rioxx.filenameManuscript - JBEFRR.pdfen_UK
local.rioxx.filecount1en_UK
local.rioxx.source2214-6350en_UK
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