Browsing by Keywords "Investment horizon"
Now showing items 1-2 of 2
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Institutional investment horizon, herding, and stock returns
(Bilkent University, 2020-12)This thesis investigates the interaction between the herding behavior of institutions classified by their investment horizons and the role of investment horizon of institutions in driving the book-to-market effect. First, ... -
The price impact of same- and opposing-direction herding by institutions with different investment horizons
(Academic Press, 2021-05)This paper examines the price impact of the herding behaviour of short- and long-horizon institutional investors. We categorize the institutional herding as same-side herding when both types of institutions herd on the ...
