Herding tendency among investors with heterogeneous information: Evidence from China’s equity markets
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DOI: 10.1016/j.mulfin.2018.11.001
Abstract: We investigate herding behavior using daily data of 87 Chinese stocks cross-listed on the A- and B-markets between 1996–2012, and shed light on herding within and between groups of investors with heterogeneous information. In addition… read more here.
Keywords: information; investors heterogeneous; market liberalization; herding ... See more keywords