Detecting intentional herding: what lies beneath intraday data in the Spanish stock market

This is a post-peer-review, pre-copyedit version of an article published in Journal of Operational Research Society. The definitive publisher-authenticated version [Blasco, N., Corredor, P. and Ferreruela, S. (2011): Detecting intentional herding: what lies beneath intraday data in the Spanish stock...

Descripción completa

Detalles Bibliográficos
Autores: Blasco de las Heras, Natividad, Corredor Casado, María Pilar, Ferreruela Garcés, Sandra
Tipo de recurso: artículo
Estado:Versión aceptada para publicación
Fecha de publicación:2011
País:España
Institución:Universidad Pública de Navarra
Repositorio:Academica-e. Repositorio Institucional de la Universidad Pública de Navarra
OAI Identifier:oai:academica-e.unavarra.es:2454/18649
Acceso en línea:https://hdl.handle.net/2454/18649
Access Level:acceso abierto
Palabra clave:Behaviour
Herding
Finance
Time series
Descripción
Sumario:This is a post-peer-review, pre-copyedit version of an article published in Journal of Operational Research Society. The definitive publisher-authenticated version [Blasco, N., Corredor, P. and Ferreruela, S. (2011): Detecting intentional herding: what lies beneath intraday data in the Spanish stock market. Journal of the Operational Research Society 62, 1056–1066. doi:10.1057/jors.2010.34] is available online at: http://www.palgrave-journals.com/jors/journal/v62/n6/pdf/jors201034a.pdf