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Information cascades, short-selling constraints, and herding in equity markets
(Borsa İstanbul Anonim Şirketi, 2020)
This paper examines the relationship between informed trading and herding in Borsa İstanbul. Our firm-level cross-sectional analysis asserts that informed trading can significantly increase future herding levels. Furthermore, ...
Does mood affect institutional herding?
(Elsevier, 2020)
Drawing 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; ...