Herding towards higher moment CAPM, contagion of herding...

Journal of Behavioral and Experimental Finance 2014 / 12 Vol. 4

Herding towards higher moment CAPM, contagion of herding and macroeconomic shocks: Evidence from five major developed markets

Messis, Petros, Zapranis, Achilleas
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Volume:
4
Language:
english
Journal:
Journal of Behavioral and Experimental Finance
DOI:
10.1016/j.jbef.2014.09.002
Date:
December, 2014
File:
PDF, 928 KB
english, 2014
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