• Can agents sensitive to cultural, organizational and environmental issues avoid herding? 

      Blasco de las Heras, Natividad; Corredor Casado, María Pilar Upna Orcid; Ferreruela Garcés, Sandra (Elsevier, 2017)   Artículo / Artikulua  OpenAccess
      Our findings indicate that herding behavior is affected not only by the cultural variables already discussed in the literature but also by other variables associated with organizational and environmental issues such as ...
    • Detecting intentional herding: what lies beneath intraday data in the Spanish stock market 

      Blasco de las Heras, Natividad; Corredor Casado, María Pilar Upna Orcid; Ferreruela Garcés, Sandra (Palgrave Macmillan, 2011)   Artículo / Artikulua  OpenAccess
      This paper examines the intentional herd behaviour of market participants, using Li´s test to compare the probability distributions of the scaled cross-sectional deviation in returns in the intraday market with the ...
    • Does herding affect volatility? Implications for the Spanish stock market 

      Blasco de las Heras, Natividad; Corredor Casado, María Pilar Upna Orcid; Ferreruela Garcés, Sandra (Taylor & Francis, 2012)   Artículo / Artikulua  OpenAccess
      According to rational expectation models, uninformed or liquidity trading make market price volatility rise. This paper sets out to analyze the impact of herding, which may be interpreted as one of the components of ...
    • Market sentiment: a key factor of investors' imitative behaviour 

      Blasco de las Heras, Natividad; Corredor Casado, María Pilar Upna Orcid; Ferreruela Garcés, Sandra (Wiley, 2012)   Artículo / Artikulua  OpenAccess
      The aim of this paper is to explore herding behavior among investors in order to determine its rational and emotional component factors and identify relationships among them. We apply causality tests to evaluate the impact ...

      El Repositorio ha recibido la ayuda de la Fundación Española para la Ciencia y la Tecnología para la realización de actividades en el ámbito del fomento de la investigación científica de excelencia, en la Línea 2. Repositorios institucionales (convocatoria 2020-2021).
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