Listar Artículos de revista DGE - EKS Aldizkari artikuluak por autor "Ferreruela Garcés, Sandra"
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Can agents sensitive to cultural, organizational and environmental issues avoid herding?
Blasco de las Heras, Natividad; Corredor Casado, María Pilar ; Ferreruela Garcés, Sandra (Elsevier, 2017) Artículo / ArtikuluaOur 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 ; Ferreruela Garcés, Sandra (Palgrave Macmillan, 2011) Artículo / ArtikuluaThis 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 ; Ferreruela Garcés, Sandra (Taylor & Francis, 2012) Artículo / ArtikuluaAccording 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 ; Ferreruela Garcés, Sandra (Wiley, 2012) Artículo / ArtikuluaThe 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 ...