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

      Blasco de las Heras, Natividad; Corredor Casado, María Pilar Upna; 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 ...