Listar Artículos de revista INARBE - INARBE aldizkari artikuluak por autor "Blasco de las Heras, Natividad"
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Analysts herding: when does sentiment matter?
Blasco de las Heras, Natividad; Corredor Casado, María Pilar ; Ferrer Zubiate, Elena (Routledge, 2018) Artículo / ArtikuluaHerding among analysts emerges when analysts give priority to their peers’ opinions instead of their own beliefs or information. Some circumstances may enhance or restrain this type of behaviour. We postulate that market ... -
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 ... -
Is there an expiration effect in the bitcoin market?
Blasco de las Heras, Natividad; Corredor Casado, María Pilar ; Satrústegui, N. (Elsevier, 2023) Artículo / ArtikuluaThis paper studies the monthly expiration effect in the bitcoin markets. The emergence of trading in bitcoin futures in regulated markets is an ideal occasion to test this effect on an asset with singular characteristics. ... -
The witching week of herding on bitcoin exchanges
Blasco de las Heras, Natividad; Corredor Casado, María Pilar ; Satrústegui, N. (Springer, 2022) Artículo / ArtikuluaThis paper analyses the herding behaviour among exchanges around the expiration of bitcoin futures traded on the Chicago Mercantile Exchange (CME). The database extends from December 2017 to October 2020, taking as a ...