Stochastic herding in financial markets evidence from institutional investor equity portfolios

Author(s)

• Nirei, Makoto
• Stamatiou, Theodoros
• Sushko, Vladyslav
• Bank for International Settlements

Bibliographic Information

Stochastic herding in financial markets evidence from institutional investor equity portfolios

by Makoto Nirei, Theodoros Stamatiou and Vladyslav Sushko

（BIS working papers, no. 371）

Bank for International Settlements, c2012

• : print

Note

"Monetary and Economic Department"

"February 2012"

Includes bibliographical references (p. 30-34)

Details

• NCID: BB14942521
• Country Code: sz
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: [Basel]
• Pages/Volumes: 53 p.
• Size: 30 cm
• Parent Bibliography ID:
  • BB09801553