Essays about: "Excessive homogenous dispersion"
Found 1 essay containing the words Excessive homogenous dispersion.
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1. Herd Behaviour Myopia: Problems with assessing market rationality on the US stock market based on conventional herding measures.
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper aims to test the presence of herd behaviour in the seemingly rational US stock market by observing the behavioural tendencies at a sectoral-level. A model developed by Chang et al. (2000), where the measurement for herding is the dispersion between individual portfolio returns relative to the market return, is used. READ MORE
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