This study provides a comprehensive examination of recent mutual fund performance by
analyzing a large set of both mutual funds and fund attributes in an effort to link performance to …

Purpose – The purpose of this research is to consider whether market wide herding occurs
intraday. Design/methodology/approach – Using the 1995 Christie and Huang and the 2000 …

This paper examines the price and volatility behaviour of two similar commodities (Brent
Crude Oil and West Texas Intermediate) and attempts to identify the variables that affect their …

This paper highlights the importance of timing specifications in empirical market microstructure
studies. Small changes in the data matching process and the timing specification of …

Conventional discounted cash flow valuation techniques are inappropriate for mining
companies because operational flexibilities are deemed an essential component of mine values. …

We examine the effects of the short selling ban, imposed by Australian regulators in the wake
of the global financial crisis, on trading of financial stocks. Unlike other developed markets, …

We examine the effects of the short‐selling ban, imposed by Australian regulators in the wake
of the global financial crisis, on the trading of financial stocks. Our findings argue against …

We find that market efficiency increased and the arbitrage link between index futures and
the stock market strengthened after June 24, 1997, when the New York Stock Exchange …

We address the question of whether the trading of retail investors causes stock price anomalies.
Our intent is to study settings in which retail investors are most likely to have influence …

Herding among investors is a popular behavioral explanation for the excess variability and
short-term trends observed in financial markets. Most empirical studies, however, fail to find …