An Empirical Analysis of Herding Behaviour in The US Mutual Funds Industry

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An Empirical Analysis of Herding Behaviour in The US Mutual Funds Industry

The paper explores the existence of herding behaviour in the US mutual funds industry by utilising the methodology of cross-sectional dispersion in fund returns with respect to market return. We employ monthly return data of mutual funds from December, 2007 to December, 2017. In general, we find no...

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Bibliographic Details
Main Author:	Bui, Phuong Tram
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2018
Subjects:	Herd behaviour US mutual funds industry Cross-sectional dispersion of returns
Online Access:	https://eprints.nottingham.ac.uk/54566/

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