5
H index
3
i10 index
131
Citations
Universidad de Zaragoza | 5 H index 3 i10 index 131 Citations RESEARCH PRODUCTION: 8 Articles 2 Papers 1 Chapters RESEARCH ACTIVITY: 13 years (2009 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pfe592 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Sandra Ferreruela. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Documentos de Trabajo / Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza | 2 |
Year | Title of citing document |
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2023 | Investor attention and the predictability of the volatility of CNY?CNH spreads: Evidence from a GARCH?MIDAS model. (2023). Zhang, Zhipeng ; Li, Xiaoping ; Duan, Jihong ; Pan, Junyu. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:5:p:4939-4959. Full description at Econpapers || Download paper |
2023 | Intentional and spurious herding behavior: A sentiment driven analysis. (2023). Pochea, Maria Miruna ; Filip, Angela Maria. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000242. Full description at Econpapers || Download paper |
2023 | Short-selling activities in the time of COVID-19. (2023). Zheng, Liyi ; Xu, Fangming ; Luu, Ellie. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:4:s0890838923000549. Full description at Econpapers || Download paper |
2023 | Animal Behavior in Capital markets: Herding formation dynamics, trading volume, and the role of COVID-19 pandemic. (2023). Eleftheriou, Konstantinos ; Grose, Christos ; Economou, Fotini ; Chantziaras, Antonios ; Alexakis, Christos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000694. Full description at Econpapers || Download paper |
2023 | Do investors herd in a volatile market? Evidence of dynamic herding in Taiwan, China, and US stock markets. (2023). Chuang, Ming-Che ; Yang, Wan-Ru. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005414. Full description at Econpapers || Download paper |
2023 | Anti-herding by hedge funds and its implications for expected returns. (2023). Demirer, Riza ; Badshah, Ihsan ; Ali, Sara. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:211:y:2023:i:c:p:31-48. Full description at Econpapers || Download paper |
2023 | State-Space Modeling of Housing Sentiment for Regressing Changes of Real Estate Prices Following Short-Term Control Policy in China. (2023). Gu, Hongmei ; Zang, Taiyi. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:16:p:12660-:d:1221931. Full description at Econpapers || Download paper |
2023 | Herding behavior in stock markets of oil-importing and oil-exporting countries: the role of oil price. (2023). Mokni, Khaled ; Youssef, Mouna. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:1:d:10.1057_s41260-022-00299-5. Full description at Econpapers || Download paper |
2023 | Corporate Governance and Islamic Behavioural Finance: A Review from Malaysia and GCC Countries. (2023). Loang, Ooi Kok. In: Indian Journal of Corporate Governance. RePEc:sae:ijcgvn:v:16:y:2023:i:1:p:28-51. Full description at Econpapers || Download paper |
2023 | Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality. (2023). Gherghina, Åžtefan ; Simionescu, Liliana Nicoleta. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00430-w. Full description at Econpapers || Download paper |
2023 | An empirical investigation of COVID-19 effects on herding behaviour in USA and UK stock markets using a quantile regression approach. (2023). Frimpong, Ophelia ; Ntiamoah, Bernard O ; Aidoo, Eric N ; Ampofo, Richard T ; Sasu, Daniel. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-022-09613-8. Full description at Econpapers || Download paper |
2023 | Herding Behavior in Frontier Nordic Countries. (2023). Arina, Ivasiuc. In: Studia Universitatis Babe?-Bolyai Oeconomica. RePEc:vrs:subboe:v:68:y:2023:i:1:p:21-41:n:1. Full description at Econpapers || Download paper |
2023 | Does herding effect help forecast market volatility?—Evidence from the Chinese stock market. (2023). Zhao, Xujie ; Yu, Chao ; Wang, Yide. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:5:p:1275-1290. Full description at Econpapers || Download paper |
2023 | Herd behaviors in index futures trading: Driving factors and impact on market volatility. (2023). Weng, Peishih ; Hu, Wanting ; Wu, Minghung. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:10:p:1373-1392. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2012 | Market sentiment: a key factor of investors’ imitative behaviour In: Accounting and Finance. [Full Text][Citation analysis] | article | 27 |
2021 | Herding in the bad times: The 2008 and COVID-19 crises In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 9 |
2017 | Can agents sensitive to cultural, organizational and environmental issues avoid herding? In: Finance Research Letters. [Full Text][Citation analysis] | article | 7 |
2010 | Intentional Herding in Stock Markets: An Alternate Approach in an International Context In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
2010 | ¿Influyen los tigres asiáticos en el comportamiento gregario español? In: El Trimestre Económico. [Full Text][Citation analysis] | article | 1 |
2022 | Market Quality and Short-Selling Ban during the COVID-19 Pandemic: A High-Frequency Data Approach In: JRFM. [Full Text][Citation analysis] | article | 1 |
2011 | Detecting intentional herding: what lies beneath intraday data in the Spanish stock market In: Journal of the Operational Research Society. [Full Text][Citation analysis] | article | 16 |
2009 | Detecting intentional herding: what lies beneath intraday data in the spanish stock market.(2009) In: Documentos de Trabajo. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2010 | UNA EXPLICACIÓN DEL EFECTO HERDING DESDE EL MERCADO DE DERIVADOS In: Revista de Economia Aplicada. [Full Text][Citation analysis] | article | 1 |
2012 | Does herding affect volatility? Implications for the Spanish stock market In: Quantitative Finance. [Full Text][Citation analysis] | article | 67 |
2014 | An�lisis del comportamiento imitador intrad�a en el mercado de valores espa�ol durante el periodo de crisis 2008-2009 In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 2 |
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