Title:

Intraday Herding on a Cross-Border Exchange

Authors:

Panagiotis Andrikopoulos (Coventry university)
Vasileios Kallinterakis (U Liverpool)
Mário Pedro Leite Ferreira (U Católica Portuguesa) (U Católica Portuguesa)
Thanos Verousis (U Newcastle)

Journal:

International Review Of Financial Analysis

Year:

2017

Volume:

53

Pages:

25-36

JEL codes:

G15 - International Financial Markets
G14 - Information and Market Efficiency; Event Studies

DOI:

10.1016/j.irfa.2017.08.010