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Idiosyncratic volatility, fundamentals, and institutional herding: Evidence from the Japanese stock market

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  • Chang, Eric C.
  • Dong, Sen

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  • Chang, Eric C. & Dong, Sen, 2006. "Idiosyncratic volatility, fundamentals, and institutional herding: Evidence from the Japanese stock market," Pacific-Basin Finance Journal, Elsevier, vol. 14(2), pages 135-154, April.
    • Handle: RePEc:eee:pacfin:v:14:y:2006:i:2:p:135-154
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