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Do sovereign wealth funds herd in equity markets?

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  • Valeria Miceli

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  • Valeria Miceli, 2013. "Do sovereign wealth funds herd in equity markets?," Quantitative Finance, Taylor & Francis Journals, vol. 13(10), pages 1503-1518, October.
    • Handle: RePEc:taf:quantf:v:13:y:2013:i:10:p:1503-1518
    DOI: 10.1080/14697688.2013.830321
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    References listed on IDEAS

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    1. Eduardo Borensztein & R. Gaston Gelos, 2003. "A Panic-Prone Pack? The Behavior of Emerging Market Mutual Funds," IMF Staff Papers, Palgrave Macmillan, vol. 50(1), pages 1-3.
    2. Bortolotti, Bernardo & Fotak, Veljko & Megginson, William & Miracky, William, 2009. "Sovereign Wealth Fund Investment Patterns and Performance," Institutions and Markets Papers 50407, Fondazione Eni Enrico Mattei (FEEM).
    3. Mr. Heiko Hesse & Tao Sun, 2009. "Sovereign Wealth Funds and Financial Stability—An Event Study Analysis," IMF Working Papers 2009/239, International Monetary Fund.
    4. Mr. Sunil Sharma & Sushil Bikhchandani, 2000. "Herd Behavior in Financial Markets: A Review," IMF Working Papers 2000/048, International Monetary Fund.
    5. Alexander Dyck & Adair Morse, 2011. "Sovereign Wealth Fund Portfolios," Working Papers 2011-003, Becker Friedman Institute for Research In Economics.
    6. Iva Petrova & Jukka Pihlman & Mr. Peter J Kunzel & Miss Yinqiu Lu, 2011. "Investment Objectives of Sovereign Wealth Funds: A Shifting Paradigm," IMF Working Papers 2011/019, International Monetary Fund.
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    Cited by:

    1. Ermanno Affuso & Khandokar M. Istiak & Alex Sharland, 2022. "Sovereign wealth funds and economic growth," Journal of Asset Management, Palgrave Macmillan, vol. 23(3), pages 201-214, May.
    2. Arouri, Mohamed & Boubaker, Sabri & Grais, Wafik & Grira, Jocelyn, 2018. "Rationality or politics? The color of black gold money," The Quarterly Review of Economics and Finance, Elsevier, vol. 70(C), pages 62-76.
    3. Bahoo, Salman & Alon, Ilan & Paltrinieri, Andrea, 2020. "Sovereign wealth funds: Past, present and future," International Review of Financial Analysis, Elsevier, vol. 67(C).
    4. Alhashel, Bader, 2015. "Sovereign Wealth Funds: A literature review," Journal of Economics and Business, Elsevier, vol. 78(C), pages 1-13.
    5. Puput Tri Komalasari & Marwan Asri & Bernardinus M. Purwanto & Bowo Setiyono, 2022. "Herding behaviour in the capital market: What do we know and what is next?," Management Review Quarterly, Springer, vol. 72(3), pages 745-787, September.
    6. Martinez-Oviedo, Raul & Medda, Francesca, 2017. "Assessing the effects of adding timberland and farmland into resource-based Sovereign Wealth Fund portfolios," Journal of Economics and Business, Elsevier, vol. 91(C), pages 24-40.
    7. Ciarlone, Alessio & Miceli, Valeria, 2016. "Escaping financial crises? Macro evidence from sovereign wealth funds' investment behaviour," Emerging Markets Review, Elsevier, vol. 27(C), pages 169-196.
    8. Mehmet AKYOL & Yýldýrým Beyazýt ÇÝÇEN, 2017. "The role of institutional factors when determining investment strategies of sovereign wealth funds in stock market," Turkish Economic Review, KSP Journals, vol. 4(3), pages 334-342, September.
    9. Alessio Ciarlone & Valeria Miceli, 2014. "Are Sovereign Wealth Funds contrarian investors?," Temi di discussione (Economic working papers) 972, Bank of Italy, Economic Research and International Relations Area.

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