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Analysis of intraday herding behavior among the sector ETFs

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  • Gleason, Kimberly C.
  • Mathur, Ike
  • Peterson, Mark A.

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  • Gleason, Kimberly C. & Mathur, Ike & Peterson, Mark A., 2004. "Analysis of intraday herding behavior among the sector ETFs," Journal of Empirical Finance, Elsevier, vol. 11(5), pages 681-694, December.
    • Handle: RePEc:eee:empfin:v:11:y:2004:i:5:p:681-694
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