Publication
Intraday herding on a cross-border exchange
| dc.contributor.author | Andrikopoulos, Panagiotis | |
| dc.contributor.author | Kallinterakis, Vasileios | |
| dc.contributor.author | Ferreira, Mario Pedro Leite | |
| dc.contributor.author | Verousis, Thanos | |
| dc.date.accessioned | 2018-06-29T18:56:58Z | |
| dc.date.available | 2018-06-29T18:56:58Z | |
| dc.date.issued | 2017 | |
| dc.description.abstract | This study investigates intraday herding on the Euronext, the world's first cross-border consolidated exchange. Intraday herding is significant in the Euronext as a group and presents us with size, industry and country effects. Importantly, the trading dynamics of the group's member markets significantly affect each other and can, in the case of the Netherlands, promote herding formation. Intraday herding is found to be significant before, during and after the 2007–09 financial crisis period, with its presence appearing the least strong during the crisis. Overall, we demonstrate for the first time in the literature that cross-border exchanges harbour versatile herding dynamics at intraday level, a finding which reflects recent advances in financial technology and the ongoing financial integration in Europe. | pt_PT |
| dc.description.version | info:eu-repo/semantics/publishedVersion | pt_PT |
| dc.identifier.citation | Andrikopoulos, P., Kallinterakis, V., Ferreira, M. P., Verousis, T. (2017). Intraday herding on a cross-border Exchange. International Review of Financial Analysis, 53, 25-36 | pt_PT |
| dc.identifier.doi | 10.1016/j.irfa.2017.08.010 | pt_PT |
| dc.identifier.eid | 85028712662 | |
| dc.identifier.eissn | 1873-8079 | |
| dc.identifier.issn | 1057-5219 | |
| dc.identifier.uri | http://hdl.handle.net/10400.14/25145 | |
| dc.identifier.wos | 000414227800003 | |
| dc.language.iso | por | pt_PT |
| dc.peerreviewed | yes | pt_PT |
| dc.publisher | Elsevier | pt_PT |
| dc.subject | Tick data | pt_PT |
| dc.subject | Intraday herding | pt_PT |
| dc.subject | Cross-border groups | pt_PT |
| dc.subject | Euronext | pt_PT |
| dc.title | Intraday herding on a cross-border exchange | pt_PT |
| dc.type | journal article | |
| dspace.entity.type | Publication | |
| oaire.citation.endPage | 36 | pt_PT |
| oaire.citation.startPage | 25 | pt_PT |
| oaire.citation.title | International Review of Financial Analysis | pt_PT |
| oaire.citation.volume | 53 | pt_PT |
| person.familyName | Andrikopoulos | |
| person.familyName | Verousis | |
| person.givenName | Panagiotis | |
| person.givenName | Thanos | |
| person.identifier.orcid | 0000-0002-9596-4843 | |
| person.identifier.orcid | 0000-0002-7812-1908 | |
| person.identifier.rid | A-5111-2016 | |
| person.identifier.scopus-author-id | 24400700900 | |
| person.identifier.scopus-author-id | 35604913000 | |
| rcaap.rights | restrictedAccess | pt_PT |
| rcaap.type | article | pt_PT |
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