Details about Sandra Ferreruela

Access statistics for papers by Sandra Ferreruela.

Last updated 2024-06-09. Update your information in the RePEc Author Service.

Short-id: pfe592

Working Papers

2014

1. An�lisis del comportamiento imitador intrad�a en el mercado de valores espa�ol durante el periodo de crisis 2008-2009
   Documentos de Trabajo, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza

2009

2. Detecting intentional herding: what lies beneath intraday data in the spanish stock market
   Documentos de Trabajo, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza View citations (5)
   See also Journal Article Detecting intentional herding: what lies beneath intraday data in the Spanish stock market, Journal of the Operational Research Society, Palgrave Macmillan (2011) View citations (4) (2011)

Journal Articles

2024

1. Cross-Market Herding: Do ‘Herds’ Herd with Each Other?
   Journal of Behavioral Finance, 2024, 25, (2), 208-228
2. Does war spread the herding effect in stock markets? Evidence from emerging and developed markets during the Russia-Ukraine war
   Finance Research Letters, 2024, 63, (C)

2022

3. Market Quality and Short-Selling Ban during the COVID-19 Pandemic: A High-Frequency Data Approach
   JRFM, 2022, 15, (7), 1-29 View citations (1)

2021

4. Herding in the bad times: The 2008 and COVID-19 crises
   The North American Journal of Economics and Finance, 2021, 58, (C) View citations (16)

2017

5. Can agents sensitive to cultural, organizational and environmental issues avoid herding?
   Finance Research Letters, 2017, 22, (C), 114-121 View citations (9)

2012

6. Does herding affect volatility? Implications for the Spanish stock market
   Quantitative Finance, 2012, 12, (2), 311-327 View citations (74)
7. Market sentiment: a key factor of investors’ imitative behaviour
   Accounting and Finance, 2012, 52, (3), 663-689 View citations (28)

2011

8. Detecting intentional herding: what lies beneath intraday data in the Spanish stock market
   Journal of the Operational Research Society, 2011, 62, (6), 1056-1066 View citations (4)
   See also Working Paper Detecting intentional herding: what lies beneath intraday data in the spanish stock market, Documentos de Trabajo (2009) View citations (5) (2009)

2010

9. UNA EXPLICACIÓN DEL EFECTO HERDING DESDE EL MERCADO DE DERIVADOS
   Revista de Economia Aplicada, 2010, 18, (3), 161-196 View citations (1)
10. ¿Influyen los tigres asiáticos en el comportamiento gregario español?
    El Trimestre Económico, 2010, LXXVII (2), (306), 423-444 View citations (1)

Chapters

2010

1. Intentional Herding in Stock Markets: An Alternate Approach in an International Context
   Chapter 6 in Handbook of Behavioral Finance, 2010