Exploring style herding by mutual funds

Caterina Santi, Remco C.J. Zwinkels*

*Corresponding author for this work

Research output: Contribution to JournalArticleAcademicpeer-review

Abstract

We study intentional herding in investment styles by mutual funds, and its consequences. We find that style herding is significant and persistent. Herding tends to increase after periods of high market volatility and decrease with sentiment, consistent with the intentional character of herding. Furthermore, we find that herding is related to changes in market dynamics. Finally, we find that herding in certain styles tends to temporarily increase mutual funds’ performance, whereas it reduces flows. Overall, the results illustrate that intentional herding in styles is prevalent and has important consequences for market dynamics, fund managers, and investors.

Original languageEnglish
Article number101762
Pages (from-to)1-21
Number of pages21
JournalJournal of International Financial Markets, Institutions & Money
Volume85
DOIs
Publication statusPublished - Jun 2023

Bibliographical note

Publisher Copyright:
© 2023 The Author(s)

Keywords

  • Asset pricing
  • Herding
  • Mutual funds

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