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Jiang, Hao and Verardo, Michela (2018) Does herding behavior reveal skill? An analysis of mutual fund performance. Journal of Finance, 73 (5). 2229 - 2269. ISSN 0022-1082
Verardo, Michela and Patton, Andrew J. (2016) Company news affects the way in which a stock’s returns co-move with those of other firms. LSE Business Review (10 Mar 2016). Website.
Jiang, Hao and Verardo, Michela (2013) Does herding behavior reveal skill? An analysis of mutual fund performance. Financial Markets Group Discussion Papers (720). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Patton, Andrew J. and Verardo, Michela (2012) Does beta move with news?: firm-specific information flows and learning about profitability. Review of Financial Studies, 25 (9). pp. 2789-2839. ISSN 0893-9454
Dasgupta, Amil ORCID: 0000-0001-8474-9470, Prat, Andrea and Verardo, Michela
(2011)
The price impact of institutional herding.
Review of Financial Studies, 24 (3).
pp. 892-925.
ISSN 0893-9454
Dasgupta, Amil ORCID: 0000-0001-8474-9470, Prat, Andrea and Verardo, Michela
(2011)
Institutional trade persistence and long-term equity returns.
Journal of Finance, 66 (2).
pp. 635-653.
ISSN 0022-1082
Dasgupta, Amil ORCID: 0000-0001-8474-9470, Prat, Andrea and Verardo, Michela
(2010)
The price impact of institutional herding.
Financial Markets Group Discussion Papers (652).
Financial Markets Group, The London School of Economics and Political Science, London, UK.
Dasgupta, Amil ORCID: 0000-0001-8474-9470, Prat, Andrea and Verardo, Michela
(2010)
Institutional trade persistence and long-term equity returns.
Financial Markets Group Discussion Papers (661).
Financial Markets Group, The London School of Economics and Political Science, London, UK.
Verardo, Michela (2009) Heterogenous beliefs and momentum profits. Journal of Financial and Quantitative Analysis, 44 (4). pp. 795-822. ISSN 0022-1090
Patton, Andrew J. and Verardo, Michela (2009) Does beta move with news? Systematic risk and firm-specific information flows. Financial Markets Group Discussion Papers (630). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Dasgupta, Amil ORCID: 0000-0001-8474-9470, Prat, Andrea and Verardo, Michela
(2007)
Institutional trade persistence and long-term equity returns.
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Centre for Economic Policy Research (Great Britain), London, UK.