The Price Impact of Institutional Herding

A-Tier
Journal: The Review of Financial Studies
Year: 2011
Volume: 24
Issue: 3
Pages: 892-925

Authors (3)

Amil Dasgupta (not in RePEc) Andrea Prat (Columbia University) Michela Verardo (not in RePEc)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We develop a simple model of the price impact of institutional herding. The empirical literature indicates that institutional herding positively predicts short-term returns but negatively predicts long-term returns. We offer a theoretical resolution to this dichotomy. In our model, career-concerned money managers trade with security dealers endowed with market power and exhibit an endogenous tendency to imitate past trades. This tendency is exploited by dealers and thus affects prices. In equilibrium, institutional herding positively predicts short-term returns but negatively predicts long-term returns. Our article also generates several new, testable predictions that link institutional herding with the time-series properties of returns and volume. The Author 2011. Published by Oxford University Press on behalf of The Society for Financial Studies. All rights reserved. For Permissions, please e-mail: [email protected]., Oxford University Press.

Technical Details

RePEc Handle
repec:oup:rfinst:v:24:y:2011:i:3:p:892-925
Journal Field
Finance
Author Count
3
Added to Database
2026-01-29