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actions adverse selection agent Angela and Bob asset average Avery and Zemsky benchmark broker-dealer compensation crisis data set Deutsche mark direct payoff externalities empirical equity Eurodollar evidence of herding expected value foreign investors form of herding fund managers funds trade futures contracts hedge funds hence herding measure high ability imitate individual stocks informational cascades informative signal institutional investors intentional herding invest cascade investment decisions Japanese yen Kim and Wei Korean stock LSV measure market participants measure of herding model of herd momentum investment strategies momentum strategies money managers moral hazard mutual funds newsletter null hypothesis number of funds observes G particular stock PCM measure period portfolio positions positive-feedback posterior probability private information private signal probit public information publicly available information quarter rational herd behavior recommendations reject cascade sample signal realization spurious herding stock market stock price sub-group Swiss franc test for herding types of investors V=+l Wermers