Kyounghwan Lee

Boston University - Department of Finance & Economics

595 Commonwealth Avenue

Boston, MA 02215

United States

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The Systemic Effects of Benchmarking

Number of pages: 53 Posted: 20 Aug 2015 Last Revised: 31 Jan 2019
Diogo Duarte, Kyounghwan Lee and Gustavo Schwenkler
Florida International University (FIU) - Department of Finance, Boston University - Department of Finance & Economics and Santa Clara University - Department of Finance
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Abstract:

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Benchmarking, Institutional investors, retail investors, tail risk, heterogenous agents