Estimating a structural model of herd behavior in financial markets
Year of publication: |
2012
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Authors: | Cipriani, Marco ; Guarino, Antonio |
Publisher: |
New York, NY : Federal Reserve Bank of New York |
Subject: | herd behavior | market microstructure | structural estimation |
Series: | Staff Report ; 561 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 717053849 [GVK] hdl:10419/60944 [Handle] |
Classification: | G14 - Information and Market Efficiency; Event Studies ; D82 - Asymmetric and Private Information ; C13 - Estimation |
Source: |
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Cipriani, Marco, (2021)
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Cipriani, Marco, (2019)
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Cipriani, Marco, (2019)
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Estimating a Structural Model of Herd Behavior in Financial Markets
Guarino, Antonio, (2010)
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Informational contagion in the laboratory
Cipriani, Marco, (2015)
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Transaction costs and informational cascades in financial markets: Theory and experimental evidence.
Cipriani, Marco, (2007)
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