Information Risk, Market Stress and Institutional Herding in Financial Markets: New Evidence Through the Lens of a Simulated Model
Year of publication: |
2014-05
|
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Authors: | Boortz, Christopher ; Kremer, Stephanie ; Jurkatis, Simon ; Nautz, Dieter |
Institutions: | Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät |
Subject: | Herd behavior | information risk | financial crisis | institutional trading | model simulation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number SFB649DP2014-029 42 pages |
Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty ; D82 - Asymmetric and Private Information ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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Boortz, Christopher, (2014)
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Boortz, Christopher, (2014)
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Irrational exuberance and herding in financial markets
Boortz, Christopher, (2016)
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Herding in financial markets: Bridging the gap between theory and evidence
Boortz, Christopher, (2013)
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Correlated Trades and Herd Behavior in the Stock Market
Jurkatis, Simon, (2012)
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Institutional herding in financial markets: New evidence through the lens of a simulated model
Boortz, Christopher, (2013)
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