component of demand that is caused by peer benchmarking. We find that these peer effects generate excess stock return volatility …

herding behavior and market risk. Moreover, speculators' orders depend on price trends, market misalignments and fundamental … news. Using a mix of analytical and numerical tools, we show that a herding-induced market entry wave may amplify excess … demand, triggering lasting volatility outbursts. Eventually, however, higher stock market risk reduces stock market …

We look into determinants (volatility, crises, sentiment and the U.S. ‘fear’ index) of herding using BRICS as our … relationship between volatility and CSAD (cross sectional absolute deviation)/herding, a lower CSAD (movement in a specific … direction) brings about less volatility. However, a high volatility amplifies herding (reduces CSAD), especially in China …

, while studying the relation between the herding behavior phenomenon and market profitability and volatility. The results …, results are less visible when one looks at the causality relation between herding and market volatility. This paper …The present work seeks to analyze the herding behavior phenomenon as a destabilizing factor of the capital market …

Financial Reynolds number (Re) has been proven to have the capacity to predict volatility, herd behaviour and nascent … embedded volatility, herd behaviour and nascent bubble. Overall the volatility distribution has been found to be Gaussian in … nature, as far as volatility, herd behaviour and nascent bubble are concerned. …

understand the volatility by using Hurst exponent. The analysis focuses on finding the average volatility of the time series of … each interval and calculates its volatility functions and determines the Hurst exponents based on the power law of … volatility functions. The study also shows the past evidence of financial crashes by using various methods like Long Memory Tail …