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Payoff complementarities and financial fragility : evidence from mutual fund outflows
Chen, Qi; Goldstein, Itay; Jiang, Wei - In: Journal of financial economics 97 (2010) 2, pp. 239-262
Persistent link: https://www.econbiz.de/10008648207
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The case for herding is stronger than you think
Bohl, Martin T.; Branger, Nicole; Trede, Mark - In: Journal of banking & finance 85 (2017), pp. 30-40
Persistent link: https://www.econbiz.de/10011816847
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Animal behavior in capital markets : herding formation dynamics, trading volume, and the role of COVID-19 pandemic
Alexakis, Christos A.; Chantziaras, Antonios; Economou, … - In: The North American journal of economics and finance : a … 67 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014484144
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Real-time forecast evaluation of DSGE models with stochastic volatility
Diebold, Francis X.; Schorfheide, Frank; Shin, Minchul - 2017 - This Version: August 18, 2016
Recent work has analyzed the forecasting performance of standard dynamic stochastic general equilibrium (DSGE) models, but little attention has been given to DSGE models that incorporate nonlinearities in exogenous driving processes. Against that background, we explore whether incorporating...
Persistent link: https://www.econbiz.de/10011755749
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The risk premia embedded in index options
Andersen, Torben; Fusari, Nicola; Todorov, Viktor - In: Journal of financial economics 117 (2015) 3, pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
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Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets : evidence from the United States
Tian, Shuairu; Hamori, Shigeyuki - In: The North American journal of economics and finance : a … 38 (2016), pp. 163-171
Persistent link: https://www.econbiz.de/10011673355
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Dynamic forecasting behavior by analysts: Theory and evidence
Clarke, Jonathan E.; Subramanian, Ajay - In: Journal of financial economics 80 (2006) 1, pp. 81-113
Persistent link: https://www.econbiz.de/10003304890
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Who herds?
Bernhardt, Dan; Campello, Murillo; Kutsoati, Edward - In: Journal of financial economics 80 (2006) 3, pp. 657-675
Persistent link: https://www.econbiz.de/10003331364
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Institutional ownership, volatility and dividends
Rubin, Amir; Smith, Daniel R. - In: Journal of banking & finance 33 (2009) 4, pp. 627-639
Persistent link: https://www.econbiz.de/10003820518
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Forecasting metal prices : do forecasters herd?
Pierdzioch, Christian; Ruelke, Jan-Christoph; … - In: Journal of banking & finance 37 (2013) 1, pp. 150-158
Persistent link: https://www.econbiz.de/10009675548