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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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Firm specific and macro herding by professional and amateur investors and their effects on market volatility
Venezia, Itzhak; Nashikkar, Amrut; Shapira, Zur Baruch - In: Journal of banking & finance 35 (2011) 7, pp. 1599-1609
Persistent link: https://www.econbiz.de/10009247630
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Herding on fundamental information : a comparative study
Galariotis, Emilios C.; Rong, Wu; Spyrou, Spyros I. - In: Journal of banking & finance 50 (2015), pp. 589-598
Persistent link: https://www.econbiz.de/10010510181
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Heterogeneous beliefs with herding behaviors and asset pricing in two goods world
Wang, Hailong; Hu, Duni - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-36
Persistent link: https://www.econbiz.de/10012822218
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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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Herding behavior, market sentiment and volatility : will the bubble resume?
Bekiros, Stelios; Jlassi, Mouna; Lucey, Brian M.; … - In: The North American journal of economics and finance : a … 42 (2017), pp. 107-131
Persistent link: https://www.econbiz.de/10011938084
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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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Earning the right premium on the right factor in portfolio planning
Branger, Nicole; Hansis, Alexandra - In: Journal of banking & finance 59 (2015), pp. 367-383
Persistent link: https://www.econbiz.de/10011544589
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Robust portfolio choice with derivative trading under stochastic volatility
Escobar, Marcos; Ferrando, Sebastian; Rubtsov, Alexey - In: Journal of banking & finance 61 (2015), pp. 142-157
Persistent link: https://www.econbiz.de/10011545164