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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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Do mutual funds herd in industries
Celiker, Umut; Chowdhury, Jaideep; Sonaer, Gokhan - In: Journal of banking & finance 52 (2015), pp. 1-16
Persistent link: https://www.econbiz.de/10011377289
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Institutional herding in international markets
Choi, Nicole; Skiba, Hilla - In: Journal of banking & finance 55 (2015), pp. 246-259
Persistent link: https://www.econbiz.de/10011379098
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Causes and consequences of short-term institutional herding
Kremer, Stephanie; Nautz, Dieter - In: Journal of banking & finance 37 (2013) 5, pp. 1676-1686
Persistent link: https://www.econbiz.de/10009729482
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Mutual fund herding in response to hedge fund herding and the impacts on stock prices
Jiao, Yawen; Ye, Pengfei - In: Journal of banking & finance 49 (2014), pp. 131-148
Persistent link: https://www.econbiz.de/10010508058
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Herding in open-end funds : evidence from China
Wang, Hu; Li, Shouwei; Ma, Yuyin - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012822198
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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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Multi-asset financial bubbles in an agent-based model with noise traders' herding described by an n-vector Ising model
Cividino, Davide; Westphal, Rebecca; Sornette, Didier - 2021
We present an agent-based model (ABM) of a financial market with n 1 risky assets, whose price dynamics result from the interaction between rational fundamentalists and trend following imitative noise traders. The interactions and opinion formation of the noise traders are described by an...
Persistent link: https://www.econbiz.de/10012799633