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Stock and index futures trading behaviour of individual and institutional investors
Goodfellow, Christiane - 2008
Kassamarkt beitragen, zeigen Privatanleger auf dem polnischen Kassamarkt Herdenverhalten, wenn die Marktrendite sinkt. Insgesamt …
Persistent link: https://www.econbiz.de/10009454732
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Rationales Herdenverhalten - Theorie, Empirie und Lösungsansätze
Freiberg, Nicole - 2004
Im Rahmen dieser Arbeit wird rationales Herdenverhalten anhand der Informationskaskadenmodelle sowie der … beantwortet, welche Annahmen unverzichtbar sind für das Auftreten von Herdenverhalten. Bezüglich der Empirie werden zwei … Fragestellungen untersucht. Zum einen wird analysiert, dass vorliegende, spezifische empirische Befunde zum Herdenverhalten eher mit …
Persistent link: https://www.econbiz.de/10009433677
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Retail Investor Sentiment and Behavior - an Empirical Analysis
Burghardt, Matthias - 2010
investors are on average contrarians who trade in a correlated way and exhibit herding behavior both on a market and a stock …
Persistent link: https://www.econbiz.de/10009434527
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Online Consumer Herding Behaviors in the Hotel Industry
Kwon, Jun Mo; Bae, Jung-in; Phelan, Kelly - 2011
not enough information (Huang & Chen, 2006). This phenomenon is called herding behavior. Many social media Web sites …
Persistent link: https://www.econbiz.de/10009467875
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A COMPARISON BETWEEN TESTS FOR CHANGES IN THE ADJUSTMENT COEFFICIENTS IN COINTEGRATED SYSTEMS
Barassi, Marco R.; Caporale, Guglielmo Maria; Hall, … - 2007
In this paper we examine several approaches to detecting changes in the adjustment coefficients in cointegrated VARs. We adopt recursive and rolling techniques as mis-specification tests for the detection of non-constancy and the estimation of the breakpoints. We find that inspection of the...
Persistent link: https://www.econbiz.de/10009440747
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Essays on Impacts of Avian Influenza Outbreaks on Financial Markets
McCarl, Bruce A. (contributor); Bessler, David (contributor) - 2009
A recent outbreak of bird flu or avian influenza (AI), an especially highly pathogenicstrain (HPAI) of H5N1, started in Hong Kong in January 2003 and caused 159 humandeaths in Asia, Africa and Europe through early 2007. In addition, this outbreak resultedin millions of slaughtered birds and...
Persistent link: https://www.econbiz.de/10009464889
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Essays on monetary policy and asset prices
Jansen, Dennis W. (contributor) - 2008
The recent financial and economic turmoil driven by housing market has led the economists to refocus on the issue about monetary policy and asset price, especially housing price. In this dissertation I investigate the various relationships between monetary policy and asset prices in U.S. economy...
Persistent link: https://www.econbiz.de/10009464975
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Non-monetary Trade and Differential Access to Credit in the Russian Transition
Ivanenko, Vlad - 2003
The unusual rise and fall of non-monetary trade (NMT) in the Russian transition has been a subject of heated debates. Yet, this phenomenon is often viewed as a peculiarity that one cannot explain by economic considerations alone. In this paper we show that the resort to NMT was a rational,...
Persistent link: https://www.econbiz.de/10009476691
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Testing and estimating changed segment in autoregressive model
Rastenė, Irma - 2011
In the doctoral dissertation, we consider problems of testing and estimating changed segment with unknown starting position and duration of epidemic state in the autoregressive first-order model. The proposed tests are based on partial sums of model residuals and model-parameter...
Persistent link: https://www.econbiz.de/10009478407
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Autoregresinio modelio pasikeitusio segmento testavimas ir vertinimas
Rastenė, Irma - 2011
Disertacijoje nagrinėjamas pirmos eilės autoregresinio modelio pasikeitusio segmento testavimo ir vertinimo uždavinys. Aprašomo modelio epideminio pasikeitimo pradžia ir ilgis nėra žinomi. Pasiūlyti kriterijai pasikeitusio segmento testavimui, kurie pagrįsti modelio paklaidų...
Persistent link: https://www.econbiz.de/10009478408