Similar Search Results - EconBiz

The vicarious wisdom of crowds : toward a behavioral perspective on investor reactions to acquisition annoncements

Schijven, Mario; Hitt, Michael A. - In: Strategic management journal 33 (2012) 11, pp. 1247-1268

Persistent link: https://www.econbiz.de/10009660768

Information risk, market stress and institutional herding in financial markets : new evidence through the lens of a simulated model

Boortz, Christopher; Kremer, Stephanie; Jurkatis, Simon; … - 2014

This paper employs numerical simulations of the Park and Sabourian (2011) herd model to derive new theory-based predictions for how information risk and market stress influence aggregate herding intensity. We test these predictions empirically using a comprehensive data set of highfrequency and...

Persistent link: https://www.econbiz.de/10010356865

Factor timing with investor sentiment

Jiang, Fuwei; Ning, Wei; Xue, Hao - In: Annals of economics and finance 24 (2023) 2, pp. 401-437

Persistent link: https://www.econbiz.de/10014518959

Prior performance and risk-taking of mutual fund managers : a dynamic Bayesian network approach

Ammann, Manuel; Verhofen, Michael - In: The journal of behavioral finance : a publication of … 8 (2007) 1, pp. 20-34

Persistent link: https://www.econbiz.de/10003496687

Measuring the speed of convergence of stock prices : a nonparametric and nonlinear approach

Kim, Hyeongwoo; Ryu, Deockhyun - In: Economic modelling 51 (2015), pp. 227-241

Persistent link: https://www.econbiz.de/10011475887

Measuring the speed of convergence of stock prices : a nonparametric and nonlinear approach

Kim, Hyeongwoo; Ryu, Deockhyun - 2015

Persistent link: https://www.econbiz.de/10011406641

Does Chinese investor sentiment predict Asia-pacific stock markets? : evidence from a nonparametric causality-in-quantiles test

Li, Xiao - In: Finance research letters 38 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012485085

Investor sentiment and time-varying market risk in market-neutral hedge funds

Peltomäki, Jarkko - In: The journal of behavioral finance : a publication of … 10 (2009) 4, pp. 226-233

Persistent link: https://www.econbiz.de/10003939984

Non-linear predictability of stock market returns : comparative evidence from Japan and the US

Humpe, Andreas; Macmillan, Peter - In: Investment management and financial innovations 11 (2014) 4, pp. 36-48

Persistent link: https://www.econbiz.de/10010514142

Does sentiment drive contrarian profits in the China stock market: 1996 - 2012? : evidence from the panel threshold regression model

Yeh, Chih-Cheng - In: The empirical economics letters : a monthly … 14 (2015) 3, pp. 225-232

Persistent link: https://www.econbiz.de/10011311206

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