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The objective of this paper is to investigate herding behavior in the Brazilian stock mutual funds. Through the study of the 100 largest funds of the category, between September/2004 and July/2008, two herding indexes are analyzed: (i) the index, proposed by Lakonishok, Shleifer and Vishny...
Persistent link: https://www.econbiz.de/10013128411
This research aims to investigate, through simulation models, how the interaction among agents in an artificial stock market can affect the dynamics of asset prices. Thus, the study follows a different methodology for the analysis of prices by exploring the simulation of agents' behavior in an...
Persistent link: https://www.econbiz.de/10013100692
Persistent link: https://www.econbiz.de/10011673313