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Herding behaviour and market dynamic volatility : evidence from the US stock markets

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A multicountry measure of comovement and contagion in international markets : definition and applications

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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

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Herding in fast moving consumer group sector : equity market asymmetry and crisis

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Financial crises : uncovering self-organized patterns and predicting stock markets instability

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3 % rules the market : herding behavior of a group of investors, asset market volatility, and return to the group in an agent-based model

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The response of dynamic herd behavior to domestic and U.S. market factors : evidence from the greater China stock markets

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Econophysical bourse volatility : global evidence

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Financial Reynolds number (Re) has been proven to have the capacity to predict volatility, herd behaviour and nascent … embedded volatility, herd behaviour and nascent bubble. Overall the volatility distribution has been found to be Gaussian in … nature, as far as volatility, herd behaviour and nascent bubble are concerned. …

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Testing investors' herding behavior in Baltic states

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Determinants of stock market comovements among US and emerging economies during the US financial crisis

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