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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 … sell herding. The model also explains why buy, not sell, herding is more pronounced during the financial crisis. …
Persistent link: https://www.econbiz.de/10010356865
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Regulatory medicine against financial market instability : what helps and what hurts
Kerbl, Stefan - 2011
Persistent link: https://www.econbiz.de/10009385145
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Time-variations in herding behavior : evidence from a Markov switching SUR model
Klein, Arne C. - In: Journal of international financial markets, … 26 (2013), pp. 291-304
Persistent link: https://www.econbiz.de/10010234858
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The Effect of Monetary Policy on Herd Behavior During Financial Crises
Krokida, Styliani Iris - 2019
policy on herding results to higher levels of herd behaviour for Spain, Italy, France, and Portugal …
Persistent link: https://www.econbiz.de/10012900710
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Herd Behaviour in Asset Market Booms and Crashes : The Role of Monetary Policy
Micossi, Stefano - 2019
One important conclusion of Robert Shiller's influential 2015 book, Irrational Exuberance, is that bubbles are random exogenous phenomena that cannot be foreseen and do not depend on macroeconomic policies. This CEPR Policy Insight throws light on the root causes of speculative fevers in asset...
Persistent link: https://www.econbiz.de/10012861206
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Herding in fast moving consumer group sector : equity market asymmetry and crisis
Bharti, Bharti; Kumar, Ashish - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 9, pp. 39-49
Persistent link: https://www.econbiz.de/10012670774
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Financial crises : uncovering self-organized patterns and predicting stock markets instability
Spelta, Alessandro; Flori, Andrea; Pecora, Nicolò; … - In: Journal of business research : JBR 129 (2021), pp. 736-756
Persistent link: https://www.econbiz.de/10012509734
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Rational herding and financial fragility : lessons for the Indian banking system
Pal, Malabika - In: Praj̄nȧn : journal of social and management sciences 49 (2020) 1, pp. 67-90
Persistent link: https://www.econbiz.de/10012665840
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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
Lee, Sunyoung; Lee, Keun - In: Journal of economic interaction and coordination 16 (2021) 2, pp. 359-380
Persistent link: https://www.econbiz.de/10012496635
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An agent-based early warning indicator for financial market instability
Vidal-Tomás, David; Alfarano, Simone - In: Journal of economic interaction and coordination 15 (2020) 1, pp. 49-87
Persistent link: https://www.econbiz.de/10012226890