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Navigating the factor zoo around the world : an institutional investor perspective
Bartram, Söhnke M.; Lohre, Harald; Pope, Peter F.; … - In: Journal of business economics : JBE 91 (2021) 5, pp. 655-703
Persistent link: https://www.econbiz.de/10012588809
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Organizational herding in advertising spending disclosures : evidence and mechanisms
Shi, Huanhuan; Grewal, Rajdeep; Sridhar, Shrihari - In: Journal of marketing research 58 (2021) 3, pp. 515-538
Persistent link: https://www.econbiz.de/10012521448
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Herding in Financial Markets
Boortz, Christopher - 2016
Persistent link: https://www.econbiz.de/10012312735
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Investor behaviour during COVID-19 pandemic : do they herding?
Nosita, Firda; Amrulloh, Rifqi - In: Macroeconomic risk and growth in the Southeast Asian …, (pp. 115-135). 2023
Persistent link: https://www.econbiz.de/10014462335
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Direct calibration and comparison of agent-based herding models of financial markets
Barde, Sylvain - 2015
of financial markets on the daily returns of 18 indices. The models chosen for this empirical application are the herding …, which all share a common lineage to the herding model introduced by Kirman (1993). In addition, standard ARCH processes are …
Persistent link: https://www.econbiz.de/10010517721
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Dynamics of phase transitions in expectations for financial markets : an agent-based, multicomponent model
Silver, Steven D.; Raseta, Marko; Bazarova, Alina - In: The journal of behavioral finance : a publication of … 23 (2022) 1, pp. 92-105
Persistent link: https://www.econbiz.de/10012802019
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Market sentiment and heterogeneous agents in an evolutive financial model
Cavalli, F.; Naimzada, Ahmad; Pecora, N.; Pireddu, M. - In: Journal of evolutionary economics 31 (2021) 4, pp. 1189-1219
Persistent link: https://www.econbiz.de/10012663703
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The capital asset pricing model and the efficient markets hypothesis : the compelling fairy tale of contemporary financial economics
O'Sullivan, Patrick - In: International journal of political economy : a journal … 47 (2018) 3/4, pp. 225-252
Persistent link: https://www.econbiz.de/10012205919
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Asia-pacific financial market inefficiency : evidence through behavioural models
Zghidi, Nahed - In: International journal of behavioural accounting and finance 6 (2022) 4, pp. 311-332
Persistent link: https://www.econbiz.de/10013475374
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Regime-switching determinants of mutual fund performance in South Africa
Apau, Richard; Moores-Pitt, Peter; Muzindutsi, Paul-Francois - In: Economies : open access journal 9 (2021) 4, pp. 1-20
This study assesses the effect of fund-level and systemic factors on the performance of mutual funds in the context of changing market conditions. A Markov regime-switching model is used to analyze the performance of 33 South African equity mutual funds from 2006 to 2019. From the results, fund...
Persistent link: https://www.econbiz.de/10012799837