Similar Search Results

Revisiting noise : Fischer Black's noise at the time of high-frequency trading

Virgilio, Gianluca P. M.; Paz López, Manuel Ernesto - In: Risk management : an international journal 26 (2024) 4, pp. 1-22

Persistent link: https://www.econbiz.de/10015193194

Performance evaluation and herd behavior in a laboratory financial market

Yang, Xiaolan; Gao, Mei; Wu, Yun; Jin, Xuejun - In: Journal of behavioral and experimental economics 75 (2018), pp. 45-54

Persistent link: https://www.econbiz.de/10012038365

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

Boom-bust cycles and asset market participation waves : momentum, value, risk and herding

Dieci, Roberto; Schmitt, Noemi; Westerhoff, Frank H. - 2022

We develop an asset market participation model in which investors base their market entry decisions on the momentum, value and risk of the market. Despite our behavioral framework, the model’s fundamental steady state is characterized by standard present-value relations between expected future...

Persistent link: https://www.econbiz.de/10013201794

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

Handbook of behavioral finance

Bruce, Brian R. (ed.) - 2010

Persistent link: https://www.econbiz.de/10013551027

Stochastic Herding in Financial Markets Evidence from Institutional Investor Equity Portfolios

Sushko, Vladyslav - 2012

We estimate a structural model of herding behavior in which feedback arises due to mutual concerns of traders over the … unobservable "true" level of market liquidity. In a herding regime, random shocks are exacerbated by endogenous feedback, producing …'s realized illiquidity propagates herding and maps onto the dampening parameter of the probability distribution of the number of …

Persistent link: https://www.econbiz.de/10013114482

Stochastic Herding in Financial Markets Evidence from Institutional Investor Equity Portfolios

Nirei, Makoto - 2014

We estimate a structural model of herding behavior in which feedback arises due to mutual concerns of traders over the … unobservable "true" level of market liquidity. In a herding regime, random shocks are exacerbated by endogenous feedback, producing …'s realized illiquidity propagates herding and raises the probability of observing a sell-off. The distribution function itself …

Persistent link: https://www.econbiz.de/10013066570

How financial literacy moderate the association between behaviour biases and investment decision?

Adil, Mohd; Singh, Yogita; Ansari, Mohd Shamim - In: Asian journal of accounting research 7 (2022) 1, pp. 17-30

Persistent link: https://www.econbiz.de/10013327978

A decade of delusions : from speculative contagion to the Great Recession

Martin, Frank K. - 2011

The proven strategies rational investors require for success in an irrational market. When the dot-com and real estate bubbles of the 1990s and 2000s burst, few were spared the financial fallout. So, how did an investment advisory firm located in Elkhart, Indiana--one of the cities hit hardest...

Persistent link: https://www.econbiz.de/10009127918