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Prices, fundamental values and learning
Berardi, Michele - 2015
Persistent link: https://www.econbiz.de/10011413220
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Rational herds, speed of learning and contagion in financial markets
Cipriani, Marco - 2002
Persistent link: https://www.econbiz.de/10003774310
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Asset price effects of peer benchmarking : evidence from a natural experiment
Acharya, Sushant; Pedraza, Alvaro - 2015
We estimate the effects of peer benchmarking by institutional investors on asset prices. To identify trades purely due to peer benchmarking as separate from those based on fundamentals or private information, we exploit a natural experiment involving a change in a government-imposed...
Persistent link: https://www.econbiz.de/10010514042
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Bad advice, herding and bubbles
Thoma, Mark Allen - In: The journal of economic methodology 20 (2013) 1, pp. 45-55
Persistent link: https://www.econbiz.de/10009783310
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The effects of stock characteristics on the direction and extent of herding by foreign institutional investors in the Taiwan stock exchange
Fang, Hao; Lu, Yang-cheng; Yau, Hwey-yun - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 60-74
Persistent link: https://www.econbiz.de/10010402994
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Integrating real sector growth and inflation into an agent-based stock market dynamics
Franke, Reiner; Ghonghadze, Jaba - 2014
Concentrating on speculative flow rather than stock demand, the paper puts forward a deterministic continuous-time model of the equity market that is compatible with a growing and inflationary economy. Instead of the systematically rising equity price, the central state variable in now Tobin's...
Persistent link: https://www.econbiz.de/10010406891
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Sectoral herding behavior in the aftermarket of Malaysian IPOs
Pegah Dehghani; Ros Zam Zam Sapian - In: Venture capital : an international journal of … 16 (2014) 3, pp. 227-246
Persistent link: https://www.econbiz.de/10010392959
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Mitigating the destructive outcome of negative environmental stock market behaviours on environmental health security in China
Asante Antwi, Henry - In: Journal of sustainable finance & investment 12 (2022) 3, pp. 870-885
Persistent link: https://www.econbiz.de/10013270778
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A transmission of beta herding during subprime crisis in Taiwan's market : DCC-MIDAS approach
Chen, Yi-Chang; Wu, Hung-Che; Zhang, Yuanyuan; Kuo, … - In: International Journal of Financial Studies : open … 9 (2021) 4, pp. 1-16
The aim of this study is to investigate the herding of beta transmission between return and volatility. We have used … demonstrates that herding is a key transmitter in Taiwan’s stock market. The significant estimation of DCC-MIDAS explains that the … herding phenomenon is highly dynamic and time-varying in herding behavior. By means of time-varying beta of herding based on …
Persistent link: https://www.econbiz.de/10012698399
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Do geopolitical tensions instigate mindless following in stock markets? : an empirical enquiry into the indices of CNX Nifty HFT
Krishna T. A.; Suresha B. - In: Investment management and financial innovations 18 (2021) 2, pp. 335-349
Persistent link: https://www.econbiz.de/10012698634