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Predictability and herding of bourse volatility : an econophysics analogue

Ghosh, Bikramaditya; Krishna, Mysore Chidambareswaran; … - In: Investment management and financial innovations 15 (2018) 2, pp. 317-326

Persistent link: https://www.econbiz.de/10012055468

Herding, trend chasing and market volatility

Di Guilmi, Corrado; He, Xue-zhong; Li, Kai - In: Journal of economic dynamics & control 48 (2014), pp. 349-373

Persistent link: https://www.econbiz.de/10010486646

Dynamic herding behaviour in the US stock market

Yasir, Muhammad; Özlem Önder, A. - In: Prague economic papers : a bimonthly journal of … 30 (2021) 1, pp. 115-130

Persistent link: https://www.econbiz.de/10012813764

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

Market entry waves and volatility outbursts in stock markets

Blaurock, Ivonne; Schmitt, Noemi; Westerhoff, Frank H. - 2017

herding behavior and market risk. Moreover, speculators' orders depend on price trends, market misalignments and fundamental … news. Using a mix of analytical and numerical tools, we show that a herding-induced market entry wave may amplify excess … demand, triggering lasting volatility outbursts. Eventually, however, higher stock market risk reduces stock market …