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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
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Herding, a-synchronous updating and heterogeneity in memory in a CBS
Diks, Cees G. H.; Weide, Roy van der - 2003
explicit nature of the dynamics of the CBS we show that the introduction of herding modifies the random walk to an ARIMA($0 …
Persistent link: https://www.econbiz.de/10011334332
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On the time varying nature of herding behaviour: evidence from major European indices
Stavroyiannis, Stavros; Babalos, Vassilios - In: Global business & economics review 17 (2015) 3, pp. 298-309
Persistent link: https://www.econbiz.de/10011498524
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What drives the herding behavior of individual investors?
Merli, Maxime; Roger, Tristan - In: Finance : revue de l'Association Française de Finance 34 (2013) 3, pp. 67-104
Persistent link: https://www.econbiz.de/10010337237
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What Drives the Herding Behavior of Individual Investors?
Merli, Maxime - 2017
We introduce a new measure of herding that allows for tracking dynamics of individual herding. Using a database of over … 8 million trades by 87,373 retail investors between 1999 and 2006, we show in an original way that individual herding is … answer a question that was previously unaddressed in the literature: is herding profitable for investors? We demonstrate, as …
Persistent link: https://www.econbiz.de/10012975877
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Multi-fractal Analysis of Volatility for Detection of Herding and Bubble in Skewness Index
Thomas, Becky - 2020
The fractal theory was first proposed by Mandelbrot in the 1970s and later it was carried by Kantelhardt in mid-2000 …
Persistent link: https://www.econbiz.de/10012831113
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Dynamic effciency and herd behavior during pre‑ and post‑COVID‑19 in the NFT market : evidence from multifractal analysis
Özdemir, Onur; Kumar, Anoop S. - In: Computational economics 63 (2024) 3, pp. 1255-1279
Persistent link: https://www.econbiz.de/10014548282
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Dynamic herding behavior in pacific-basin markets : evidence and implications
Chiang, Thomas C.; Li, Jiandong; Lin Tan; Nelling, Edward - In: Multinational finance journal : MF ; quarterly … 17 (2013) 3/4, pp. 165-200
Persistent link: https://www.econbiz.de/10011457676
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Improving time series forecasting using elephant herd optimization with feature selection methods
Das, Soumya; Mishra, Sarojananda; Senapati, ManasRanjan - In: Journal of management analytics 8 (2021) 1, pp. 113-133
Persistent link: https://www.econbiz.de/10012440092
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Unveiling the relation between herding and liquidity with trader lead-lag networks
Campajola, Carlo; Lillo, Fabrizio; Tantari, Daniele - In: Quantitative finance 20 (2020) 11, pp. 1765-1778
Persistent link: https://www.econbiz.de/10012313511