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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

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, 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

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

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

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

Business cycle and herding behavior in stock returns : theory and evidence

Ahn, Kwangwon; Cong, Linxiao; Jang, Hanwool; Kim, … - In: Financial innovation : FIN 10 (2024), pp. 1-14

This study explains the role of economic uncertainty as a bridge between business cycles and investors' herding … the power law exponent are used as proxies for business cycles and herding behavior, respectively. We fnd stronger herding …

Persistent link: https://www.econbiz.de/10014530169

An index of co-movements in financial time series

Sentana, Enrique; Shah, Mushtaq - 1994

Persistent link: https://www.econbiz.de/10000893176

Schätzung von variierenden Beta-Koeffizienten mit dem Kalman-Filter

Boos, Anna Carri - 1988

Persistent link: https://www.econbiz.de/10000746710

Chaos and order in the capital markets : a new view of cycles, prices, and market volatility

Peters, Edgar E. - 1996 - 2. ed.

Persistent link: https://www.econbiz.de/10000585045

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