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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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Do investors herd in Indian market
Garg, Ashish; Gulati, Rachita - In: Decision 40 (2013) 3, pp. 181-196
Persistent link: https://www.econbiz.de/10010381132
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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
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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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Die Tobin-Steuer: Kann sie eine rennende Herde stoppen?
Janus, Hartmut - In: Entwicklungsländer im Zeitalter der Globalisierung : …, (pp. 199-155). 1999
Persistent link: https://www.econbiz.de/10001494409
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Herding and market volatility
Fei, Tianlun; Liu, Xiaoquan - In: International review of financial analysis 78 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013252516
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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
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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
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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 …
Persistent link: https://www.econbiz.de/10011702006