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A note on institutional hierarchy and volatility in financial markets
Alfarano, Simone; Milaković, Mishael; Raddant, Matthias - In: The European journal of finance 19 (2013) 5/6, pp. 449-465
Persistent link: https://www.econbiz.de/10010243602
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An agent-based stochastic volatility model
Alfarano, Simone - 2006
Persistent link: https://www.econbiz.de/10003307294
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Herding behavior and volatility clustering in financial markets
Schmitt, Noemi; Westerhoff, Frank H. - 2016
fundamental trading rules to determine their orders. Volatility clustering arises in our model due to speculators' herding … financial markets, technical and fundamental analysis, heterogeneity, herding behavior, method of simulated moments …
Persistent link: https://www.econbiz.de/10011441292
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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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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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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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Sectoral herding behaviour in the Indian financial market
Madaan, Veena; Shrivastava, Monica - In: Global business & economics review 26 (2022) 2, pp. 185-213
Persistent link: https://www.econbiz.de/10012887569
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An empirical analysis of herding behaviour : evidence from developed and frontier financial markets
Hakmaoui, Abdelati; El Jebari, Ouael - In: International journal of computational economics and … 13 (2023) 4, pp. 374-403
Persistent link: https://www.econbiz.de/10014439720
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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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Zeit, Attribution und Koordination an Finanzmärkten
Mieg, Harald A. - In: Die Markt-Zeit der Finanzwirtschaft : soziale, …, (pp. 219-238). 2007
Persistent link: https://www.econbiz.de/10003614635