engage more aggressively in certain trading patterns such as positive feedback trading or herding that could contribute to …

performance is influenced by the extent of investors herding towards the common trend in stock returns. …

. Most herding models are not able to explain such stability, instead predicting informational cascades to be fragile and … accumulation of consumption capital into a herding model. Further, the model is tested empirically by analyzing measures of … accumulate consumption capital for a particular style or artist and that this mechanism tends to make herding in arts stable over …

We show that far from capturing a formally new phenomenon, informational herding is really a special case of single …

securities. We identify how the herding behavior forms and how it changes over time. The results suggest that there is an … herding and investigative herding explain QFIIs' trading behavior in Taiwan. …

This study investigates in the context of the Euronext, whether joining an exchange group affects herding in the group … of the group's member-markets and the outbreak of financial crises. We find that herding is significant post-merger in … all four constituent equity markets (Belgium, France, the Netherlands and Portugal) of the Euronext, with herding in …

autocorrelated out to time lags of tens of thousands of orders, corresponding to many days. Two possible explanations are herding … which we have membership identifiers. By formulating models for herding and order splitting, as well as models for brokerage … persistence of order flow is overwhelmingly due to splitting rather than herding. We also study the properties of brokerage order …