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Volatility transmission and herding contigion during the global financial crises

Abbes, Mouna Boujelbène - In: International journal of managerial and financial accounting 5 (2013) 2, pp. 138-161

Persistent link: https://www.econbiz.de/10009746408

Estimation of sentiment effects in financial markets : a simulated method of moments approach

Chen, Zhenxi; Lux, Thomas - 2015

approximate the herding component among an ensemble of agents in the aggregate by a Langevin equation, we can either simulate the …

Persistent link: https://www.econbiz.de/10010501936

The short-term price impact of trades is universal

Tóth, Bence; Eisler, Zoltán; Bouchaud, Jean-Philippe - In: Market microstructure and liquidity 3 (2017) 2, pp. 1-11

Persistent link: https://www.econbiz.de/10011923328

The herding behaviour on Pakistan stock exchange : using firm-level data

Kiran, Fasiha; Khan, Naimat U.; Shah, Attaullah - In: Afro-Asian Journal of Finance and Accounting : AAJFA 10 (2020) 1, pp. 71-84

Persistent link: https://www.econbiz.de/10012167852

Better ways to test for herding

Wang, Junkai; Hudson, Robert - In: International journal of finance & economics : IJFE 29 (2024) 1, pp. 790-818

Persistent link: https://www.econbiz.de/10014469057

The impact of international swap lines on stock returns of banks in emerging markets

Andrieş, Alin Marius; Fischer, Andreas M.; Yeşin, Pınar - 2015

This paper investigates the impact of international swap lines on stock returns using data from banks in emerging markets. The analysis shows that swap lines by the Swiss National Bank (SNB) had a positive impact on bank stocks in Central and Eastern Europe. It then highlights the importance of...

Persistent link: https://www.econbiz.de/10011298483