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The co-movement of stock prices, herd behaviour and high-tech mania
Guo, Wen-Chung; Shih, Hsiu-Ting - In: Applied financial economics 18 (2008) 16/18, pp. 1343-1350
Persistent link: https://www.econbiz.de/10003779491
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Idiosyncratic volatility, fundamentals, and institutional herding : evidence from the Japanese stock market
Chang, Eric Chieh; Dong, Sen - In: Pacific-Basin finance journal 14 (2006) 2, pp. 135-154
Persistent link: https://www.econbiz.de/10003302829
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Essays on labor markets and empirical finance
Room, Tairi - 2004
Persistent link: https://www.econbiz.de/10003383783
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Structural stochastic volatility in asset pricing dynamics : estimation and model contest
Franke, Reiner; Westerhoff, Frank H. - 2011
these lines reveals a strong role for a (tamed) herding component. The quantitative performance of the winner model is so … good that it may provide a standard for future research. -- Method of simulated moments ; moment coverage ratio ; herding …
Persistent link: https://www.econbiz.de/10009007642
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Why a simple herding model may generate the stylized facts of daily returns : explanation and estimation
Franke, Reiner; Westerhoff, Frank H. - 2011
and chartists, comprises four features: (i) price determination by excess demand; (ii) a herding mechanism that gives rise …
Persistent link: https://www.econbiz.de/10009424773
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Does investment horizon matter? : disentangling the effect of institutional herding on stock prices
Yüksel, H. Zafer - In: The financial review : the official publication of the … 50 (2015) 4, pp. 637-669
Persistent link: https://www.econbiz.de/10011393175
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Empirical investigation of herding behavior in East Asian stock markets toward the US market
Yang, Shih-Jui; Hsu, Ai-Chi; Lai, Show-Yen; Lee, … - In: The international journal of business and finance … 9 (2015) 1, pp. 19-32
Persistent link: https://www.econbiz.de/10010515396
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Option prices and model-free measurement of implied herd behavior in stock markets
Linders, Daniël; Dhaene, Jan; Schoutens, Wim - 2015 - Version: December 19, 2014
Persistent link: https://www.econbiz.de/10011418887
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Hat die Einführung der Abgeltungsteuer Aktienkurse beeinflusst? : empirische Ergebnisse und Implikationen für die Kapitalmarkttheorie
Eichfelder, Sebastian; Lau, Mona - In: Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik 96 (2016) 2, pp. 101-105
beschränkten Informationen, einer Fokussierung auf wenige Handelstage und einer begrenzten Liquidität zu Herdenverhalten und …
Persistent link: https://www.econbiz.de/10011428717
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Herding of institutional investors and margin traders on extreme market movements
Lin, Anchor Y.; Lin, Yueh-neng - In: International review of economics & finance : IREF 33 (2014), pp. 186-198
Persistent link: https://www.econbiz.de/10010532735