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Herding behavior, market sentiment and volatility : will the bubble resume?

Bekiros, Stelios; Jlassi, Mouna; Lucey, Brian M.; … - In: The North American journal of economics and finance : a … 42 (2017), pp. 107-131

Persistent link: https://www.econbiz.de/10011938084

Do Fama-French common risk-factor portfolio investors herd on a daily basis? : implications for common risk-factor regressions

Senarathne, Chamil W. - In: Journal of capital markets studies 3 (2019) 2, pp. 137-156

- The results do not provide evidence for herding under normal market conditions, either when reacting to fundamental …. Also, no considerable evidence is found for herding (on fundamental information) under crisis and up-market conditions …

Persistent link: https://www.econbiz.de/10012131684

Contagious herding and endogenous network formation in financial networks

Georg, Co-Pierre - 2014

Persistent link: https://www.econbiz.de/10010441339

Cross-market herding : do "herds" herd with each other?

Ferreruela, Sandra; Kallinterakis, Vasileios; Mallor, Tania - In: The journal of behavioral finance : a publication of … 25 (2024) 2, pp. 208-228

Persistent link: https://www.econbiz.de/10014566467

When Everyone Runs for the Exit

Pedersen, Lasse Heje - 2013

The dangers of shouting \re" in a crowded theater are well understood, but the dangers of rushing to the exit in the nancial markets are more complex. Yet, the two events share several features, and I analyze why people crowd into theaters and trades, why they run, what determines the risk,...

Persistent link: https://www.econbiz.de/10013095294

Friendship between banks : an application of an actor-oriented model of network formation on interbank credit relations

Finger, Karl; Lux, Thomas - 2014

This paper investigates the driving forces behind banks’ link formation in the interbank market by applying the stochastic actor oriented model (SAOM) developed in sociology. Our data consists of quarterly networks constructed from the transactions on an electronic platform (e-MID) over the...

Persistent link: https://www.econbiz.de/10010348301

Friendship between banks : an application of an actor-oriented model of network formation on interbank credit relations

Finger, Karl; Lux, Thomas - 2014

This paper investigates the driving forces behind banks' link formation in the interbank market by applying the stochastic actor oriented model (SAOM) developed in sociology. Our data consists of quarterly networks constructed from the transactions on an electronic platform (e-MID) over the...

Persistent link: https://www.econbiz.de/10010406423

Doctrine of public good in banking versus state intervention

Masiukiewicz, Piotr - 2014

This article has a following thesis: changes in banking and a role of banks in real economy in last years, give an argument for treating banks as public good. Banks received a great support from governments as a result of the subprime crisis. G-20 and European Commission recommended new...

Persistent link: https://www.econbiz.de/10012002038

The Loan Herding of Chinese Banks for Industrial Lending and the Subsequent Economic Impact

Lu, Ralph - 2014

multiple dimensions in real economy. We find that loan herding cause bank lending to risky industrial firms, which leads to the … herding in industrial lending during 2006-2011. We decompose the inter-temporal correlation in lending into the own following … result from their loan herding. Next, we clarify the reasons that affect and cause loan herding. Our results show that loan …

Persistent link: https://www.econbiz.de/10013058718

To Follow or Not to Follow Peers’ Loan Decisions : Bank Loan Herding in Taiwan

Lu, Ralph - 2014

, indicating the existence of loan herding. Then, we use the conscientious definition of the weight of bank loan portfolios to … investigate whether bank loan herding still exists. Our results support again the existence of loan herding. Next, we explore four …This study examines whether Taiwanese banks engage in loan herding. Our loan herding denotes industrial lending by a …

Persistent link: https://www.econbiz.de/10013058719