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How do securities dealers trade in the Taiwan stock market? : evidence from the financial crisis of 2008

Yang, Sheng-Yung; Chen, Yu-fen; Lin, Fu-lai - In: International journal of management practice : IJMP 6 (2013) 3, pp. 235-247

Persistent link: https://www.econbiz.de/10009790988

Trade clustering and power laws in financial markets

Nirei, Makoto; Stachurski, John; Watanabe, Tsutomu - In: Theoretical economics : TE ; an open access journal in … 15 (2020) 4, pp. 1365-1398

This study provides an explanation for the emergence of power laws in asset trading volume and returns. We consider a two-state model with binary actions, where traders infer other traders' private signals regarding the value of an asset from their actions and adjust their own behavior...

Persistent link: https://www.econbiz.de/10012415412

Cross-sectional absolute deviation approach for testing the herd behavior theory : the case of the ASE index

Ramadan, Imad Z. - In: International journal of economics and finance 7 (2015) 3, pp. 188-193

Persistent link: https://www.econbiz.de/10010508412

Herd behavior in Indian stock market : upshots of COVID-19 pandemic

Bamba, Meera; Komal; Mamta - In: Finance India : the quarterly journal of Indian … 37 (2023) 2, pp. 401-420

Persistent link: https://www.econbiz.de/10014419239

New sight of herding behavioural through trading volume

Hachicha, Nizar - 2010

on the cross sectional dispersion of trading volume to examine the herding behavior on Toronto stock exchange. Our … findings show that the herd phenomenon consists of three essential components: stationary herding which signals the existence … of the phenomenon whatever the market conditions, intentional herding relative to the anticipations of the investors …