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Selecting Information in Financial Markets : Herding and Opinion Swings in a Heterogeneous Mimetic Rational Agent-Based Model

Vié, Aymeric - 2018

As expectations are driven by information, its selection is central in explaining common knowledge building and unraveling in financial markets. This paper addresses this information selection problem by proposing imitation as a key mechanism to explain opinion dynamics. Behavioral and cognitive...

Persistent link: https://www.econbiz.de/10012928480

Herding in fast moving consumer group sector : equity market asymmetry and crisis

Bharti, Bharti; Kumar, Ashish - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 9, pp. 39-49

Persistent link: https://www.econbiz.de/10012670774

Information arrival, delay, and clustering in financial markets with dynamic freeriding

Aghamolla, Cyrus; Hashimoto, Tadashi - In: Journal of financial economics 138 (2020) 1, pp. 27-52

Persistent link: https://www.econbiz.de/10012631895

A Note on GameStop, Short Squeezes, and Autodidactic Herding : An Evolution in Financial Literacy?

Klein, Tony - 2021

This note explores a secondary effect of the GameStop short squeeze event and links the exalted focus of retail investors on meme stocks to financial literacy and autodidacticism. From an overview of stylized facts about the short squeeze of GameStop based on high frequency data, short interest,...

Persistent link: https://www.econbiz.de/10013225663

Herding and market volatility

Fei, Tianlun; Liu, Xiaoquan - In: International review of financial analysis 78 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10013252516

Corporate strategy uniqueness, analyst herding, and financing constraints

Wen, Yuan; Tikoo, Surinder - In: Strategic Organization 20 (2022) 2, pp. 368-388

Persistent link: https://www.econbiz.de/10013257265

Boom-bust cycles and asset market participation waves : momentum, value, risk and herding

Dieci, Roberto; Schmitt, Noemi; Westerhoff, Frank H. - 2022

We develop an asset market participation model in which investors base their market entry decisions on the momentum, value and risk of the market. Despite our behavioral framework, the model’s fundamental steady state is characterized by standard present-value relations between expected future...

Persistent link: https://www.econbiz.de/10013201794

Herd Behavior in Financial Markets : A Review

Bikhchandani, Sushil - 2021

Policymakers often express concern that herding by financial market participants destabilizes markets and increases the … behavior in financial markets. It addresses the following questions: What precisely do we mean by herding? What could be the … causes of herd behavior? What success have existing studies had in identifying such behavior? And what effect does herding …

Persistent link: https://www.econbiz.de/10013212037

Financial crises : uncovering self-organized patterns and predicting stock markets instability

Spelta, Alessandro; Flori, Andrea; Pecora, Nicolò; … - In: Journal of business research : JBR 129 (2021), pp. 736-756

Persistent link: https://www.econbiz.de/10012509734

Learning in Financial Markets

Pastor, Lubos - 2010

We survey the recent literature on learning in financial markets. Our main theme is that many financial market phenomena that appear puzzling at first sight are easier to understand once we recognize that parameters in financial models are uncertain and subject to learning. We discuss phenomena...

Persistent link: https://www.econbiz.de/10013144020