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Market entry waves and volatility outbursts in stock markets

Blaurock, Ivonne; Schmitt, Noemi; Westerhoff, Frank H. - 2017

herding behavior and market risk. Moreover, speculators' orders depend on price trends, market misalignments and fundamental … news. Using a mix of analytical and numerical tools, we show that a herding-induced market entry wave may amplify excess … demand, triggering lasting volatility outbursts. Eventually, however, higher stock market risk reduces stock market …

Persistent link: https://www.econbiz.de/10011702006

Investors' fear and herding in the stock market

Economou, Fotini; Hassapis, Christis; Philippas, Nikolaos - In: Applied economics 50 (2018) 34/35, pp. 3654-3663

Persistent link: https://www.econbiz.de/10012059396

Market entry waves and volatility outbursts in stock markets

Schwartz, Ivonne; Schmitt, Noemi; Westerhoff, Frank H. - In: Journal of economic behavior & organization : JEBO 153 (2018), pp. 19-37

Persistent link: https://www.econbiz.de/10011986639

Comparative volatility study on India VIX by GARCH and Shannon's entropy form a behavioural finance viewpoint

Ghosh, Bikramaditya; Nisha, Nabila - In: International journal of applied business and economic … 16 (2018) 2, pp. 317-324

Persistent link: https://www.econbiz.de/10012007315

Herding effect on idiosyncratic volatility in U.S. industries

BenSaïda, Ahmed - In: Finance research letters 23 (2017), pp. 121-132

Persistent link: https://www.econbiz.de/10011808374

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

Herding and excessive risk in the American stock market : a sectoral analysis

Litimi, Houda; BenSaïda, Ahmed; Bouraoui, Omar - In: Research in international business and finance 38 (2016), pp. 6-21

Persistent link: https://www.econbiz.de/10011640603

Extreme returns and herding of trade imbalances

Chung, Y. Peter; Kim, S. Thomas - In: Review of finance : journal of the European Finance … 21 (2017) 6, pp. 2379-2399

Persistent link: https://www.econbiz.de/10011804723

Herd behaviors in index futures trading : driving factors and impact on market volatility

Wu, Ming-Hung; Hu, Wan-Ting; Weng, Pei-Shih - In: The journal of futures markets 43 (2023) 10, pp. 1373-1392

Persistent link: https://www.econbiz.de/10014339443

A market sentiment indicator, behaviourally grounded, for the analysis and forecast of volatility and bubbles

Ciaschini, Clio; Recchioni, Maria Cristina - In: Review of behavioral finance : RBF 16 (2024) 1, pp. 17-38

Persistent link: https://www.econbiz.de/10014471744