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Citations for "Multidimensional Uncertainty and Herd Behavior in Financial Markets"

by Avery, Christopher & Zemsky, Peter

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  1. LOVO, Stefano & DECAMPS, Jean-Paul, 2002. "Risk aversion and herd behavior in financial markets," Les Cahiers de Recherche 758, HEC Paris.
  2. Ivan Pastine & Tuvana Pastine, 2006. "Social Learning in Continuous Time - When are Informational Cascades More Likely to be Inefficient?," Working Papers, School Of Economics, University College Dublin 200621, School Of Economics, University College Dublin.
  3. J L Ford, David Kelsey and W Pang, 2005. "Ambiguity in Financial Markets: Herding and Contrarian Behaviour," Discussion Papers, Department of Economics, University of Birmingham 05-11, Department of Economics, University of Birmingham.
  4. repec:feb:framed:0003 is not listed on IDEAS
  5. Luigi Guiso & Fabiano Schivardi, 2000. "Information Spillovers and Factor Adjustment," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 368, Bank of Italy, Economic Research and International Relations Area.
  6. Hirshleifer, David & Teoh, Siew Hong, 2008. "Thought and Behavior Contagion in Capital Markets," MPRA Paper 9164, University Library of Munich, Germany.
  7. Antonio Guarino & Marco Cipriani, 2010. "Estimating a Structural Model of Herd Behavior in Financial Markets," IMF Working Papers 10/288, International Monetary Fund.
  8. De Bandt, Olivier & Hartmann, Philipp, 2000. "Systemic risk: A survey," Working Paper Series, European Central Bank 0035, European Central Bank.
  9. Fernando Broner, 1999. "On the timing of balance of payments crises: Disaggregated information and interest rate policy," Economics Working Papers 840, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2002.
  10. Tilman Slembeck, 2000. "Learning in Economics: Where Do We Stand?," Microeconomics, EconWPA 0004007, EconWPA.
  11. Michael McAleer & Kim Radalj, 2013. "Herding, Information Cascades and Volatility Spillovers in Futures Markets," KIER Working Papers 873, Kyoto University, Institute of Economic Research.
  12. Makoto Nirei & Tsutomu Watanabe, 2014. "Beauty Contests and Fat Tails in Financial Markets," UTokyo Price Project Working Paper Series 024, University of Tokyo, Graduate School of Economics.
  13. Erik Eyster & Andrea Galeotti & Navin Kartik & Matthew Rabin, 2012. "Congested Observational Learning," Economics Discussion Papers, University of Essex, Department of Economics 706, University of Essex, Department of Economics.
  14. Christian Hott, 2007. "Explaining house price fluctuations," Proceedings 1055, Federal Reserve Bank of Chicago.
  15. Serena Brianzoni & Roy Cerqueti, & Elisabetta Michetti, 2008. "A dynamic stochastic model of asset pricing with heterogeneous beliefs," Working Papers, Macerata University, Department of Finance and Economic Sciences 46-2008, Macerata University, Department of Finance and Economic Sciences, revised Oct 2008.
  16. Koessler, Frédéric & Noussair, Charles & Ziegelmeyer, Anthony, 2008. "Parimutuel betting under asymmetric information," Journal of Mathematical Economics, Elsevier, vol. 44(7-8), pages 733-744, July.
  17. Jean-Paul Decamps & Stefano Lovo, 2006. "A note on risk aversion and herd behavior in financial markets," The Geneva Risk and Insurance Review, Palgrave Macmillan, vol. 31(1), pages 35-42, July.
  18. Christian Hott & Terhi Jokipii, 2012. "Housing Bubbles and Interest Rates," Working Papers 2012-07, Swiss National Bank.
  19. Laura Veldkamp & Justin Wolfers, 2006. "Aggregate Shocks or Aggregate Information? Costly Information and Business Cycle Comovement," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics 06-12, New York University, Leonard N. Stern School of Business, Department of Economics.
  20. Mathias Drehmann & J�rg Oechssler & Andreas Roider, 2005. "Herding and Contrarian Behavior in Financial Markets: An Internet Experiment," American Economic Review, American Economic Association, American Economic Association, vol. 95(5), pages 1403-1426, December.
  21. Rudiger, Jesper & Vigier, Adrien, 2013. "Financial Experts, Asset Prices and Reputation," MPRA Paper 51784, University Library of Munich, Germany.
  22. Jason Shachat & Anand Srinivasan, 2011. "Informational Price Cascades and Non-aggregation of Asymmetric Information in Experimental Asset Markets," Working Papers 1102, Xiamen Unversity, The Wang Yanan Institute for Studies in Economics, Finance and Economics Experimental Laboratory, revised 14 Apr 2011.
  23. Chari, V. V. & Kehoe, Patrick J., 2004. "Financial crises as herds: overturning the critiques," Journal of Economic Theory, Elsevier, vol. 119(1), pages 128-150, November.
  24. Kling, Gerhard, 2006. "The long-term impact of mergers and the emergence of a merger wave in pre-World-War I Germany," Explorations in Economic History, Elsevier, Elsevier, vol. 43(4), pages 667-688, October.
  25. Christopher Boortz & Stephanie Kremer & Simon Jurkatis & Dieter Nautz, 2014. "Information Risk, Market Stress and Institutional Herding in Financial Markets: New Evidence Through the Lens of a Simulated Model," SFB 649 Discussion Papers SFB649DP2014-029, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  26. Walther, A., 2012. "Asset price manipulation with several traders," Cambridge Working Papers in Economics 1242, Faculty of Economics, University of Cambridge.
  27. Francesco Feri & Miguel A. Mel?ndez-Jim?nez & Giovanni Ponti & Fernando Vega Redondo, 2008. "Error Cascades in Observational Learning: An Experiment on the Chinos Game," Working Papers 2008-21, Faculty of Economics and Statistics, University of Innsbruck.
  28. Andreas Park & Daniel Sgroi, 2008. "Herding and Contrarianism in a Financial Trading Experiment with Endogenous Timing," Working Papers tecipa-341, University of Toronto, Department of Economics.
  29. Marco Cipriani & Antonio Guarino, 2006. "Transaction Costs and Informational Cascades in Financial Markets: Theory and Experimental Evidence," WEF Working Papers, ESRC World Economy and Finance Research Programme, Birkbeck, University of London 0008, ESRC World Economy and Finance Research Programme, Birkbeck, University of London.
  30. Maria Grazia Romano, 2004. "Learning, Cascades and Transaction Costs," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy 123, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 01 Feb 2006.
  31. Laura L. Veldkamp, 2006. "Media Frenzies in Markets for Financial Information," American Economic Review, American Economic Association, American Economic Association, vol. 96(3), pages 577-601, June.
  32. Gao, Feng & Song, Fengming & Wang, Jun, 2013. "Rational expectations equilibrium with uncertain proportion of informed traders," Journal of Financial Markets, Elsevier, Elsevier, vol. 16(3), pages 387-413.
  33. Archishman Chakraborty & Bilge Yilmaz, . "Nested Information and Manipulation in Financial Markets," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research 6-00, Wharton School Rodney L. White Center for Financial Research.
  34. Muendler, Marc-Andreas, 2005. "Rational Information Choice in Financial Market Equilibrium," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego qt5q4764nj, Department of Economics, UC San Diego.
  35. Bose, Subir & Orosel, Gerhard O & Ottaviani, Marco & Vesterlund, Lise, 2005. "Dynamic Monopoly Pricing and Herding," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5003, C.E.P.R. Discussion Papers.
  36. Andrey Kudryavtsev & Gil Cohen & Shlomit Hon-Snir, 2013. "“Rational” or “Intuitive”: Are Behavioral Biases Correlated Across Stock Market Investors?," Contemporary Economics, University of Finance and Management in Warsaw, University of Finance and Management in Warsaw, vol. 7(2), June.
  37. Lim, Bryan Y., 2011. "Short-sale constraints and price bubbles," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2443-2453, September.
  38. Alexandra Lai, 2002. "Modelling Financial Instability: A Survey of the Literature," Working Papers, Bank of Canada 02-12, Bank of Canada.
  39. Sanditov,Bulat & Cowan,Robin & Kool,Clemens, 2002. "Mutual Illusions and Financing New Technologies: Two-Sided Informational Cascades," Research Memorandum, Maastricht University, Maastricht Economic Research Institute on Innovation and Technology (MERIT) 007, Maastricht University, Maastricht Economic Research Institute on Innovation and Technology (MERIT).
  40. Cipriani, Marco & Guarino, Antonio, 2008. "Transaction costs and informational cascades in financial markets," Journal of Economic Behavior & Organization, Elsevier, vol. 68(3-4), pages 581-592, December.
  41. Khanna, Naveen & Sonti, Ramana, 2004. "Value creating stock manipulation: feedback effect of stock prices on firm value," Journal of Financial Markets, Elsevier, Elsevier, vol. 7(3), pages 237-270, June.
  42. Amil Dasgupta & Andrea Prat & Michela Verardo, 2011. "The Price Impact of Institutional Herding," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 24(3), pages 892-925.
  43. Hagerman, Amy D. & Jin, Yanhong H., 2009. "The Buzz In The Pits: Livestock Futures' Response To A Rumor Of Foreign Animal Disease," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association 49493, Agricultural and Applied Economics Association.
  44. Baddeley, M. & Burke, C. & Schultz, W. & Tobler, P., 2012. "Herding in Financial Behaviour: A Behavioural and Neuroeconomic Analysis of Individual Differences," Cambridge Working Papers in Economics 1225, Faculty of Economics, University of Cambridge.
  45. Ivanov, Asen & Levin, Dan & Peck, James, 2013. "Behavioral biases in endogenous-timing herding games: An experimental study," Journal of Economic Behavior & Organization, Elsevier, vol. 87(C), pages 25-34.
  46. Lovo, Stefno & Bisière, Christophe & Décamps, Jean-Paul, 2009. "Risk attitude, beliefs updating and the information content of trades: an experiment," Les Cahiers de Recherche 917, HEC Paris.
  47. Arina Nikandrova, 2014. "Informational and Allocative Efficiency in Financial Markets with Costly Information," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics 1403, Birkbeck, Department of Economics, Mathematics & Statistics.
  48. Amil Dasgupta, 2000. "Social Learning with Payoff Complementarities," Econometric Society World Congress 2000 Contributed Papers 0322, Econometric Society.
  49. Robert S. Chirinko & Christopher Curran, 2013. "Greenspan Shrugs: Central Bank Communication, Formal Pronouncements and Bond Market Volatility," CESifo Working Paper Series 4236, CESifo Group Munich.
  50. Danielsson, Jon & Taylor, Ashley & Zigrand, Jean-Pierre, 2005. "Highwaymen or heroes: Should hedge funds be regulated?: A survey," Journal of Financial Stability, Elsevier, Elsevier, vol. 1(4), pages 522-543, October.
  51. Bogdan Dima & Laura Raisa Milos, 2009. "Testing The Efficiency Market Hypothesis For The Romanian Stock Market," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 1(11), pages 41.
  52. Lucy F. Ackert & Bryan K. Church & Narayanan Jayaraman, 2002. "Circuit breakers with uncertainty about the presence of informed agents: I know what you know . . . I think," Working Paper, Federal Reserve Bank of Atlanta 2002-25, Federal Reserve Bank of Atlanta.
  53. Bikhchandani, Sushil & Hirshleifer, David & Welch, Ivo, 2005. "Information Cascades and Observational Learning," Working Paper Series 2005-22, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  54. Annamaria Fiore & Andrea Morone, 2005. "Is playing alone in the darkness sufficient to prevent informational cascades?," Papers on Strategic Interaction, Max Planck Institute of Economics, Strategic Interaction Group 2005-09, Max Planck Institute of Economics, Strategic Interaction Group.
  55. Bogaçhan Çelen & Shachar Kariv, 2004. "Distinguishing Informational Cascades from Herd Behavior in the Laboratory," American Economic Review, American Economic Association, American Economic Association, vol. 94(3), pages 484-498, June.
  56. Boortz, Christopher K. & Jurkatis, Simon & Kremer, Stephanie & Nautz, Dieter, 2013. "The impact of information risk and market stress on institutional trading: New evidence through the lens of a simulated herd model," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79728, Verein für Socialpolitik / German Economic Association.
  57. Paul Heidhues & Nicolas Melissas, 2010. "Technology Adoption, Socila Learning, and Economic Policy," Working Papers, Centro de Investigacion Economica, ITAM 1002, Centro de Investigacion Economica, ITAM.
  58. Christopher Boortz & Simon Jurkatis & Stephanie Kremer & Dieter Nautz, 2013. "Institutional Herding in Financial Markets: New Evidence through the Lens of a Simulated Model," Discussion Papers of DIW Berlin 1336, DIW Berlin, German Institute for Economic Research.
  59. Andreas Park, 2008. "Bid-Ask Spreads and Volume:The Role of Trade Timing," Working Papers tecipa-309, University of Toronto, Department of Economics.
  60. Asen Ivanov & Dan Levin & James Peck, 2010. "Behavioral Biases, Informational Externalities, and Efficiency in Endogenous-Timing Herding Games: an Experimental Study," Working Papers 1004, VCU School of Business, Department of Economics.
  61. Gale, Douglas, 1996. "What have we learned from social learning?," European Economic Review, Elsevier, vol. 40(3-5), pages 617-628, April.
  62. Christopher Boortz & Simon Jurkatis & Stephanie Kremer & Dieter Nautz, 2013. "Herding in financial markets: Bridging the gap between theory and evidence," SFB 649 Discussion Papers SFB649DP2013-036, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  63. Arnswald, Torsten, 2001. "Investment Behaviour of German Equity Fund Managers," Discussion Paper Series 1: Economic Studies 2001,08, Deutsche Bundesbank, Research Centre.
  64. Decamps, Jean-Paul & Lovo, Stefano, 2006. "Informational cascades with endogenous prices: The role of risk aversion," Journal of Mathematical Economics, Elsevier, vol. 42(1), pages 109-120, February.
  65. Raaj Sah, 2006. "Corruption Across Countries and Regions: Some Consequences of Local Osmosis," Working Papers 0609, Harris School of Public Policy Studies, University of Chicago.
  66. J. Ford & D. Kelsey & W. Pang, 2013. "Information and ambiguity: herd and contrarian behaviour in financial markets," Theory and Decision, Springer, Springer, vol. 75(1), pages 1-15, July.
  67. Markus Noeth & Martin Weber, 2000. "Information Aggregation with Random Ordering: Cascades and Overconfidence," Econometric Society World Congress 2000 Contributed Papers 1592, Econometric Society.
  68. Fang Cai & Song Han & Dan Li, 2012. "Institutional herding in the corporate bond market," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 1071, Board of Governors of the Federal Reserve System (U.S.).
  69. Lin, William & Tsai, Shih-Chuan & Sun, David, 2009. "What Causes Herding:Information Cascade or Search Cost ?," MPRA Paper 20217, University Library of Munich, Germany, revised 23 Jan 2010.
  70. Demirer, Riza & Kutan, Ali M. & Chen, Chun-Da, 2010. "Do investors herd in emerging stock markets?: Evidence from the Taiwanese market," Journal of Economic Behavior & Organization, Elsevier, vol. 76(2), pages 283-295, November.
  71. Diks, Cees & van der Weide, Roy, 2005. "Herding, a-synchronous updating and heterogeneity in memory in a CBS," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 29(4), pages 741-763, April.
  72. Beatriz Fernández & Teresa Garcia-Merino & Rosa Mayoral & Valle Santos & Eleuterio Vallelado, 2011. "Herding, information uncertainty and investors' cognitive profile," Qualitative Research in Financial Markets, Emerald Group Publishing, Emerald Group Publishing, vol. 3(1), pages 7-33, April.
  73. Koessler, Frédéric & Noussair, Charles & Ziegelmeyer, Anthony, 2012. "Information aggregation and belief elicitation in experimental parimutuel betting markets," Journal of Economic Behavior & Organization, Elsevier, vol. 83(2), pages 195-208.
  74. Altı, Aydoğan & Kaniel, Ron & Yoeli, Uzi, 2012. "Why do institutional investors chase return trends?," Journal of Financial Intermediation, Elsevier, Elsevier, vol. 21(4), pages 694-721.
  75. David Hirshleifer & Siew Hong Teoh, 2003. "Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis," European Financial Management, European Financial Management Association, European Financial Management Association, vol. 9(1), pages 25-66.
  76. Pastine, Ivan & Pastine, Tuvana, 2005. "Signal Accuracy and Informational Cascades," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5219, C.E.P.R. Discussion Papers.
  77. Grebe, Tim & Schmid, Julia & Stiehler, Andreas, 2006. "Do individuals recognize cascade behavior of others? An Experimental Study," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 180, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  78. Lin, William & Sun, David & Tsai, Shih-Chuan, 2010. "Searching out of Trading Noise: A Study of Intraday Transactions Cost," MPRA Paper 28937, University Library of Munich, Germany, revised 14 Jan 2011.
  79. Markus Noth & Martin Weber, 2003. "Information Aggregation with Random Ordering: Cascades and Overconfidence," Economic Journal, Royal Economic Society, Royal Economic Society, vol. 113(484), pages 166-189, January.
  80. Bischi, Gian-Italo & Gallegati, Mauro & Gardini, Laura & Leombruni, Roberto & Palestrini, Antonio, 2006. "Herd Behavior And Nonfundamental Asset Price Fluctuations In Financial Markets," Macroeconomic Dynamics, Cambridge University Press, Cambridge University Press, vol. 10(04), pages 502-528, September.
  81. Jonathan E. Alevy & Michael S. Haigh & John List, 2006. "Information Cascades: Evidence from An Experiment with Financial Market Professionals," NBER Working Papers 12767, National Bureau of Economic Research, Inc.
  82. Marco Cipriani & Antonio Guarino, 2009. "Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals," Journal of the European Economic Association, MIT Press, MIT Press, vol. 7(1), pages 206-233, 03.
  83. Вороновицкий Ðœ.Ðœ., 2014. "Агент - Ориентированная Модель Замкнутого Однотоварного Рынка," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 50(2), pages 73-87, апреÐ.
  84. Kremer, Stephanie & Nautz, Dieter, 2013. "Causes and consequences of short-term institutional herding," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1676-1686.
  85. Marco Arnone, 2004. "Teoria dei Processi Imitativi e Applicazioni Economiche," International Finance, EconWPA 0404012, EconWPA.
  86. Hwang, Soosung & Salmon, Mark, 2004. "Market stress and herding," Journal of Empirical Finance, Elsevier, Elsevier, vol. 11(4), pages 585-616, September.
  87. Christophe Chamley, 2005. "Complementarities in Information Acquisition with Short-Term Trades," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics WP2005-027, Boston University - Department of Economics.
  88. Frédéric Koessler & Charles Noussair & Anthony Ziegelmeyer, 2007. "Information Aggregation and Beliefs in Experimental Parimutuel Betting Markets," Papers on Strategic Interaction, Max Planck Institute of Economics, Strategic Interaction Group 2005-12, Max Planck Institute of Economics, Strategic Interaction Group.
  89. V. V. Chari & Patrick J. Kehoe, 2002. "On the robustness of herds," Working Papers, Federal Reserve Bank of Minneapolis 622, Federal Reserve Bank of Minneapolis.
  90. Moatemri Ouarda & Abdelfatteh El Bouri & Olivero Bernard, 2013. "Herding Behavior under Markets Condition: Empirical Evidence on the European Financial Markets," International Journal of Economics and Financial Issues, Econjournals, vol. 3(1), pages 214-228.
  91. Erik Eyster & Matthew Rabin, 2010. "Na�ve Herding in Rich-Information Settings," American Economic Journal: Microeconomics, American Economic Association, American Economic Association, vol. 2(4), pages 221-43, November.
  92. Hong G. Min & McDonald, Judith A., 1999. "Does a thin foreign exchange market lead to destabilizing capital-market speculation in the Asian Crisis countries?," Policy Research Working Paper Series 2056, The World Bank.
  93. Lin, William & Sun, David & Tsai, Shih-Chuan, 2010. "Does trading remove or bring frictions?," MPRA Paper 37285, University Library of Munich, Germany, revised Jan 2011.
  94. Jason Shachat & Anand Srinivasan, 2013. "Informational Price Cascades and Non-aggregation of Asymmetric Information in Experimental Asset Markets," Papers 2013-10-14, Working Paper.
  95. Stefan Avdjiev & Patrick McGuire, 2012. "The Social Value of Policy Signals," BIS Working Papers 386, Bank for International Settlements.
  96. Olivier Loisel & Aude Pommeret & Franck Portier, 2012. "Monetary Policy and Herd Behavior : Leaning Against Bubbles," Working Papers, Centre de Recherche en Economie et Statistique 2012-25, Centre de Recherche en Economie et Statistique.
  97. Jos� Luís Oreiro, 2006. "Capital mobility, real exchange rate appreciation, and asset price bubbles in emerging economies: a Post Keynesian macroeconomic model for a small open economy," Journal of Post Keynesian Economics, M.E. Sharpe, Inc., vol. 28(2), pages 317-344, January.
  98. Demirer, RIza & Kutan, Ali M., 2006. "Does herding behavior exist in Chinese stock markets?," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 16(2), pages 123-142, April.
  99. Raj Aggarwal, 2004. "Persistent Puzzles in International Finance and Economics," The Economic and Social Review, Economic and Social Studies, Economic and Social Studies, vol. 35(3), pages 241-250.
  100. Huanxing Yang, 2010. "Information aggregation and investment cycles with strategic complementarity," Economic Theory, Springer, Springer, vol. 43(2), pages 281-311, May.
  101. Andreas Park & Hamid Sabourian, 2006. "Herd Behavior in Efficient Financial Markets," Working Papers tecipa-249, University of Toronto, Department of Economics.
  102. Marco Cipriani & Antonio Guarino, 2005. "Herd Behavior in a Laboratory Financial Market," Experimental, EconWPA 0502002, EconWPA.
  103. Marco Cipriani & Riccardo Costantini & Antonio Guarino, 2012. "A Bayesian approach to experimental analysis: trading in a laboratory financial market," Review of Economic Design, Springer, Springer, vol. 16(2), pages 175-191, September.
  104. Marco Cipriani & Antonio Guarino, 2008. "Herd Behavior in Financial Markets," IMF Working Papers 08/141, International Monetary Fund.
  105. Noam Yuchtman & Florian Ederer & Bruno Ferman & Leonardo Bursztyn, 2013. "Understanding Peer Effects in Financial Decisions: Evidence from a Field Experiment," 2013 Meeting Papers, Society for Economic Dynamics 222, Society for Economic Dynamics.
  106. José Luís da Costa Oreiro, 2001. "Capital Mobility, Real Exchange Rate Appreciation And Asset Price Bubbles in Emerging Economies," Anais do XXIX Encontro Nacional de Economia [Proceedings of the 29th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Gr 040, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  107. Subir Bose & Gerhard Orosel & Marco Ottaviani & Lise Vesterlund, 2008. "Monopoly pricing in the binary herding model," Economic Theory, Springer, Springer, vol. 37(2), pages 203-241, November.
  108. Natividad Blasco & Pilar Corredor & Sandra Ferreruela, 2009. "Detecting intentional herding: what lies beneath intraday data in the spanish stock market," Documentos de Trabajo, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza dt2009-01, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza.
  109. Claudio Borio & Craig Furfine & Philip Lowe, 2001. "Procyclicality of the financial system and financial stability: issues and policy options," BIS Papers chapters, in: Bank for International Settlements (ed.), Marrying the macro- and micro-prudential dimensions of financial stability, volume 1, pages 1-57 Bank for International Settlements.
  110. Hott, Christian, 2009. "Herding behavior in asset markets," Journal of Financial Stability, Elsevier, Elsevier, vol. 5(1), pages 35-56, January.
  111. Kirman, Alan & Teyssiere, Gilles, 2005. "Testing for bubbles and change-points," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 29(4), pages 765-799, April.
  112. Décamps, Jean-Paul & Lovo, Stefano, 2003. "Market Informational Inefficiency, Risk Aversion and Quantity Grid," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse 177, Institut d'Économie Industrielle (IDEI), Toulouse.
  113. Morone, Andrea & Sandri, Serena & Fiore, Annamaria, 2009. "On the absorbability of informational cascades in the laboratory," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, Elsevier, vol. 38(5), pages 728-738, October.
  114. Yuko Hashimoto & Konstantin Wacker, 2012. "The Role of Risk and Information for International Capital Flows," IMF Working Papers 12/242, International Monetary Fund.
  115. Manahov, Viktor & Hudson, Robert, 2013. "Herd behaviour experimental testing in laboratory artificial stock market settings. Behavioural foundations of stylised facts of financial returns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(19), pages 4351-4372.
  116. Christian Pierdzioch & Georg Stadtmann, 2010. "Herdenverhalten von Wechselkursprognostikern?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 230(4), pages 436-453, August.
  117. Park, A. & Sgroi, D., 2009. "Herding, Contrarianism and Delay in Financial Market Trading," Cambridge Working Papers in Economics 0941, Faculty of Economics, University of Cambridge.
  118. Aggarwal, Raj & Lucey, Brian M., 2007. "Psychological barriers in gold prices?," Review of Financial Economics, Elsevier, Elsevier, vol. 16(2), pages 217-230.
  119. Brahmbhatt, Milan & Dutta, Arindam, 2008. "On SARS type economic effects during infectious disease outbreaks," Policy Research Working Paper Series 4466, The World Bank.
  120. Earl A. Thompson & Charles R. Hickson, 2006. "Predicting bubbles," Global Business and Economics Review, Inderscience Enterprises Ltd, Inderscience Enterprises Ltd, vol. 8(3/4), pages 217-246.
  121. Demirer, Rıza & Kutan, Ali M. & Zhang, Huacheng, 2014. "Do ADR investors herd?: Evidence from advanced and emerging markets," International Review of Economics & Finance, Elsevier, Elsevier, vol. 30(C), pages 138-148.
  122. Malik, Saif Ullah & Elahi, Muhammad Ather, 2014. "Analysis of Herd Behavior Using Quantile Regression: Evidence from Karachi Stock Exchange (KSE)," MPRA Paper 55322, University Library of Munich, Germany.
  123. Beaudry, Paul & Gonzalez, Francisco M., 2003. "An equilibrium analysis of information aggregation and fluctuations in markets with discrete decisions," Journal of Economic Theory, Elsevier, vol. 113(1), pages 76-103, November.
  124. Jeon, Jin Q & Moffett, Clay M., 2010. "Herding by foreign investors and emerging market equity returns: Evidence from Korea," International Review of Economics & Finance, Elsevier, Elsevier, vol. 19(4), pages 698-710, October.
  125. Christophe Chamley, 2005. "Complementarities in Information Acquisition with Short-Term Trades," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-156, Boston University - Department of Economics.
  126. Amil Dasgupta & Andrea Prat & Michela Verardo, 2005. "The Price of Conformism," Levine's Bibliography 784828000000000357, UCLA Department of Economics.
  127. Alan Kirman, 2006. "Heterogeneity in Economics," Journal of Economic Interaction and Coordination, Springer, vol. 1(1), pages 89-117, May.
  128. Testa, Alessia, 2012. "Path-Dependent Behavior with Asymmetric Information about Traders' Types," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 388, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  129. Jon Danielsson & Ashley Taylor & Jean-Pierre Zigrand, 2004. "Highwaymen or heroes: should hedge funds be regulated?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library 24782, London School of Economics and Political Science, LSE Library.
  130. Makoto Nirei & Theodoros Stamatiou & Vladyslav Sushko, 2012. "Stochastic Herding in Financial Markets Evidence from Institutional Investor Equity Portfolios," BIS Working Papers 371, Bank for International Settlements.
  131. Amil Dasgupta & Andrea Prat, 2005. "Reputation and Asset Prices: A Theory of Information Cascades and Systematic Mispricing," Levine's Bibliography 784828000000000368, UCLA Department of Economics.
  132. Lora R. Todorova & Bodo Vogt, 2012. "Herding in a Laboratory Asset Market with a Rich Action Set," FEMM Working Papers 120022, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
  133. Klein, Arne C., 2013. "Time-variations in herding behavior: Evidence from a Markov switching SUR model," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 26(C), pages 291-304.
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