IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login

Citations for "Herd Behavior in a Laboratory Financial Market"

by Marco Cipriani & Antonio Guarino

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window

  1. Philip Pilkington, 2013. "A Stock-flow Approach to a General Theory of Pricing," Economics Working Paper Archive wp_781, Levy Economics Institute.
  2. Noussair, C.N. & Tucker, S., 2013. "Experimental Research On Asset Pricing," Discussion Paper 2013-020, Tilburg University, Center for Economic Research.
  3. 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.
  4. Feri, Francesco & Meléndez-Jiménez, Miguel A. & Ponti, Giovanni & Vega-Redondo, Fernando, 2011. "Error cascades in observational learning: An experiment on the Chinos game," Games and Economic Behavior, Elsevier, vol. 73(1), pages 136-146, September.
  5. Mathias Drehmann & Joerg Oechssler & Andreas Roider, 2002. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Finance 0210005, EconWPA.
  6. Marco Cipriani & Antonio Guarino, 2005. "Herd Behavior in a Laboratory Financial Market," American Economic Review, American Economic Association, vol. 95(5), pages 1427-1443, December.
  7. LOVO, Stefano & DECAMPS, Jean-Paul, 2003. "Market informational inefficiency, risk aversion and quantity grid," Les Cahiers de Recherche 770, HEC Paris.
  8. Marco Cipriani & Antonio Guarino, 2009. "Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals," Journal of the European Economic Association, MIT Press, vol. 7(1), pages 206-233, 03.
  9. Maria Grazia Romano, 2004. "Learning, Cascades and Transaction Costs," CSEF Working Papers 123, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 01 Feb 2006.
  10. Andreas Roider & Andrea Voskort, 2015. "Reputational Herding in Financial Markets: A Laboratory Experiment," CESifo Working Paper Series 5162, CESifo Group Munich.
  11. Antonio Guarino & Marco Cipriani, 2010. "Estimating a Structural Model of Herd Behavior in Financial Markets," IMF Working Papers 10/288, International Monetary Fund.
  12. Goeree, Jacob & Palfrey, Thomas & Rogers, Brian & McKelvey, Richard, 2004. "Self-correcting Information Cascades," Working Papers 1197, California Institute of Technology, Division of the Humanities and Social Sciences.
  13. Andreas Park & Daniel Sgroi, 2008. "When Herding and Contrarianism Foster Market Efficiency: A Financial Trading Experiment," Working Papers tecipa-316, University of Toronto, Department of Economics.
  14. Park, Andreas & Sgroi, Daniel, 2008. "Herding and Contrarianism in a Financial Trading Experiment with Endogenous Timing," The Warwick Economics Research Paper Series (TWERPS) 868, University of Warwick, Department of Economics.
  15. Asen Ivanov & Dan Levin & James Peck, 2009. "Hindsight, Foresight, and Insight: An Experimental Study of a Small-Market Investment Game with Common and Private Values," American Economic Review, American Economic Association, vol. 99(4), pages 1484-1507, September.
  16. 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, vol. 230(4), pages 436-453, August.
  17. 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.
  18. Tim Grebe & Julia Schmid & Andreas Stiehler, 2006. "Do Individuals Recognize Cascade Behavior of Others? - An Experimental Study -," SFB 649 Discussion Papers SFB649DP2006-079, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  19. Tambakis, D.N., 2008. "Feedback Trading and Intermittent Market Turbulence," Cambridge Working Papers in Economics 0847, Faculty of Economics, University of Cambridge.
  20. Bhaduri, Saumitra N. & Mahapatra, Siddharth D., 2013. "Applying an alternative test of herding behavior: A case study of the Indian stock market," Journal of Asian Economics, Elsevier, vol. 25(C), pages 43-52.
  21. Frédéric Koessler & Charles Noussair & Anthony Ziegelmeyer, 2012. "Information Aggregation and Beliefs in Experimental Parimutuel Betting Markets," PSE - Labex "OSE-Ouvrir la Science Economique" halshs-00754582, HAL.
  22. Angrisani Marco & Guarino Antonio & Huck Steffen & Larson Nathan C, 2011. "No-Trade in the Laboratory," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 11(1), pages 1-58, April.
  23. Georg Weizsacker, 2010. "Do We Follow Others When We Should? A Simple Test of Rational Expectations," American Economic Review, American Economic Association, vol. 100(5), pages 2340-60, December.
  24. Pierdzioch, Christian & Schäfer, Dirk & Stadtmann, Georg, 2010. "Fly with the eagles or scratch with the chickens? Zum Herdenverhalten von Wechselkursprognostikern," Discussion Papers 287, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
  25. Anthony Ziegelmeyer & Christoph March & Sebastian Kr?gel, 2013. "Do We Follow Others When We Should? A Simple Test of Rational Expectations: Comment," American Economic Review, American Economic Association, vol. 103(6), pages 2633-42, October.
  26. Müller, Christian, 2015. "Radical uncertainty: Sources, manifestations and implications," Economics Discussion Papers 2015-41, Kiel Institute for the World Economy (IfW).
  27. Efraim Berkovich, 2011. "Search and herding effects in peer-to-peer lending: evidence from prosper.com," Annals of Finance, Springer, vol. 7(3), pages 389-405, August.
  28. David Hirshleifer & Siew Hong Teoh, 2003. "Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis," European Financial Management, European Financial Management Association, vol. 9(1), pages 25-66.
  29. Andrea Morone & Giovanni Ferri, 2008. "The Effect of Rating Agencies on Herd Behaviour," SERIES 0022, Dipartimento di Scienze economiche e metodi matematici - Università di Bari, revised Nov 2008.
  30. 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.
  31. Park, Andreas & Sgroi, Daniel, 2012. "Herding, contrarianism and delay in financial market trading," European Economic Review, Elsevier, vol. 56(6), pages 1020-1037.
  32. Mathias Drehmann & Jörg Oechssler & Andreas Roider, 2005. "Herding with and without Payoff Externalities - An Internet Experiment," Working Papers 0420, University of Heidelberg, Department of Economics, revised Apr 2005.
  33. Hirshleifer, David & Teoh, Siew Hong, 2008. "Thought and Behavior Contagion in Capital Markets," MPRA Paper 9142, University Library of Munich, Germany.
  34. Gregory DeCoster & William Strange, 2012. "Developers, Herding, and Overbuilding," The Journal of Real Estate Finance and Economics, Springer, vol. 44(1), pages 7-35, January.
  35. Christoph Brunner & Jacob K. Goeree, 2009. "Wise crowds or wise minorities?," IEW - Working Papers 439, Institute for Empirical Research in Economics - University of Zurich.
  36. Bisière, Christophe & Décamps, Jean-Paul & Lovo, Stefano, 2009. "Risk Attitude, Beliefs Updating and the Information Content of Trades: An Experiment," TSE Working Papers 09-036, Toulouse School of Economics (TSE), revised May 2012.
  37. 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.
  38. 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, vol. 7(2), June.
  39. 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.
  40. Meub, Lukas & Proeger, Till & Hüning, Hendrik, 2013. "A comparison of endogenous and exogenous timing in a social learning experiment," Center for European, Governance and Economic Development Research Discussion Papers 167, University of Goettingen, Department of Economics.
  41. 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.
  42. Frederic Koessler & Ch. Noussair & A. Ziegelmeyer, 2005. "Individual Behavior and Beliefs in Experimental Parimutuel Betting Markets," THEMA Working Papers 2005-08, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  43. Andreas Park & Hamid Sabourian, 2006. "Herd Behavior in Efficient Financial Markets," Working Papers tecipa-249, University of Toronto, Department of Economics.
  44. Proto, Eugenio & Sgroi, Daniel, 2015. "Biased Beliefs and Imperfect Information," IZA Discussion Papers 8858, Institute for the Study of Labor (IZA).
  45. 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.
  46. Morone, Andrea & Fiore, Annamaria & Sandri, Serena, 2008. "On The Absorbability Of Herd Behaviour And Informational Cascades: An Experimental Analysis," MPRA Paper 6884, University Library of Munich, Germany.
  47. Pop, Raluca Elena, 2012. "Herd behavior towards the market index: evidence from Romanian stock exchange," MPRA Paper 51595, University Library of Munich, Germany.
  48. 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.
  49. Etzioni, Amitai, 2010. "Behavioral economics: A methodological note," Journal of Economic Psychology, Elsevier, vol. 31(1), pages 51-54, February.
  50. Christian, Mueller-Kademann, 2009. "Puzzle solver," MPRA Paper 19852, University Library of Munich, Germany.
  51. Marco Cipriani & Antonio Guarino, 2006. "Transaction Costs and Informational Cascades in Financial Markets: Theory and Experimental Evidence," WEF Working Papers 0008, ESRC World Economy and Finance Research Programme, Birkbeck, University of London.
  52. 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.
  53. 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.
  54. 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, vol. 1(11), pages 41.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.