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Citations for " Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation"

by Froot, Kenneth A & Scharftstein, David S & Stein, Jeremy C

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  1. John Y. Campbell & Kenneth A. Froot, 1993. "International Experiences with Securities Transaction Taxes," NBER Working Papers 4587, National Bureau of Economic Research, Inc.
  2. Ingmar Nyman, 2004. "Stock Market Speculation and Managerial Myopia," Economics Working Paper Archive at Hunter College 402, Hunter College Department of Economics, revised 2004.
  3. Boortz, Christopher & Jurkatis, Simon & Kremer, Stephanie & Nautz, Dieter, 2014. "Institutional herding in financial markets: New evidence through the lens of a simulated model," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100455, Verein für Socialpolitik / German Economic Association.
  4. Edward L. Glaeser & Charles G. Nathanson, 2014. "Housing Bubbles," NBER Working Papers 20426, National Bureau of Economic Research, Inc.
  5. Albagli, Elias, 2015. "Investment horizons and asset prices under asymmetric information," Journal of Economic Theory, Elsevier, vol. 158(PB), pages 787-837.
  6. Wing-Keung Wong & Jun Du & Terence Tai-Leung Chong, 2005. "Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan," SCAPE Policy Research Working Paper Series 0512, National University of Singapore, Department of Economics, SCAPE.
  7. Casamatta, Catherine & Pouget, Sébastien, 2009. "Fund Managers' Contracts and Financial Markets' Short-Termism," IDEI Working Papers 553, Institut d'Économie Industrielle (IDEI), Toulouse, revised Feb 2011.
  8. Franklin Allen & Stephen Morris & Hyun Song Shin, 2003. "Beauty Contests, Bubbles and Iterated Expectations in Asset Markets," Cowles Foundation Discussion Papers 1406, Cowles Foundation for Research in Economics, Yale University.
  9. Michael McAleer & Kim Radalj, 2013. "Herding, Information Cascades and Volatility Spillovers in Futures Markets," KIER Working Papers 873, Kyoto University, Institute of Economic Research.
  10. Cespa, Giovanni & Vives, Xavier, 2011. "Expectations, Liquidity, and Short-term Trading," CEPR Discussion Papers 8303, C.E.P.R. Discussion Papers.
  11. Franck, Alexander & Walter, Andreas, 2012. "Portfolio Complexity and Herd Behavior: Evidence from the German Mutual Fund Market," Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62015, Verein für Socialpolitik / German Economic Association.
  12. Elías Albagli, 2013. "Investment Horizons and Asset Prices under Asymmetric Information," Working Papers Central Bank of Chile 709, Central Bank of Chile.
  13. Choi, Nicole & Skiba, Hilla, 2015. "Institutional herding in international markets," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 246-259.
  14. Orlowski, Lucjan T, 2008. "Stages of the 2007/2008 Global Financial Crisis: Is There a Wandering Asset-Price Bubble?," MPRA Paper 12696, University Library of Munich, Germany.
  15. Wing-Keung Wong & Boon-Kiat Chew & Douglas Sikorski, 2002. "Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets?," Departmental Working Papers wp0201, National University of Singapore, Department of Economics.
  16. Raddatz, Claudio & Schmukler, Sergio L., 2011. "Deconstructing herding : evidence from pension fund investment behavior," Policy Research Working Paper Series 5700, The World Bank.
  17. David Miles, 1992. "Testing for short-termism in the UK stock market," Bank of England working papers 4, Bank of England.
  18. 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, vol. 29(4), pages 741-763, April.
  19. Hirota, Shinichi & Sunder, Shyam, 2007. "Price bubbles sans dividend anchors: Evidence from laboratory stock markets," Journal of Economic Dynamics and Control, Elsevier, vol. 31(6), pages 1875-1909, June.
  20. Demirer, Rıza & Kutan, Ali M. & Zhang, Huacheng, 2014. "Do ADR investors herd?: Evidence from advanced and emerging markets," International Review of Economics & Finance, Elsevier, vol. 30(C), pages 138-148.
  21. Pierdzioch, Christian & Stadtmann, Georg, 1999. "Komplexe Aktien- und Wechselkursdynamik in einem makroökonomischen Modell mit heterogener Erwartungsbildung," Kiel Working Papers 911, Kiel Institute for the World Economy (IfW).
  22. Chang, Eric C. & Dong, Sen, 2006. "Idiosyncratic volatility, fundamentals, and institutional herding: Evidence from the Japanese stock market," Pacific-Basin Finance Journal, Elsevier, vol. 14(2), pages 135-154, April.
  23. Beckmann, Daniela & Menkhoff, Lukas & Suto, Megumi, 2008. "Does culture influence asset managers' views and behavior?," Journal of Economic Behavior & Organization, Elsevier, vol. 67(3-4), pages 624-643, September.
  24. FOUCAULT, Thierry & DUGAST, Jérôme, 2014. "False News, Informational Efficiency, and Price Reversals," Les Cahiers de Recherche 1036, HEC Paris.
  25. Chong, Terence Tai-Leung & Liu, Xiaojin & Zhu, Chenqi, 2016. "What Explains Herd Behavior in the Chinese Stock Market?," MPRA Paper 72100, University Library of Munich, Germany.
  26. Cella, Cristina & Ellul, Andrew & Giannetti, Mariassunta, 2010. "Investors' horizons and the Amplification of Market Shocks," CEPR Discussion Papers 8083, C.E.P.R. Discussion Papers.
  27. Pierdzioch, Christian & Rülke, Jan-Christoph, 2012. "Forecasting stock prices: Do forecasters herd?," Economics Letters, Elsevier, vol. 116(3), pages 326-329.
  28. Lucjan T. Orlowski, 2008. "Stages of the Ongoing Global Financial Crisis: Is There a Wandering Asset Bubble?," IWH Discussion Papers 11, Halle Institute for Economic Research.
  29. Laura Veldkamp, 2004. "Media Frenzies in Markets for Financial Information," Econometric Society 2004 North American Winter Meetings 4, Econometric Society.
  30. Ajit Singh, 1996. "Pension Reform, The Stock Market, Capital Formation and Economic Growth: A Critical Commentary on the World Bank's Proposals," SCEPA working paper series. SCEPA's main areas of research are macroeconomic policy, inequality and poverty, and globalization. 1996-03, Schwartz Center for Economic Policy Analysis (SCEPA), The New School.
  31. Orlowski, Lucjan T., 2012. "Financial crisis and extreme market risks: Evidence from Europe," Review of Financial Economics, Elsevier, vol. 21(3), pages 120-130.
  32. Giovanni Cespa & Xavier Vives, 2011. "Higher Order Expectations, Illiquidity, and Short-term Trading," CSEF Working Papers 276, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  33. Ioannis S. Salamouris & Yaz Gulnur Muradoglu, 2010. "Estimating analyst's forecast accuracy using behavioural measures (Herding) in the United Kingdom," Managerial Finance, Emerald Group Publishing, vol. 36(3), pages 234-256, February.
  34. Anufriev Mikhail & Bottazzi Giulio, 2012. "Asset Pricing with Heterogeneous Investment Horizons," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(4), pages 1-38, October.
  35. James Cordeiro & Manish Tewari, 2015. "Firm Characteristics, Industry Context, and Investor Reactions to Environmental CSR: A Stakeholder Theory Approach," Journal of Business Ethics, Springer, vol. 130(4), pages 833-849, September.
  36. Rüffer, Rasmus, 1999. "Implicit government guarantees and bank herding behavior," Discussion Paper Series 1: Economic Studies 1999,06, Deutsche Bundesbank, Research Centre.
  37. 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.
  38. Acharya, Sushant & Pedraza, Alvaro, 2015. "Asset price effects of peer benchmarking: evidence from a natural experiment," Staff Reports 727, Federal Reserve Bank of New York.
  39. Hao Fang & Yang-Cheng Lu & Hwey-Yun Yau, 2014. "The Effects of Stock Characteristics on the Direction and Extent of Herding by Foreign Institutional Investors in the Taiwan Stock Exchange," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 50(2S), pages 60-74, March.
  40. Alexis Dantec & Florence Levy, 2005. "Stars et box office : un état des approches théoriques et empiriques," Documents de Travail de l'OFCE 2005-13, Observatoire Francais des Conjonctures Economiques (OFCE).
  41. Palomino, F.A. & Prat, A., 1998. "Dynamic incentives in the money management tournament," Discussion Paper 1998-107, Tilburg University, Center for Economic Research.
  42. Livio Stracca, 2006. "Delegated Portfolio Management: A Survey Of The Theoretical Literature," Journal of Economic Surveys, Wiley Blackwell, vol. 20(5), pages 823-848, December.
  43. Gupta-Mukherjee, Swasti, 2013. "When active fund managers deviate from their peers: Implications for fund performance," Journal of Banking & Finance, Elsevier, vol. 37(4), pages 1286-1305.
  44. Laura Veldkamp & Christian Hellwig, 2006. "Knowing What Others Know: Coordination Motives in Information Acquisition," Working Papers 06-14, New York University, Leonard N. Stern School of Business, Department of Economics.
  45. Carlos F. Alves & João Vaz Nunes & Ana Paula Serra, 2014. "Analysis of European Equity Funds Preferences for Stock Characteristics," FEP Working Papers 533, Universidade do Porto, Faculdade de Economia do Porto.
  46. Singh, Ajit, 1996. "The stockmarket, the financing of corporate growth and Indian industrial development," MPRA Paper 54930, University Library of Munich, Germany.
  47. Calcagno, Riccardo & Heider, Florian, 2007. "Market based compensation, price informativeness and short-term trading," Working Paper Series 0735, European Central Bank.
  48. Thomas, Ashok & Spataro, Luca & Mathew, Nanditha, 2014. "Pension funds and stock market volatility: An empirical analysis of OECD countries," Journal of Financial Stability, Elsevier, vol. 11(C), pages 92-103.
  49. 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.
  50. L. Menkhoff & M. Schlumberger, 1995. "Persistent profitability of technical analysis on foreign exchange markets?," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 48(193), pages 189-215.
  51. Niu, Zilong, 2013. "Relative Performance Concerns, Attention Allocation and Complementarities in Information Acquisition," MPRA Paper 51194, University Library of Munich, Germany, revised 02 Nov 2013.
  52. Pauline M. Shum & James E. Pesando, 1996. "Share Price Response to New Information with Short Horizon Investors the Case of Hong Kong," Working Papers 1997_02, York University, Department of Economics.
  53. Clarida, Richard & Taylor, Mark P, 1993. "The Term Structure of Forward Exchange Premia and the Forecastability of Spot Exchange Rates: Correcting the Errors," CEPR Discussion Papers 773, C.E.P.R. Discussion Papers.
  54. Bizer, Kilian & Meub, Lukas & Proeger, Till & Spiwoks, Markus, 2014. "Strategic coordination in forecasting: An experimental study," Center for European, Governance and Economic Development Research Discussion Papers 195, University of Goettingen, Department of Economics.
  55. Ryuichi Nakagawa & Hirofumi Uchida, 2004. "Herd Behavior In The Japanese Loan Market: Evidence From Bank Panel Data," Econometric Society 2004 Far Eastern Meetings 737, Econometric Society.
  56. Golec, Joseph, 1997. "Herding on Noise: The Case of Johnson Redbook's Weekly Retail Sales Data," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 32(03), pages 367-381, September.
  57. Claudio Borio, 2011. "Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward," Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 87-117, December.
  58. Kristin J. Forbes, 2008. "Why do foreigners invest in the United States?," Working Paper Series 2008-27, Federal Reserve Bank of San Francisco.
  59. Kalok Chan & Vicentiu Covrig & Lilian Ng, 2005. "What Determines the Domestic Bias and Foreign Bias? Evidence from Mutual Fund Equity Allocations Worldwide," Journal of Finance, American Finance Association, vol. 60(3), pages 1495-1534, 06.
  60. Ariane Szafarz, 2012. "Financial crises in efficient markets: How fundamentalists fuel volatility," ULB Institutional Repository 2013/149191, ULB -- Universite Libre de Bruxelles.
  61. Itay Goldstein & Alexander Guembel & James Dow, 2008. "Incentives for Information Production in Markets where Prices Affect Real Investment," 2008 Meeting Papers 270, Society for Economic Dynamics.
  62. Gwilym, Owain Ap & Wang, Qvigwei & Hasan, Iftekhar & Xie, Ru, 2016. "In search of concepts : The effects of speculative demand on returns and volume," Research Discussion Papers 10/2013, Bank of Finland.
  63. Yu Zhang & Xiaosong Zheng, 2016. "A Study of Herd Behavior Based on the Chinese Stock Market," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, vol. 5(2), pages 131-135, May.
  64. Juan Sebastián Vélez Velásquez, 2006. "Efecto rebaño: una aproximación para contrastar la hipótesis de expectativas racionales," DOCUMENTOS DE TRABAJO-CIDSE 003971, UNIVERSIDAD DEL VALLE - CIDSE.
  65. E Philip Davis, 2005. "Challenges Posed by Ageing to Financial and Monetary Stability*," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan, vol. 30(4), pages 542-564, October.
  66. Richard H. Clarida & Mark P. Taylor, 1997. "The Term Structure Of Forward Exchange Premiums And The Forecastability Of Spot Exchange Rates: Correcting The Errors," The Review of Economics and Statistics, MIT Press, vol. 79(3), pages 353-361, August.
  67. Claudio Borio, 2003. "Towards a Macroprudential Framework for Financial Supervision and Regulation?," CESifo Economic Studies, CESifo, vol. 49(2), pages 181-215.
  68. Kathy Yuan & Emre Ozdenoren & Itay Goldstein, 2008. "Learning and Complementarities: Implications for Speculative Attacks," 2008 Meeting Papers 276, Society for Economic Dynamics.
  69. Amil Dasgupta & Andrea Prat & Michela Verardo, 2005. "The Price of Conformism," Levine's Bibliography 784828000000000357, UCLA Department of Economics.
  70. Tsung-Hsun Lu & Yung-Ming Shiu, 2012. "Tests for Two-Day Candlestick Patterns in the Emerging Equity Market of Taiwan," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 48(0), pages 41-57, January.
  71. Holden, Craig W & Subrahmanyam, Avanidhar, 1996. "Risk Aversion, Liquidity, and Endogenous Short Horizons," Review of Financial Studies, Society for Financial Studies, vol. 9(2), pages 691-722.
  72. André Orléan, 1994. "Analyse des phénomènes d'influence : de la psychologie sociale et cognitive à l'économie financière," Revue Économique, Programme National Persée, vol. 45(3), pages 657-672.
  73. Antonio Mele & Francesco Sangiorgi, 2009. "Ambiguity, Information Acquisition and Price Swings in Asset Markets," FMG Discussion Papers dp633, Financial Markets Group.
  74. Pierdzioch, Christian & Rülke, Jan-Christoph & Stadtmann, Georg, 2012. "Forecasting metal prices: Do forecasters herd?," Discussion Papers 325, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
  75. Vivek Singh, 2013. "Did institutions herd during the internet bubble?," Review of Quantitative Finance and Accounting, Springer, vol. 41(3), pages 513-534, October.
  76. Economou, Fotini & Gavriilidis, Konstantinos & Goyal, Abhinav & Kallinterakis, Vasileios, 2015. "Herding dynamics in exchange groups: Evidence from Euronext," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 228-244.
  77. Stephan Schulmeister, 2007. "The Interaction Between the Aggregate Behaviour of Technical Trading Systems and Stock Price Dynamics," WIFO Working Papers 290, WIFO.
  78. Mendel, Brock & Shleifer, Andrei, 2012. "Chasing Noise," Scholarly Articles 10859950, Harvard University Department of Economics.
  79. Christos Alexakis, 2011. "Financial Crisis, Ownership Effect and Investors Sentiment: Empirical Evidence from the Banking Sector in Greece," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 3-18.
  80. David Goldbaum, 2004. "Coordinated Investing with Feedback and Learning," Working Papers Rutgers University, Newark 2004-008, Department of Economics, Rutgers University, Newark.
  81. Enders, Zeno & Hakenes, Hendrik Hakenes, 2014. "On the Existence and Prevention of Speculative Bubbles," Working Papers 0567, University of Heidelberg, Department of Economics.
  82. Menkhoff, Lukas & Schmidt, Ulrich & Brozynski, Torsten, 2006. "The impact of experience on risk taking, overconfidence, and herding of fund managers: Complementary survey evidence," European Economic Review, Elsevier, vol. 50(7), pages 1753-1766, October.
  83. Fang Cai & Song Han & Dan Li, 2012. "Institutional herding in the corporate bond market," International Finance Discussion Papers 1071, Board of Governors of the Federal Reserve System (U.S.).
  84. Sumit Agarwal & I‐Ming Chiu & Chunlin Liu & S. Ghon Rhee, 2011. "The Brokerage Firm Effect In Herding: Evidence From Indonesia," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 34(3), pages 461-479, 09.
  85. Ariadna Dumitrescu, 2003. "Imperfect Competition and Market Liquidity with a Supply Informed Trader," UFAE and IAE Working Papers 591.03, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  86. Thornton Matheson, 2012. "Security transaction taxes: issues and evidence," International Tax and Public Finance, Springer, vol. 19(6), pages 884-912, December.
  87. Kenneth A. Froot & Andre F. Perold & Jeremy C. Stein, 1991. "Shareholder Trading Practices and Corporate Investment Horizons," NBER Working Papers 3638, National Bureau of Economic Research, Inc.
  88. Moresi, Serge, 2000. "Information acquisition and research differentiation prior to an open-bid auction1," International Journal of Industrial Organization, Elsevier, vol. 18(5), pages 723-746, July.
  89. Janssen, Dirk-Jan & Weitzel, Utz & Füllbrunn, Sascha, 2015. "Speculative Bubbles - An introduction and application of the Speculation Elicitation Task (SET)," MPRA Paper 63028, University Library of Munich, Germany.
  90. Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2014. "What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 418-440.
  91. Thornton Matheson, 2011. "Taxing Financial Transactions; Issues and Evidence," IMF Working Papers 11/54, International Monetary Fund.
  92. Cerra, Valerie & Saxena, Sweta Chaman, 2002. "Contagion, Monsoons, and Domestic Turmoil in Indonesia's Currency Crisis," Review of International Economics, Wiley Blackwell, vol. 10(1), pages 36-44, February.
  93. Alexander Guembel, 2001. "Emerging Markets and Entry by Actively Managed Funds," Economics Series Working Papers 2001-FE-12, University of Oxford, Department of Economics.
  94. Sermpinis, Georgios & Stasinakis, Charalampos & Theofilatos, Konstantinos & Karathanasopoulos, Andreas, 2015. "Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms—Support vector regression forecast combinations," European Journal of Operational Research, Elsevier, vol. 247(3), pages 831-846.
  95. Sweta Saxena & Kar-yiu Wong, 1999. "Currency Crises and Capital Control: A Survey," Working Papers 0045, University of Washington, Department of Economics.
  96. Gabriele Zinna, 2014. "Price pressures in the UK index-linked market: an empirical investigation," Temi di discussione (Economic working papers) 968, Bank of Italy, Economic Research and International Relations Area.
  97. Ariel M. Viale & David A. Bessler & James W. Kolari, 2014. "On the structure of financial contagion: Econometric tests and Mercosur evidence," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 373-400, November.
  98. Laura Andreu & Cristina Ortiz & José Sarto, 2014. "Herding in the strategic allocations of Spanish pension plan managers," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 38(4), pages 658-671, October.
  99. Lin, Anchor Y. & Lin, Yueh-Neng, 2014. "Herding of institutional investors and margin traders on extreme market movements," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 186-198.
  100. Cenedese, Gino & Payne, Richard & Sarno, Lucio & Valente, Giorgio, 2015. "What Do Stock Markets Tell Us About Exchange Rates?," CEPR Discussion Papers 10685, C.E.P.R. Discussion Papers.
  101. Christopher Boortz, 2016. "Irrational Exuberance and Herding in Financial Markets," SFB 649 Discussion Papers SFB649DP2016-016, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  102. Mehmet Balcilar & Riza Demirer & Talat Ulussever, 2016. "Does speculation in the oil market drive investor herding in net exporting nations?," Working Papers 15-29, Eastern Mediterranean University, Department of Economics.
  103. Koleman Strumpf & Paul Rhode, 2006. "Manipulating political stock markets: A field experiment and a century of observational data," Natural Field Experiments 00325, The Field Experiments Website.
  104. Shinichi Hirota & Juergen Huber & Thomas Stock & Shyam Sunder, 2015. "Investment Horizons and Price Indeterminacy in Financial Markets," Cowles Foundation Discussion Papers 2001, Cowles Foundation for Research in Economics, Yale University.
  105. Benos, Evangelos & Brugler, James & Hjalmarsson , Erik & Zikes , Filip, 2015. "Interactions among high-frequency traders," Bank of England working papers 523, Bank of England.
  106. Giovanni Cespa & Xavier Vives, 2014. "The Beauty Contest and Short-Term Trading," CSEF Working Papers 383, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  107. Wüstenhagen, Rolf & Menichetti, Emanuela, 2012. "Strategic choices for renewable energy investment: Conceptual framework and opportunities for further research," Energy Policy, Elsevier, vol. 40(C), pages 1-10.
  108. M. Fern\'andez-Mart\'inez & M. A S\'anchez-Granero & Mar\'ia Jos\'e Mu\~noz Torrecillas & Bill McKelvey, 2016. "A comparison among some Hurst exponent approaches to predict nascent bubbles in $500$ company stocks," Papers 1601.04188, arXiv.org.
  109. Kelejian, Harry H. & Mukerji, Purba, 2016. "Does high frequency algorithmic trading matter for non-AT investors?," Research in International Business and Finance, Elsevier, vol. 37(C), pages 78-92.
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  113. Edward L. Glaeser & Jose Scheinkman, 2000. "Non-Market Interactions," NBER Working Papers 8053, National Bureau of Economic Research, Inc.
  114. Christian Pierdzioch & Jan-Christoph Rülke, 2013. "A note on the anti-herding instinct of interest rate forecasters," Empirical Economics, Springer, vol. 45(2), pages 665-673, October.
  115. Adam Clements & Michael E. Drew, 2007. "Institutional Homogeneity and Choice in Superannuation," School of Economics and Finance Discussion Papers and Working Papers Series 218, School of Economics and Finance, Queensland University of Technology.
  116. Jia, Xue, 2016. "On the role of information disclosures in capital markets," Other publications TiSEM 9bacfbaa-2162-49fe-92e6-5, Tilburg University, School of Economics and Management.
  117. Christian Hellwig, 2005. "Knowing What Others Know: Coordination Motives in Information Acquisition (March 2007, with Laura Veldkamp)," UCLA Economics Online Papers 369, UCLA Department of Economics.
  118. Ying-Ju Chen & Gustavo Vulcano, 2009. "Effects of Information Disclosure Under First- and Second-Price Auctions in a Supply Chain Setting," Manufacturing & Service Operations Management, INFORMS, vol. 11(2), pages 299-316, September.
  119. Kola Akinsomi & Mehmet Balcilar & Rıza Demirer & Rangan Gupta, 2016. "The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective," Working Papers 201643, University of Pretoria, Department of Economics.
  120. Matthew Spiegel, 1998. "Closed-End Fund Discounts in a Rational Agent Economy," Yale School of Management Working Papers ysm80, Yale School of Management, revised 01 Aug 2000.
  121. Yue Fang, 2000. "When Should Time be Continuous? Volatility Modeling and Estimation of High-Frequency Data," Econometric Society World Congress 2000 Contributed Papers 0843, Econometric Society.
  122. Kremer, Stephanie & Nautz, Dieter, 2013. "Causes and consequences of short-term institutional herding," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1676-1686.
  123. Emilios C. Galariotis & Phil Holmes & Vasileios Kallinterakis & Xiaodong S. Ma, 2014. "Market states, expectations, sentiment and momentum: How naive are investors?," Post-Print hal-00943345, HAL.
  124. Guido Lorenzoni & George-Marios Angeletos, 2010. "Price Making Intermediation," 2010 Meeting Papers 963, Society for Economic Dynamics.
  125. Lucjan T. Orlowski, 2008. "Stages of the Ongoing Global Financial Crisis: Is There a Wandering Asset-Price Bubble?," CASE Network Studies and Analyses 0372, CASE-Center for Social and Economic Research.
  126. Abu S. Amin & Lucjan T. Orlowski, 2014. "Returns, Volatilities, and Correlations Across Mature, Regional, and Frontier Markets: Evidence from South Asia," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 50(3), pages 5-27, May.
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  128. Franklin Allen & Stephen Morris & Hyun Song Shin, 2003. "Beauty Contests, Bubbles and Iterated Expectations in Asset Markets Capital Adequacy Regulation: In Search of a Rationale," Center for Financial Institutions Working Papers 03-06, Wharton School Center for Financial Institutions, University of Pennsylvania.
  129. Ian Davidson & John Okunev & Mark Tippett, 1996. "Some Further Evidence in Relation to Short Termism of Stock Prices," Working Paper Series 57, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  130. Celiker, Umut & Chowdhury, Jaideep & Sonaer, Gokhan, 2015. "Do mutual funds herd in industries?," Journal of Banking & Finance, Elsevier, vol. 52(C), pages 1-16.
  131. Werner, Richard A., 2014. "Enhanced Debt Management: Solving the eurozone crisis by linking debt management with fiscal and monetary policy," Journal of International Money and Finance, Elsevier, vol. 49(PB), pages 443-469.
  132. Matthew Spiegel, 1997. "Closed-End Fund Discounts in a Rational Agent Economy," Finance 9712002, EconWPA.
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