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Multidimensional Uncertainty and Herd Behavior in Financial Markets
9 references·16 citing·49 second hop
Multidimensional Uncertainty and Herd Behavior in Financial Markets (1998)Multidimensional Uncertainty and Herd Beh…Rational herding in financial economics (1996)Rational herding in financial…Market Statistics and Technical Analysis: The Role of Volume (1994)Market Statistics and Technic…Time and the Process of Security Price Adjustment (1992)Time and the Process of Secur…A Simple Model of Herd Behavior (1992)A Simple Model of Herd Behavi…The Noise Trader Approach to Finance (1990)The Noise Trader Approach to …Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…Stock Prices and Social Dynamics (1984)Stock Prices and Social Dynam…Information, trade and common knowledge (1982)Information, trade and common…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…Economic policy uncertainty and financial stability–Is there a relation? (2020)Economic policy uncertainty a…Herding on fundamental information: A comparative study (2014)Herding on fundamental inform…Herding in financial markets: a review of the literature (2013)Herding in financial markets:…Do investors herd in emerging stock markets?: Evidence from the Taiwanese market (2010)Do investors herd in emerging…Learning in Financial Markets (2009)Learning in Financial MarketsManipulation and the Allocational Role of Prices (2008)Manipulation and the Allocati…Information Cascades: Evidence from a Field Experiment with Financial Market Professionals (2007)Information Cascades: Evidenc…To Conform or To Perform? Mimetic Behaviour, Legitimacy‐Based Groups and Performance Consequences* (2006)To Conform or To Perform? Mim…Media Frenzies in Markets for Financial Information (2006)Media Frenzies in Markets for…Information Uncertainty and Expected Returns (2005)Information Uncertainty and E…Herding and Contrarian Behavior in Financial Markets: An Internet Experiment (2005)Herding and Contrarian Behavi…Does herding behavior exist in Chinese stock markets? (2005)Does herding behavior exist i…Distinguishing Informational Cascades from Herd Behavior in the Laboratory (2004)Distinguishing Informational …Multifractality in Asset Returns: Theory and Evidence (2002)Multifractality in Asset Retu…Procyclicality of the financial system and financial stability: Issues and policy options (2001)Procyclicality of the financi…Asset Pricing under Asymmetric Information (2001)Asset Pricing under Asymmetri…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Bank Runs, Deposit Insurance, and Liquidity (1983)An examination of herd behavior in equity markets: An international perspective (2000)Herd Behavior in Financial Markets (2000)Herding among security analysts (2000)On the Impossibility of Informationally Efficient Markets (1980)The Relation Between Price Changes and Trading Volume: A Survey (1987)Option Volume and Stock Prices: Evidence on Where Informed Traders Trade (1998)Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation (2000)Asset returns and inflation (1977)Stock Returns and the Term Structure (1985)Noise (1986)Predicting returns in the stock and bond markets (1986)Good Day Sunshine: Stock Returns and the Weather (2003)Expected Stock Returns and Variance Risk Premia (2009)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)Market Liquidity and Funding Liquidity (2008)Agreeing to Disagree (1976)The Private and Social Value of Information and the Reward to Inventive Activity (1978)Herd Behavior and Investment (1988)Noise Trader Risk in Financial Markets (1990)Continuous Auctions and Insider Trading (1985)Expected stock returns and volatility (1987)An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse (1995)5 Stochastic volatility (1996)Realized Variance and Market Microstructure Noise (2006)The Behavior of Stock-Market Prices (1965)Judgment under Uncertainty: Heuristics and Biases (1975)The Impact of Social Structure on Economic Outcomes (2005)An Engine, Not a Camera (2006)The short of it: Investor sentiment and anomalies (2011)Network externalities, competition, and compatibility (1985)Standardization, Compatibility, and Innovation (1985)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Investor Psychology and Asset Pricing (2001)Using Online Conversations to Study Word-of-Mouth Communication (2004)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Momentum and Credit Rating (2007)Momentum Profits, Factor Pricing, and Macroeconomic Risk (2008)Behavioral Finance (2015)Efficient Capital Markets: II (1991)
this work references cited by second hop

References

  • 1992A Simple Model of Herd Behavior6,511 cited
  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 1980On the Impossibility of Informationally Efficient Markets3,640 cited
  • 1982Information, trade and common knowledge1,738 cited
  • 1990The Noise Trader Approach to Finance1,636 cited
  • 1984Stock Prices and Social Dynamics1,615 cited
  • 1996Rational herding in financial economics1,272 cited
  • 1992Time and the Process of Security Price Adjustment1,225 cited
  • 1994Market Statistics and Technical Analysis: The Role of Volume1,105 cited

Cited by

  • 2005Information Uncertainty and Expected Returns560 cited
  • 2008Manipulation and the Allocational Role of Prices540 cited
  • 2005Does herding behavior exist in Chinese stock markets?409 cited
  • 2001Asset Pricing under Asymmetric Information408 cited
  • 2001Procyclicality of the financial system and financial stability: Issues and policy options398 cited
  • 2002Multifractality in Asset Returns: Theory and Evidence384 cited
  • 2020

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Economic policy uncertainty and financial stability–Is there a relation?
370 cited
  • 2004Distinguishing Informational Cascades from Herd Behavior in the Laboratory368 cited
  • 2009Learning in Financial Markets338 cited
  • 2007Information Cascades: Evidence from a Field Experiment with Financial Market Professionals315 cited
  • 2006Media Frenzies in Markets for Financial Information306 cited
  • 2006To Conform or To Perform? Mimetic Behaviour, Legitimacy‐Based Groups and Performance Consequences*296 cited
  • 2013Herding in financial markets: a review of the literature283 cited
  • 2014Herding on fundamental information: A comparative study265 cited
  • 2005Herding and Contrarian Behavior in Financial Markets: An Internet Experiment257 cited
  • 2010Do investors herd in emerging stock markets?: Evidence from the Taiwanese market248 cited