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An Empirical Investigation of Herding Behavior in the U.S. REIT Market
16 references·16 citing·41 second hopsampled
An Empirical Investigation of Herding Behavior in the U.S. REIT Market (2011)An Empirical Investigation of Herding Beh…Herding behavior in Chinese stock markets: An examination of A and B shares (2007)Herding behavior in Chinese s…Financial Analyst Characteristics and Herding Behavior in Forecasting (2005)Financial Analyst Characteris…Market stress and herding (2004)Market stress and herdingIdiosyncratic Risk Matters! (2003)Idiosyncratic Risk Matters!Analyst Forecast Revisions and Market Price Discovery (2003)Analyst Forecast Revisions an…Extreme Correlation of International Equity Markets (2001)Extreme Correlation of Intern…Herding among security analysts (2000)Herding among security analys…Herd Behavior in Financial Markets (2000)Herd Behavior in Financial Ma…Asymmetric Volatility and Risk in Equity Markets (2000)Asymmetric Volatility and Ris…An examination of herd behavior in equity markets: An international perspective (2000)An examination of herd behavi…Mutual Fund Herding and the Impact on Stock Prices (1999)Mutual Fund Herding and the I…Herding among Investment Newsletters: Theory and Evidence (1999)Herding among Investment News…Rational herding in financial economics (1996)Rational herding in financial…Following the Pied Piper: Do Individual Returns Herd around the Market? (1995)Following the Pied Piper: Do …Analyst Forecasts and Herding Behavior: (1994)Analyst Forecasts and Herding…The impact of institutional trading on stock prices (1992)The impact of institutional t…Topic: impact of herding behavior and availability heuristics on health insurance purchase decisions in Uganda (2025)Topic: impact of herding beha…Herding behavior and systemic risk in global stock markets (2023)Herding behavior and systemic…Herding behaviour in the capital market: What do we know and what is next? (2021)Herding behaviour in the capi…Uncertainty, Fear and Herding Behavior: Evidence from Size-Ranked Portfolios (2020)Uncertainty, Fear and Herding…Herding by corporates in the US and the Eurozone through different market conditions (2020)Herding by corporates in the …The evolution of herd behavior: Will herding disappear over time? (2019)The evolution of herd behavio…Impact of volatility and equity market uncertainty on herd behaviour: evidence from UK REITs (2018)Impact of volatility and equi…Cross herding between American industries and the oil market (2018)Cross herding between America…Analysis of Herding in Reits of an Emerging Market: The Case of Turkey (2018)Analysis of Herding in Reits …Further evidence on the herd behavior in Vietnam stock market (2017)Further evidence on the herd …Testing for herding in the Athens Stock Exchange during the crisis period (2016)Testing for herding in the At…Real estate returns predictability revisited: novel evidence from the US REITs market (2016)Real estate returns predictab…Heuristic-driven bias in property investment decision-making in South Africa (2016)Heuristic-driven bias in prop…Herd Behavior in Emerging Equity Markets: Evidence from Vietnam (2016)Herd Behavior in Emerging Equ…Herding behavior in real estate markets: Novel evidence from a Markov-switching model (2015)Herding behavior in real esta…Contagion Channels between Real Estate and Financial Markets (2015)Contagion Channels between Re…Bank Runs, Deposit Insurance, and Liquidity (1983)Herd Behavior and Investment (1988)A Simple Model of Herd Behavior (1992)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)Responding to global infectious disease outbreaks: Lessons from SARS on the role of risk perception, communication and management (2006)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Essays in Positive Economics (1954)Does the Stock Market Overreact? (1985)Risk Taking by Mutual Funds as a Response to Incentives (1997)Investor Psychology and Asset Pricing (2001)The Geography of Investment: Informed Trading and Asset Prices (2001)On the Usefulness of Earnings and Earnings Research: Lessons and Directions from Two Decades of Empirical Research (1989)Capital markets research in accounting (2001)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Extreme Values, Regular Variation and Point Processes (1987)Modelling Extremal Events (1997)International Asset Allocation With Regime Shifts (2002)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Herd on the Street: Informational Inefficiencies in a Market with Short‐Term Speculation (1992)An empirical analysis of herd behavior in global stock markets (2010)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Expected Stock Returns and Variance Risk Premia (2009)Risk, Return, and Equilibrium: Empirical Tests (1973)The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Market Frictions, Price Delay, and the Cross-Section of Expected Returns (2005)There is a risk-return trade-off after all (2005)How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? (2012)Capital Market Equilibrium with Restricted Borrowing (1972)Foreign Speculators and Emerging Equity Markets (2000)Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)On Persistence in Mutual Fund Performance (1997)Institutional Investors and Equity Prices (2001)Asset Fire Sales (and Purchases) in Equity Markets (2005)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)
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References

  • 2001Extreme Correlation of International Equity Markets2,608 cited
  • 1992The impact of institutional trading on stock prices2,068 cited
  • 1999Mutual Fund Herding and the Impact on Stock Prices1,730 cited
  • 2000Asymmetric Volatility and Risk in Equity Markets1,471 cited
  • 2000An examination of herd behavior in equity markets: An international perspective1,288 cited
  • 1996Rational herding in financial economics1,272 cited
  • 2000Herd Behavior in Financial Markets1,232 cited
  • 2003Idiosyncratic Risk Matters!1,171 cited
  • 1995Following the Pied Piper: Do Individual Returns Herd around the Market?1,170 cited
  • 1994Analyst Forecasts and Herding Behavior:943 cited
  • 2005Financial Analyst Characteristics and Herding Behavior in Forecasting909 cited
  • 2000Herding among security analysts832 cited
  • 2003Analyst Forecast Revisions and Market Price Discovery772 cited
  • 1999Herding among Investment Newsletters: Theory and Evidence759 cited
  • 2004Market stress and herding682 cited
  • 2007Herding behavior in Chinese stock markets: An examination of A and B shares

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646 cited

Cited by

  • 2017Further evidence on the herd behavior in Vietnam stock market72 cited
  • 2016Testing for herding in the Athens Stock Exchange during the crisis period65 cited
  • 2015Herding behavior in real estate markets: Novel evidence from a Markov-switching model62 cited
  • 2020Uncertainty, Fear and Herding Behavior: Evidence from Size-Ranked Portfolios61 cited
  • 2021Herding behaviour in the capital market: What do we know and what is next?58 cited
  • 2015Contagion Channels between Real Estate and Financial Markets56 cited
  • 2020Herding by corporates in the US and the Eurozone through different market conditions52 cited
  • 2023Herding behavior and systemic risk in global stock markets51 cited
  • 2018Cross herding between American industries and the oil market45 cited
  • 2016Real estate returns predictability revisited: novel evidence from the US REITs market44 cited
  • 2016Heuristic-driven bias in property investment decision-making in South Africa41 cited
  • 2018Impact of volatility and equity market uncertainty on herd behaviour: evidence from UK REITs35 cited
  • 2019The evolution of herd behavior: Will herding disappear over time?35 cited
  • 2018Analysis of Herding in Reits of an Emerging Market: The Case of Turkey32 cited
  • 2016Herd Behavior in Emerging Equity Markets: Evidence from Vietnam32 cited
  • 2025Topic: impact of herding behavior and availability heuristics on health insurance purchase decisions in Uganda1 cited