SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Firm specific and macro herding by professional and amateur investors and their effects on market volatility
16 references·16 citing·41 second hopsampled
Firm specific and macro herding by professional and amateur investors and their effects on market volatility (2010)Firm specific and macro herding by profes…An empirical analysis of herd behavior in global stock markets (2010)An empirical analysis of herd…Individual Investor Trading and Stock Returns (2008)Individual Investor Trading a…Short-Term Persistence in Mutual Fund Performance (2004)Short-Term Persistence in Mut…The Dynamics of Institutional and Individual Trading (2003)The Dynamics of Institutional…Institutional Herding (2003)Institutional HerdingPatterns of behavior of professionally managed and independent investors (2001)Patterns of behavior of profe…Herd Behavior in Financial Markets (2000)Herd Behavior in Financial Ma…Mutual Fund Herding and the Impact on Stock Prices (1999)Mutual Fund Herding and the I…Herding and Feedback Trading by Institutional and Individual Investors (1999)Herding and Feedback Trading …Herding among Investment Newsletters: Theory and Evidence (1999)Herding among Investment News…Do foreign investors destabilize stock markets? The Korean experience in 1997 (1999)Do foreign investors destabil…Preferences for Stock Characteristics As Revealed by Mutual Fund Portfolio Holdings (1996)Preferences for Stock Charact…Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior (1995)Momentum Investment Strategie…The impact of institutional trading on stock prices (1992)The impact of institutional t…Herd on the Street: Informational Inefficiencies in a Market with Short‐Term Speculation (1992)Herd on the Street: Informati…A Simple Model of Herd Behavior (1992)A Simple Model of Herd Behavi…Retail investor attention and herding behavior (2020)Retail investor attention and…Herding behaviour in digital currency markets: An integrated survey and empirical estimation (2020)Herding behaviour in digital …Herding within industries: Evidence from Asian stock markets (2017)Herding within industries: Ev…Herding effect on idiosyncratic volatility in U.S. industries (2017)Herding effect on idiosyncrat…Dynamic herding analysis in a frontier market (2017)Dynamic herding analysis in a…Herding and excessive risk in the American stock market: A sectoral analysis (2016)Herding and excessive risk in…Herd Mentality in the Stock Market: On the Role of Idiosyncratic Participants with Heterogeneous Information (2016)Herd Mentality in the Stock M…ESG Issues among Fund Managers—Factors and Motives (2016)ESG Issues among Fund Manager…Analyst Herding and Stock Price Crash Risk: Evidence from China (2016)Analyst Herding and Stock Pri…The effects of national culture and behavioral pitfalls on investors' decision-making: Herding behavior in international stock markets (2015)The effects of national cultu…Institutional herding in international markets (2015)Institutional herding in inte…Herding behavior in institutional investors: Evidence from China’s stock market (2015)Herding behavior in instituti…Bond market investor herding: Evidence from the European financial crisis (2015)Bond market investor herding:…What drives the herding behavior of individual investors? (2014)What drives the herding behav…Psychological barriers in oil futures markets (2014)Psychological barriers in oil…Financial Advisors: A Case of Babysitters? (2011)Financial Advisors: A Case of…Bank Runs, Deposit Insurance, and Liquidity (1983)Herd Behavior and Investment (1988)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)Continuous Auctions and Insider Trading (1985)Noise Trader Risk in Financial Markets (1990)Following the Pied Piper: Do Individual Returns Herd around the Market? (1995)The portfolio flows of international investors (2001)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)Network externalities, competition, and compatibility (1985)Standardization, Compatibility, and Innovation (1985)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Using Online Conversations to Study Word-of-Mouth Communication (2004)Limited-dependent and qualitative variables in econometrics (1983)The Cross-Section of Expected Stock Returns (1992)Idiosyncratic Risk Matters! (2003)Market Frictions, Price Delay, and the Cross-Section of Expected Returns (2005)Institutional Investors and Equity Returns: Are Short-term Institutions Better Informed? (2007)Risk, Return, and Equilibrium: Empirical Tests (1973)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Institutional Investors and Equity Prices (2001)Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)On Persistence in Mutual Fund Performance (1997)Asset Fire Sales (and Purchases) in Equity Markets (2005)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Greener Pastures and the Impact of Dynamic Institutional Preferences (2003)Caught on tape: Institutional trading, stock returns, and earnings announcements (2008)Corporate Finance Policies and Social Networks (2016)Rational herding in financial economics (1996)What Makes Investors Trade? (2001)On the Industry Concentration of Actively Managed Equity Mutual Funds (2005)Which Shorts Are Informed? (2007)Do Retail Trades Move Markets? (2008)Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle (2015)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1992A Simple Model of Herd Behavior6,511 cited
  • 1992The impact of institutional trading on stock prices2,068 cited
  • 1999Mutual Fund Herding and the Impact on Stock Prices1,730 cited
  • 1999Herding and Feedback Trading by Institutional and Individual Investors1,587 cited
  • 2000Herd Behavior in Financial Markets1,232 cited
  • 1995Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior1,177 cited
  • 1992Herd on the Street: Informational Inefficiencies in a Market with Short‐Term Speculation1,088 cited
  • 1996Preferences for Stock Characteristics As Revealed by Mutual Fund Portfolio Holdings1,057 cited
  • 2008Individual Investor Trading and Stock Returns1,014 cited
  • 2003Institutional Herding898 cited
  • 1999Do foreign investors destabilize stock markets? The Korean experience in 1997896 cited
  • 2010An empirical analysis of herd behavior in global stock markets880 cited
  • 1999Herding among Investment Newsletters: Theory and Evidence759 cited
  • 2001Patterns of behavior of professionally managed and independent investors699 cited
  • 2004Short-Term Persistence in Mutual Fund Performance657 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2003The Dynamics of Institutional and Individual Trading506 cited
  • Cited by

    • 2015Institutional herding in international markets161 cited
    • 2015The effects of national culture and behavioral pitfalls on investors' decision-making: Herding behavior in international stock markets150 cited
    • 2020Retail investor attention and herding behavior120 cited
    • 2016Herding and excessive risk in the American stock market: A sectoral analysis116 cited
    • 2017Herding effect on idiosyncratic volatility in U.S. industries99 cited
    • 2016ESG Issues among Fund Managers—Factors and Motives93 cited
    • 2015Bond market investor herding: Evidence from the European financial crisis89 cited
    • 2020Herding behaviour in digital currency markets: An integrated survey and empirical estimation84 cited
    • 2016Analyst Herding and Stock Price Crash Risk: Evidence from China84 cited
    • 2017Herding within industries: Evidence from Asian stock markets74 cited
    • 2016Herd Mentality in the Stock Market: On the Role of Idiosyncratic Participants with Heterogeneous Information73 cited
    • 2011Financial Advisors: A Case of Babysitters?69 cited
    • 2014Psychological barriers in oil futures markets68 cited
    • 2014What drives the herding behavior of individual investors?64 cited
    • 2015Herding behavior in institutional investors: Evidence from China’s stock market60 cited
    • 2017Dynamic herding analysis in a frontier market59 cited