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Herding behavior in asset markets
16 references·10 citing·35 second hop
Herding behavior in asset markets (2008)Herding behavior in asset marketsHerd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)Herd Behaviour and Cascading …Inefficient Markets: An Introduction to Behavioral Finance (2002)Inefficient Markets: An Intro…A Memory-Based Model of Bounded Rationality (2002)A Memory-Based Model of Bound…Herding among security analysts (2000)Herding among security analys…Multidimensional Uncertainty and Herd Behavior in Financial Markets (1998)Multidimensional Uncertainty …Information Cascades in the Laboratory (1997)Information Cascades in the L…Rational herding in financial economics (1996)Rational herding in financial…Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior (1995)Momentum Investment Strategie…Herd Behaviour, Bubbles and Crashes (1995)Herd Behaviour, Bubbles and C…The impact of institutional trading on stock prices (1992)The impact of institutional t…A Simple Model of Herd Behavior (1992)A Simple Model of Herd Behavi…Intrinsic Bubbles: The Case of Stock Prices (1989)Intrinsic Bubbles: The Case o…Herd Behavior and Investment (1988)Herd Behavior and InvestmentStandardization, Compatibility, and Innovation (1985)Standardization, Compatibilit…Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Do Stock Prices Move Too Much…Manias, Panics, and Crashes: A History of Financial Crises (1979)Manias, Panics, and Crashes: …Exploring the effects of conformity on travelers’ route choice (2024)Exploring the effects of conf…Herding behavior and systemic risk in global stock markets (2023)Herding behavior and systemic…Is There Mimicking Behavior in Firms’ Trade Credit Decisions? (2021)Is There Mimicking Behavior i…The profitability of Bollinger Bands: Evidence from the constituent stocks of Taiwan 50 (2020)The profitability of Bollinge…Herding by corporates in the US and the Eurozone through different market conditions (2020)Herding by corporates in the …Social learning under acute stress (2018)Social learning under acute s…Social trust and foreign ownership: Evidence from qualified foreign institutional investors in China (2016)Social trust and foreign owne…System crash (2010)System crashSpillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk (SDSVaR) Approach (2010)Spillover Effects among Finan…Analysis of market efficiency for the Shanghai stock market over time (2010)Analysis of market efficiency…Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Time Series Analysis, Forecasting, and Control (1995)The General Theory of Employment (1937)Network externalities, competition, and compatibility (1985)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)The Limits of Arbitrage (1995)The Categorical Imperative: Securities Analysts and the Illegitimacy Discount (1999)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)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)Mean Reversion in Stock Prices: Evidence and Implications (1987)Noise Trader Risk in Financial Markets (1990)VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS (2000)Heterogeneous Agent Models in Economics and Finance (2005)What Makes Investors Trade? (2001)On the Industry Concentration of Actively Managed Equity Mutual Funds (2005)The Equity Share in New Issues and Aggregate Stock Returns (2000)The market for borrowing stock (2002)The Market for News (2005)The East Asian Financial Crisis: Diagnosis, Remedies, Prospects (1998)The Adaptive Markets Hypothesis (2004)From Financial Crash to Debt Crisis (2011)Competing Technologies, Increasing Returns, and Lock-In by Historical Events (1989)Increasing Returns and Path Dependence in the Economy (1994)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Using Online Conversations to Study Word-of-Mouth Communication (2004)
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References

  • 1992A Simple Model of Herd Behavior6,511 cited
  • 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
  • 1979Manias, Panics, and Crashes: A History of Financial Crises2,838 cited
  • 1988Herd Behavior and Investment2,815 cited
  • 1985Standardization, Compatibility, and Innovation2,601 cited
  • 1992The impact of institutional trading on stock prices2,068 cited
  • 2002Inefficient Markets: An Introduction to Behavioral Finance1,293 cited
  • 1996Rational herding in financial economics1,272 cited
  • 1995Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior1,177 cited
  • 1995Herd Behaviour, Bubbles and Crashes1,054 cited
  • 2003Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis888 cited
  • 2000Herding among security analysts832 cited
  • 1998Multidimensional Uncertainty and Herd Behavior in Financial Markets748 cited
  • 2002A Memory-Based Model of Bounded Rationality491 cited
  • 1997Information Cascades in the Laboratory459 cited
  • 1989Intrinsic Bubbles: The Case of Stock Prices

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388 cited

Cited by

  • 2010Analysis of market efficiency for the Shanghai stock market over time92 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
  • 2016Social trust and foreign ownership: Evidence from qualified foreign institutional investors in China50 cited
  • 2010Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk (SDSVaR) Approach32 cited
  • 2020The profitability of Bollinger Bands: Evidence from the constituent stocks of Taiwan 5030 cited
  • 2021Is There Mimicking Behavior in Firms’ Trade Credit Decisions?18 cited
  • 2010System crash10 cited
  • 2024Exploring the effects of conformity on travelers’ route choice7 cited
  • 2018Social learning under acute stress2 cited