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Herd Behaviour, Bubbles and Crashes
5 references·16 citing·43 second hop
Herd Behaviour, Bubbles and Crashes (1995)Herd Behaviour, Bubbles and CrashesMean Reversion in Stock Prices (1996)Mean Reversion in Stock PricesNoise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Herd Behavior and Investment (1988)Herd Behavior and InvestmentMean Reversion in Stock Prices: Evidence and Implications (1987)Mean Reversion in Stock Price…Stock Prices and Social Dynamics (1984)Stock Prices and Social Dynam…Behavioral Rationality and Heterogeneous Expectations in Complex Economic Systems (2013)Behavioral Rationality and He…Structural stochastic volatility in asset pricing dynamics: Estimation and model contest (2012)Structural stochastic volatil…Do investors herd in emerging stock markets?: Evidence from the Taiwanese market (2010)Do investors herd in emerging…Price stability and volatility in markets with positive and negative expectations feedback: An experimental investigation (2009)Price stability and volatilit…How Noise Trading Affects Markets: An Experimental Analysis (2009)How Noise Trading Affects Mar…Agent-based models of financial markets (2007)Agent-based models of financi…Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)Chapter 23 Heterogeneous Agen…Heterogeneous Agent Models in Economics and Finance (2005)Heterogeneous Agent Models in…Technical Analysis in Financial Markets (2004)Technical Analysis in Financi…Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)Herd Behaviour and Cascading …Critical market crashes (2003)Critical market crashesHeterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model (2002)Heterogeneous Beliefs, Risk a…Evolving traders and the business school with genetic programming: A new architecture of the agent-based artificial stock market (2001)Evolving traders and the busi…VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS (2000)VOLATILITY CLUSTERING IN FINA…The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions (1998)The socio-economic dynamics o…The stable Paretian hypothesis and the frequency of large returns: an examination of major German stocks (1996)The stable Paretian hypothesi…The General Theory of Employment (1937)Network externalities, competition, and compatibility (1985)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)The impact of institutional trading on stock prices (1992)The Limits of Arbitrage (1995)The Categorical Imperative: Securities Analysts and the Illegitimacy Discount (1999)Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: Heuristics and Biases (1975)An Evolutionary Theory of Economic Change. (1983)Chapter 24 Agent-based Computational Finance (2006)The heterogeneous expectations hypothesis: Some evidence from the lab (2010)Negative bubbles and shocks in cryptocurrency markets (2016)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)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The Variation of Certain Speculative Prices (1963)The variation of certain speculative prices (1997)Agent-based computational finance: Suggested readings and early research (2000)THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)A long memory property of stock market returns and a new model (1993)A Rational Route to Randomness (1997)Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model (2005)A BEHAVIORAL MODEL OF RATIONAL CHOICE (1955)The Strength of Weak Ties (1973)Bank Runs, Deposit Insurance, and Liquidity (1983)Market stress and herding (2004)Information Uncertainty and Expected Returns (2005)Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)Agent-based Computational Finance (1989)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)Stock Prices, Earnings, and Expected Dividends (1988)Investor Psychology and Asset Pricing (2001)Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations (1991)Common stochastic trends in international stock markets (1992)The use of technical analysis in the foreign exchange market (1992)
this work references cited by second hop

References

  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1988Herd Behavior and Investment2,815 cited
  • 1987Mean Reversion in Stock Prices: Evidence and Implications1,875 cited
  • 1984Stock Prices and Social Dynamics1,615 cited
  • 1996Mean Reversion in Stock Prices1,083 cited

Cited by

  • 2003Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis888 cited
  • 2005Heterogeneous Agent Models in Economics and Finance745 cited
  • 2000VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS701 cited
  • 1998The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions641 cited
  • 2006Chapter 23 Heterogeneous Agent Models in Economics and Finance542 cited
  • 1996The stable Paretian hypothesis and the frequency of large returns: an examination of major German stocks400 cited
  • 2013Behavioral Rationality and Heterogeneous Expectations in Complex Economic Systems393 cited
  • 2004Technical Analysis in Financial Markets372 cited
  • 2003Critical market crashes337 cited
  • 2009How Noise Trading Affects Markets: An Experimental Analysis

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323 cited
  • 2007Agent-based models of financial markets316 cited
  • 2009Price stability and volatility in markets with positive and negative expectations feedback: An experimental investigation288 cited
  • 2001Evolving traders and the business school with genetic programming: A new architecture of the agent-based artificial stock market268 cited
  • 2010Do investors herd in emerging stock markets?: Evidence from the Taiwanese market248 cited
  • 2012Structural stochastic volatility in asset pricing dynamics: Estimation and model contest236 cited
  • 2002Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model225 cited