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Multifractality and herding behavior in the Japanese stock market · Study

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ArticleMultifractality and herding behavior in the Japanese stock market

Daniel O. Cajueiro2007

OA

Articlegreen2007

Multifractality and herding behavior in the Japanese stock market

Daniel O. Cajueiro · Benjamin Miranda Tabak

65 citations·0/0 files stored·Chaos Solitons & Fractals

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Complex Systems and Time Series Analysis Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

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References

1990Noise Trader Risk in Financial Markets 2002Multifractal detrended fluctuation analysis of nonstationary time series 1992The impact of institutional trading on stock prices 2000An examination of herd behavior in equity markets: An international perspective 1995Following the Pied Piper: Do Individual Returns Herd around the Market?2004Market stress and herding 2003Rational Herds: Economic Models of Social Learning 2004Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development

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Year2007

Typearticle

Published2007-10-01

VenueChaos Solitons & Fractals

ISSN-L0960-0779

Languageen

Citations65

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/j.chaos.2007.07.091

openalex_workW2081815669

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