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Multifractality and herding behavior in the Japanese stock market
16 references·0 citing·44 second hop
Multifractality and herding behavior in the Japanese stock market (2007)Multifractality and herding behavior in t…Does herding behavior exist in Chinese stock markets? (2005)Does herding behavior exist i…The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient (2004)The Hurst exponent over time:…Ranking efficiency for emerging markets (2004)Ranking efficiency for emergi…Market stress and herding (2004)Market stress and herdingLong-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development (2004)Long-term memories of develop…Components of multifractality in high-frequency stock returns (2004)Components of multifractality…Analysis of intraday herding behavior among the sector ETFs (2004)Analysis of intraday herding …Rational Herds: Economic Models of Social Learning (2003)Rational Herds: Economic Mode…Multifractal properties of price fluctuations of stocks and commodities (2003)Multifractal properties of pr…Multifractality in Asset Returns: Theory and Evidence (2002)Multifractality in Asset Retu…Multifractal detrended fluctuation analysis of nonstationary time series (2002)Multifractal detrended fluctu…Large stock market price drawdowns are outliers (2001)Large stock market price draw…An examination of herd behavior in equity markets: An international perspective (2000)An examination of herd behavi…Following the Pied Piper: Do Individual Returns Herd around the Market? (1995)Following the Pied Piper: Do …The impact of institutional trading on stock prices (1992)The impact of institutional t…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Herd Behavior and Investment (1988)Cross-country effects in herding behaviour: Evidence from four south European markets (2011)Investor herding behaviour of Chinese stock market (2013)Do investors exhibit behavioral biases in investment decision making? A systematic review (2018)On the psychology of prediction. (1973)A Simple Model of Herd Behavior (1992)Common risk factors in the returns on stocks and bonds (1993)Herding behaviour in cryptocurrencies (2018)Cryptocurrency trading: a comprehensive survey (2022)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)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)The Limits of Arbitrage (1995)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The Pricing of Options and Corporate Liabilities (1973)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Multi-scaling in finance (2007)Forbidden patterns, permutation entropy and stock market inefficiency (2009)Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices (2020)Human behavior and the principle of least effort (1949)The Variation of Certain Speculative Prices (1963)The variation of certain speculative prices (1997)Approaching complexity by stochastic methods: From biological systems to turbulence (2011)Multifractal analysis of financial markets: a review (2019)Herd on the Street: Informational Inefficiencies in a Market with Short‐Term Speculation (1992)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)An empirical analysis of herd behavior in global stock markets (2010)Capital Market Equilibrium with Restricted Borrowing (1972)Foreign Speculators and Emerging Equity Markets (2000)Herding behavior in Chinese stock markets: An examination of A and B shares (2007)THE FINANCIAL CRISIS AND THE SYSTEMIC FAILURE OF THE ECONOMICS PROFESSION (2009)Neural mechanisms of observational learning (2010)Propaganda and Conflict: Evidence from the Rwandan Genocide * (2014)Multifractal detrended cross-correlation analysis for two nonstationary signals (2008)Introduction to Multifractal Detrended Fluctuation Analysis in Matlab (2012)Physical approach to complex systems (2012)
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References

  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 2002Multifractal detrended fluctuation analysis of nonstationary time series3,650 cited
  • 1992The impact of institutional trading on stock prices2,068 cited
  • 2000An examination of herd behavior in equity markets: An international perspective1,288 cited
  • 1995Following the Pied Piper: Do Individual Returns Herd around the Market?1,170 cited
  • 2004Market stress and herding682 cited
  • 2003Rational Herds: Economic Models of Social Learning531 cited
  • 2004Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development430 cited
  • 2004The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient411 cited
  • 2005Does herding behavior exist in Chinese stock markets?409 cited
  • 2002Multifractality in Asset Returns: Theory and Evidence384 cited
  • 2003Multifractal properties of price fluctuations of stocks and commodities343 cited
  • 2004Analysis of intraday herding behavior among the sector ETFs291 cited
  • 2004Ranking efficiency for emerging markets209 cited
  • 2001Large stock market price drawdowns are outliers

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163 cited
  • 2004Components of multifractality in high-frequency stock returns152 cited
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