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Herding behaviour and market dynamic volatility: evidence from the US stock markets
16 references·0 citing·37 second hop
Herding behaviour and market dynamic volatility: evidence from the US stock markets (2015)Herding behaviour and market dynamic vola…Dating the timeline of financial bubbles during the subprime crisis (2011)Dating the timeline of financ…An empirical analysis of herd behavior in global stock markets (2010)An empirical analysis of herd…Understanding the VIX (2009)Understanding the VIXInvestor sentiment and stock returns: Some international evidence (2009)Investor sentiment and stock …Herding behavior in Chinese stock markets: An examination of A and B shares (2007)Herding behavior in Chinese s…All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)All That Glitters: The Effect…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Market stress and herding (2004)Market stress and herdingAn 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…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Herd Behavior and Investment (1988)Herd Behavior and InvestmentThe Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence (1985)The Disposition to Sell Winne…The General Theory of Employment (1937)The General Theory of Employm…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…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)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Essays in Positive Economics (1954)Does the Stock Market Overreact? (1985)A Simple Model of Herd Behavior (1992)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)Prospect Theory: An Analysis of Decision under Risk (1979)Toward a positive theory of consumer choice (1980)Prospect theory: An analysis of decision under risk (1988)Are Investors Reluctant to Realize Their Losses? (1998)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)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)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)On Persistence in Mutual Fund Performance (1997)Media Coverage and the Cross‐section of Stock Returns (2009)Who Gambles in the Stock Market? (2009)In Search of Attention (2011)Capital Market Equilibrium with Restricted Borrowing (1972)Foreign Speculators and Emerging Equity Markets (2000)Noise Trader Risk in Financial Markets (1990)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Introduction: epistemic communities and international policy coordination (1992)Postwar U.S. Business Cycles: An Empirical Investigation (1997)
this work references cited by second hop

References

  • 1936The General Theory of Employment, Interest and Money.14,486 cited
  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 1937The General Theory of Employment5,168 cited
  • 2007All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors4,550 cited
  • 1985The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence3,550 cited
  • 1988Herd Behavior and Investment2,815 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
  • 2009Investor sentiment and stock returns: Some international evidence880 cited
  • 2010An empirical analysis of herd behavior in global stock markets880 cited
  • 2004Market stress and herding682 cited
  • 2009Understanding the VIX650 cited
  • 2007Herding behavior in Chinese stock markets: An examination of A and B shares646 cited

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  • 2011Dating the timeline of financial bubbles during the subprime crisis586 cited
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