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Herding and Informational Cascades
16 references·1 citing·31 second hop
Herding and Informational Cascades (2001)Herding and Informational CascadesThe Limits of Arbitrage (1995)The Limits of ArbitrageA Simple Model of Herd Behavior (1992)A Simple Model of Herd Behavi…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…Bank Runs, Deposit Insurance, and Liquidity (1983)Bank Runs, Deposit Insurance,…Strategic Information Transmission (1982)Strategic Information Transmi…A Theory of Auctions and Competitive Bidding (1982)A Theory of Auctions and Comp…Optimal Auction Design (1981)Optimal Auction DesignMartingales and arbitrage in multiperiod securities markets (1979)Martingales and arbitrage in …Equilibrium in Competitive Insurance Markets: An Essay on the Economics of Imperfect Information (1976)Equilibrium in Competitive In…The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)The Market for "Lemons": Qual…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Rational Expectations and the Theory of Price Movements (1961)Rational Expectations and the…COUNTERSPECULATION, AUCTIONS, AND COMPETITIVE SEALED TENDERS (1961)COUNTERSPECULATION, AUCTIONS,…Liquidity Preference as Behavior Towards Risk (1958)Liquidity Preference as Behav…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…Amplification of Uncertainty in Illiquid Markets (2011)Amplification of Uncertainty …EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)Market Liquidity and Funding Liquidity (2008)Network externalities, competition, and compatibility (1985)Standardization, Compatibility, and Innovation (1985)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Investor Psychology and Asset Pricing (2001)Using Online Conversations to Study Word-of-Mouth Communication (2004)The Analysis of Economic Time-Series-Part I: Prices (1953)Optimal Properties of Exponentially Weighted Forecasts (1960)The Economic Implications of Learning by Doing (1971)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Asset Prices in an Exchange Economy (1978)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Financial Intermediation and Delegated Monitoring (1984)Financial Contagion (2000)A Monetary History of the United States, 1867-1960 (2017)A Course in Game Theory (1994)Efficient mechanisms for bilateral trading (1983)The interdisciplinary study of coordination (1994)Noise Trader Risk in Financial Markets (1990)The Evolution of Cooperation (1981)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Resource-Based Theory of Competitive Advantage: Implications for Strategy Formulation (1991)Does the Stock Market Overreact? (1985)Introduction: epistemic communities and international policy coordination (1992)Postwar U.S. Business Cycles: An Empirical Investigation (1997)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)
this work references cited by second hop

References

  • 1970The Market for "Lemons": Quality Uncertainty and the Market Mechanism22,977 cited
  • 1936The General Theory of Employment, Interest and Money.14,486 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1983Bank Runs, Deposit Insurance, and Liquidity9,689 cited
  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1961COUNTERSPECULATION, AUCTIONS, AND COMPETITIVE SEALED TENDERS7,719 cited
  • 1992A Simple Model of Herd Behavior6,511 cited
  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 1981Optimal Auction Design5,938 cited
  • 1961Rational Expectations and the Theory of Price Movements5,639 cited
  • 1995The Limits of Arbitrage5,282 cited
  • 1976Equilibrium in Competitive Insurance Markets: An Essay on the Economics of Imperfect Information4,984 cited
  • 1982Strategic Information Transmission4,289 cited
  • 1958Liquidity Preference as Behavior Towards Risk3,916 cited
  • 1982A Theory of Auctions and Competitive Bidding3,770 cited
  • 1979Martingales and arbitrage in multiperiod securities markets

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  • 2011Amplification of Uncertainty in Illiquid Markets19 cited