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An empirical investigation of herding in the U.S. stock market · Study

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ArticleAn empirical investigation of herding in the U.S. stock market

Adam E. Clements2017

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An empirical investigation of herding in the U.S. stock market

Adam E. Clements · Stan Hurn · Shuping Shi

71 citations·0/0 files stored·Economic Modelling

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

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References

1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods 1988Some recent development in a concept of causality 1992The impact of institutional trading on stock prices 1999Mutual Fund Herding and the Impact on Stock Prices 1992Sequential Sales, Learning, and Cascades 2000An examination of herd behavior in equity markets: An international perspective 2000Herd Behavior in Financial Markets 1995Following the Pied Piper: Do Individual Returns Herd around the Market?

Cited by

2018Herd behavior and idiosyncratic volatility in a frontier market 2020Investor Sentiment and Herding Behavior in the Korean Stock Market 2021Herding behaviour in the capital market: What do we know and what is next?2020Cryptocurrency liquidity during extreme price movements: is there a problem with virtual money?2023Peer effects in financial economics: A literature survey 2019Herding and equity market liquidity in emerging market. Evidence from Vietnam

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2014Herding on fundamental information: A comparative studyarticle · 13 shared references 2021Herding behaviour in the capital market: What do we know and what is next?article · 13 shared references 2022Herding and China's market-wide circuit breakerarticle · 13 shared references 2017Did Investors Herd during the Financial Crisis? Evidence from the US Financial Industryarticle · 13 shared references 2017Herd behavior of the overall market: Evidence based on the cross-sectional comovement of returnsarticle · 13 shared references 2016Herd Mentality in the Stock Market: On the Role of Idiosyncratic Participants with Heterogeneous Informationarticle · 12 shared references

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Year2017

Typearticle

Published2017-02-07

VenueEconomic Modelling

ISSN-L0264-9993

Languageen

Citations71

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.econmod.2016.12.015

openalex_workW2586299342

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2021Determinants of industry herding in the US stock market

2019The evolution of herd behavior: Will herding disappear over time?