SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
An empirical investigation of herding in the U.S. stock market
16 references·12 citing·40 second hop
An empirical investigation of herding in the U.S. stock market (2017)An empirical investigation of herding in …Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window (2010)Economic growth and energy co…An empirical analysis of herd behavior in global stock markets (2010)An empirical analysis of herd…Market stress and herding (2004)Market stress and herdingHerd Behavior in Financial Markets (2000)Herd Behavior in Financial Ma…Can book-to-market, size and momentum be risk factors that predict economic growth? (2000)Can book-to-market, size and …An examination of herd behavior in equity markets: An international perspective (2000)An examination of herd behavi…Mutual Fund Herding and the Impact on Stock Prices (1999)Mutual Fund Herding and the I…Herding among Investment Newsletters: Theory and Evidence (1999)Herding among Investment News…Money and output viewed through a rolling window (1998)Money and output viewed throu…Following the Pied Piper: Do Individual Returns Herd around the Market? (1995)Following the Pied Piper: Do …Analyst Forecasts and Herding Behavior: (1994)Analyst Forecasts and Herding…The impact of institutional trading on stock prices (1992)The impact of institutional t…Sequential Sales, Learning, and Cascades (1992)Sequential Sales, Learning, a…Herd on the Street: Informational Inefficiencies in a Market with Short‐Term Speculation (1992)Herd on the Street: Informati…Some recent development in a concept of causality (1988)Some recent development in a …Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Peer effects in financial economics: A literature survey (2023)Peer effects in financial eco…Herding in the Chinese renewable energy market: Evidence from a bootstrapping time-varying coefficient autoregressive model (2023)Herding in the Chinese renewa…An empirical investigation of COVID-19 effects on herding behaviour in USA and UK stock markets using a quantile regression approach (2023)An empirical investigation of…Industry herding in crypto assets (2022)Industry herding in crypto as…Herding behaviour in the capital market: What do we know and what is next? (2021)Herding behaviour in the capi…Determinants of industry herding in the US stock market (2021)Determinants of industry herd…Investor Sentiment and Herding Behavior in the Korean Stock Market (2020)Investor Sentiment and Herdin…Does Herding Behaviour Among Traders Increase During Covid 19 Pandemic? Evidence from the Cryptocurrency Market (2020)Does Herding Behaviour Among …Cryptocurrency liquidity during extreme price movements: is there a problem with virtual money? (2020)Cryptocurrency liquidity duri…The evolution of herd behavior: Will herding disappear over time? (2019)The evolution of herd behavio…Herding and equity market liquidity in emerging market. Evidence from Vietnam (2019)Herding and equity market liq…Herd behavior and idiosyncratic volatility in a frontier market (2018)Herd behavior and idiosyncrat…Bank Runs, Deposit Insurance, and Liquidity (1983)Herd Behavior and Investment (1988)A Simple Model of Herd Behavior (1992)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)Responding to global infectious disease outbreaks: Lessons from SARS on the role of risk perception, communication and management (2006)The General Theory of Employment, Interest and Money. (1936)Continuous Auctions and Insider Trading (1985)Noise Trader Risk in Financial Markets (1990)The portfolio flows of international investors (2001)Institutional Herding (2003)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)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Does financial development cause economic growth? Time-series evidence from 16 countries (1996)The long-run and causal analysis of energy, growth, openness and financial development on carbon emissions in Turkey (2012)Determinants of CO2 emissions in the European Union: The role of renewable and non-renewable energy (2016)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)Equilibrium Cross Section of Returns (2003)Industry Concentration and Average Stock Returns (2003)Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole (2003)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)Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)On Persistence in Mutual Fund Performance (1997)Institutional Investors and Equity Prices (2001)Asset Fire Sales (and Purchases) in Equity Markets (2005)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)Rational herding in financial economics (1996)Why Don’t Issuers Get Upset About Leaving Money on the Table in IPOs? (2002)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)
this work references cited by second hop

References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1988Some recent development in a concept of causality2,982 cited
  • 1992The impact of institutional trading on stock prices2,068 cited
  • 1999Mutual Fund Herding and the Impact on Stock Prices1,730 cited
  • 1992Sequential Sales, Learning, and Cascades1,301 cited
  • 2000An examination of herd behavior in equity markets: An international perspective1,288 cited
  • 2000Herd Behavior in Financial Markets1,232 cited
  • 1995Following the Pied Piper: Do Individual Returns Herd around the Market?1,170 cited
  • 1992Herd on the Street: Informational Inefficiencies in a Market with Short‐Term Speculation1,088 cited
  • 2000Can book-to-market, size and momentum be risk factors that predict economic growth?1,012 cited
  • 1994Analyst Forecasts and Herding Behavior:943 cited
  • 2010An empirical analysis of herd behavior in global stock markets880 cited
  • 1999Herding among Investment Newsletters: Theory and Evidence759 cited
  • 2004Market stress and herding682 cited
  • 2010Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window601 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 1998Money and output viewed through a rolling window319 cited
  • Cited by

    • 2018Herd behavior and idiosyncratic volatility in a frontier market71 cited
    • 2020Investor Sentiment and Herding Behavior in the Korean Stock Market70 cited
    • 2021Herding behaviour in the capital market: What do we know and what is next?58 cited
    • 2020Cryptocurrency liquidity during extreme price movements: is there a problem with virtual money?46 cited
    • 2023Peer effects in financial economics: A literature survey42 cited
    • 2019Herding and equity market liquidity in emerging market. Evidence from Vietnam42 cited
    • 2021Determinants of industry herding in the US stock market39 cited
    • 2019The evolution of herd behavior: Will herding disappear over time?35 cited
    • 2022Industry herding in crypto assets25 cited
    • 2023Herding in the Chinese renewable energy market: Evidence from a bootstrapping time-varying coefficient autoregressive model25 cited
    • 2023An empirical investigation of COVID-19 effects on herding behaviour in USA and UK stock markets using a quantile regression approach23 cited
    • 2020Does Herding Behaviour Among Traders Increase During Covid 19 Pandemic? Evidence from the Cryptocurrency Market23 cited