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Investors’ Fear and Herding Behavior: Evidence from the Taiwan Stock Market
16 references·5 citing·48 second hop
Investors’ Fear and Herding Behavior: Evidence from the Taiwan Stock Market (2017)Investors’ Fear and Herding Behavior: Evi…The 2007–2009 financial crisis and bank opaqueness (2012)The 2007–2009 financial crisi…Hedge Fund Stock Trading in the Financial Crisis of 2007-2009 (2011)Hedge Fund Stock Trading in t…Institutional industry herding (2009)Institutional industry herdingThe Impact of Trades on Daily Volatility (2006)The Impact of Trades on Daily…Market stress and herding (2004)Market stress and herdingAnalysis of intraday herding behavior among the sector ETFs (2004)Analysis of intraday herding …Institutional Herding (2003)Institutional HerdingThe Investor Fear Gauge (2000)The Investor Fear GaugeAn examination of herd behavior in equity markets: An international perspective (2000)An examination of herd behavi…Herding and Feedback Trading by Institutional and Individual Investors (1999)Herding and Feedback Trading …Emerging equity market volatility (1997)Emerging equity market volati…Delayed Reaction to Good News and the Cross-Autocorrelation of Portfolio Returns (1996)Delayed Reaction to Good News…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…Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …Quantile connectedness between VIX and global stock markets (2024)Quantile connectedness betwee…The impact of VIX on China’s financial market: A new perspective based on high-dimensional and time-varying methods (2022)The impact of VIX on China’s …Does herding behavior exist in the Mongolian stock market? (2020)Does herding behavior exist i…Comparison of the Effect of Vix Fear Index on Stock Exchange Indices of Developed and Developing Countries: the G20 Case (2020)Comparison of the Effect of V…The impacts of overseas market shocks on the CDS-option basis (2018)The impacts of overseas marke…On the psychology of prediction. (1973)A Simple Model of Herd Behavior (1992)Common risk factors in the returns on stocks and bonds (1993)Investor herding behaviour of Chinese stock market (2013)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 Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Theory of rational option pricing (2005)Model Specification and Risk Premia: Evidence from Futures Options (2007)The VIX, the variance premium and stock market volatility (2014)Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 (2016)Risk, Ambiguity, and the Savage Axioms (1961)Judgment under Uncertainty: Heuristics and Biases (1975)The Framing of Decisions and the Psychology of Choice (1981)Exploration and Exploitation in Organizational Learning (1991)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)Theory of games and economic behavior (2019)Risk, Return, and Equilibrium: Empirical Tests (1973)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Mutual Fund Herding and the Impact on Stock Prices (1999)Institutional Investors and Equity Prices (2001)What Makes Investors Trade? (2001)Herd Behavior and Investment (1988)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)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Asymmetric Volatility and Risk in Equity Markets (2000)Asymmetric correlations of equity portfolios (2002)Individualism and Momentum around the World (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)Continuous Auctions and Insider Trading (1985)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Greener Pastures and the Impact of Dynamic Institutional Preferences (2003)Caught on tape: Institutional trading, stock returns, and earnings announcements (2008)Corporate Finance Policies and Social Networks (2016)Advances in prospect theory: Cumulative representation of uncertainty (1992)
this work references cited by second hop

References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 1992The impact of institutional trading on stock prices2,068 cited
  • 1997Emerging equity market volatility1,703 cited
  • 1999Herding and Feedback Trading by Institutional and Individual Investors1,587 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
  • 2000The Investor Fear Gauge1,097 cited
  • 2003Institutional Herding898 cited
  • 2004Market stress and herding682 cited
  • 2011Hedge Fund Stock Trading in the Financial Crisis of 2007-2009447 cited
  • 2009Institutional industry herding387 cited
  • 2012The 2007–2009 financial crisis and bank opaqueness340 cited
  • 2004Analysis of intraday herding behavior among the sector ETFs291 cited
  • 1996Delayed Reaction to Good News and the Cross-Autocorrelation of Portfolio Returns274 cited
  • 2006The Impact of Trades on Daily Volatility

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269 cited

Cited by

  • 2020Does herding behavior exist in the Mongolian stock market?47 cited
  • 2022The impact of VIX on China’s financial market: A new perspective based on high-dimensional and time-varying methods41 cited
  • 2024Quantile connectedness between VIX and global stock markets39 cited
  • 2018The impacts of overseas market shocks on the CDS-option basis28 cited
  • 2020Comparison of the Effect of Vix Fear Index on Stock Exchange Indices of Developed and Developing Countries: the G20 Case26 cited