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Herding and Flash Events: Evidence From the 2010 Flash Crash · Study

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ArticleHerding and Flash Events: Evidence From the 2010 Flash Crash

Rıza Demirer2018

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Articlegreen2018

Herding and Flash Events: Evidence From the 2010 Flash Crash

Rıza Demirer · Karyl B. Leggio · Donald D. Lien

34 citations·0/0 files stored·Finance research letters

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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

2000An examination of herd behavior in equity markets: An international perspective 2000Herd Behavior in Financial Markets 2011The Microstructure of the “Flash Crash”: Flow Toxicity, Liquidity Crashes, and the Probability of Informed Trading 2004Analysis of intraday herding behavior among the sector ETFs 2014Herding on fundamental information: A comparative study 2010Do investors herd in emerging stock markets?: Evidence from the Taiwanese market 2010Does herding affect volatility? Implications for the Spanish stock market 2018Mutual fund herding and stock price crashes

Cited by

2022Does herding behavior explain the contagion of the COVID-19 crisis?2023What is going on with studies on financial speculation? Evidence from a bibliometric analysis 2021COVID-19 Pandemic and Investor Herding in International Stock Markets 2023Risk spillovers connectedness between the US Fintech industry VaR, behavioral biases and macroeconomic instability factors: COVID-19 implications 2022Dynamics of Social Harms in an Algorithmic Context

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Year2018

Typearticle

Published2018-01-01

VenueFinance research letters

ISSN-L1544-6123

Languageen

Citations34

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.frl.2018.12.018

openalex_workW2906614930

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