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Herding and Flash Events: Evidence From the 2010 Flash Crash
12 references·8 citing·47 second hop
Herding and Flash Events: Evidence From the 2010 Flash Crash (2018)Herding and Flash Events: Evidence From t…Mutual fund herding and stock price crashes (2018)Mutual fund herding and stock…The case for herding is stronger than you think (2017)The case for herding is stron…Intraday herding on a cross-border exchange (2017)Intraday herding on a cross-b…Industry herding and momentum strategies (2015)Industry herding and momentum…Herding on fundamental information: A comparative study (2014)Herding on fundamental inform…The Microstructure of the “Flash Crash”: Flow Toxicity, Liquidity Crashes, and the Probability of Informed Trading (2011)The Microstructure of the “Fl…Does herding affect volatility? Implications for the Spanish stock market (2010)Does herding affect volatilit…Do investors herd in emerging stock markets?: Evidence from the Taiwanese market (2010)Do investors herd in emerging…Analysis of intraday herding behavior among the sector ETFs (2004)Analysis of intraday herding …Herd Behavior in Financial Markets: A Review (2000)Herd Behavior in Financial Ma…Herd Behavior in Financial Markets (2000)Herd Behavior in Financial Ma…An examination of herd behavior in equity markets: An international perspective (2000)An examination of herd behavi…Business cycle and herding behavior in stock returns: theory and evidence (2024)Business cycle and herding be…What is going on with studies on financial speculation? Evidence from a bibliometric analysis (2023)What is going on with studies…Risk spillovers connectedness between the US Fintech industry VaR, behavioral biases and macroeconomic instability factors: COVID-19 implications (2023)Risk spillovers connectedness…The witching week of herding on bitcoin exchanges (2022)The witching week of herding …Dynamics of Social Harms in an Algorithmic Context (2022)Dynamics of Social Harms in a…Does herding behavior explain the contagion of the COVID-19 crisis? (2022)Does herding behavior explain…COVID-19 Pandemic and Investor Herding in International Stock Markets (2021)COVID-19 Pandemic and Investo…Does Herding Behaviour Among Traders Increase During Covid 19 Pandemic? Evidence from the Cryptocurrency Market (2020)Does Herding Behaviour Among …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)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Investor Herds and Regime-Switching: Evidence from Gulf Arab Stock Markets (2012)The contagion effect of international crude oil price fluctuations on Chinese stock market investor sentiment (2016)Herding behavior and contagion in the cryptocurrency market (2019)Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Cross-country effects in herding behaviour: Evidence from four south European markets (2011)Herding in financial markets: a review of the literature (2013)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)On Persistence in Mutual Fund Performance (1997)Investor Psychology and Security Market Under‐ and Overreactions (1998)The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective (2016)Herding in frontier stock markets: evidence from the Vietnamese stock market (2017)Forecasting oil and gold volatilities with sentiment indicators under structural breaks (2021)The Pricing of Options and Corporate Liabilities (1973)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors (2014)Emotions in the Stock Market (2019)Retail investor attention and herding behavior (2020)The General Theory of Employment, Interest and Money. (1936)Availability: A heuristic for judging frequency and probability (1973)A local and global event sentiment based efficient stock exchange forecasting using deep learning (2019)Herding behaviour in energy stock markets during the Global Financial Crisis, SARS, and ongoing COVID-19* (2020)Expected stock returns and volatility (1987)The conservatism principle and the asymmetric timeliness of earnings1 (1997)Measuring Mutual Fund Flow Pressure as Shock to Stock Returns (2020)Corporate Environmental Information Disclosure and Stock Price Crash Risk: Evidence from Chinese listed heavily polluting companies (2021)Stakeholders and the stock price crash risk: What matters in corporate social performance? (2021)Price, trade size, and information in securities markets (1987)Time and the Process of Security Price Adjustment (1992)Liquidity, Information, and Infrequently Traded Stocks (1996)Fact or friction: Jumps at ultra high frequency (2014)What's Not There: Odd Lots and Market Data (2014)The Economics of High-Frequency Trading: Taking Stock (2016)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)An empirical analysis of herd behavior in global stock markets (2010)A Panic-Prone Pack? The Behavior of Emerging Market Mutual Funds (2000)(Ir)Relevance of Currency Crisis Theory to the Devaluation and Collapse of the Thai Baht (2001)Herding and Contrarian Behavior in Financial Markets (2006)
this work references cited by second hop

References

  • 2000An examination of herd behavior in equity markets: An international perspective1,288 cited
  • 2000Herd Behavior in Financial Markets1,232 cited
  • 2011The Microstructure of the “Flash Crash”: Flow Toxicity, Liquidity Crashes, and the Probability of Informed Trading389 cited
  • 2004Analysis of intraday herding behavior among the sector ETFs291 cited
  • 2014Herding on fundamental information: A comparative study265 cited
  • 2010Do investors herd in emerging stock markets?: Evidence from the Taiwanese market248 cited
  • 2010Does herding affect volatility? Implications for the Spanish stock market169 cited
  • 2018Mutual fund herding and stock price crashes123 cited
  • 2000Herd Behavior in Financial Markets: A Review98 cited
  • 2015Industry herding and momentum strategies50 cited
  • 2017The case for herding is stronger than you think41 cited
  • 2017Intraday herding on a cross-border exchange36 cited

Cited by

  • 2022Does herding behavior explain the contagion of the COVID-19 crisis?32 cited
  • 2023What is going on with studies on financial speculation? Evidence from a bibliometric analysis29 cited
  • 2021COVID-19 Pandemic and Investor Herding in International Stock Markets

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27 cited
  • 2023Risk spillovers connectedness between the US Fintech industry VaR, behavioral biases and macroeconomic instability factors: COVID-19 implications27 cited
  • 2024Business cycle and herding behavior in stock returns: theory and evidence23 cited
  • 2020Does Herding Behaviour Among Traders Increase During Covid 19 Pandemic? Evidence from the Cryptocurrency Market23 cited
  • 2022Dynamics of Social Harms in an Algorithmic Context20 cited
  • 2022The witching week of herding on bitcoin exchanges19 cited