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Regime-switching herd behavior: Novel evidence from the Chinese A-share market
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Regime-switching herd behavior: Novel evidence from the Chinese A-share market (2020)Regime-switching herd behavior: Novel evi…An empirical analysis of herd behavior in global stock markets (2010)An empirical analysis of herd…Institutional industry herding (2009)Institutional industry herdingHerding behavior in Chinese stock markets: An examination of A and B shares (2007)Herding behavior in Chinese s…Does herding behavior exist in Chinese stock markets? (2005)Does herding behavior exist i…Market stress and herding (2004)Market stress and herdingEmpirical properties of asset returns: stylized facts and statistical issues (2001)Empirical properties of asset…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 and Feedback Trading by Institutional and Individual Investors (1999)Herding and Feedback Trading …Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior (1995)Momentum Investment Strategie…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…Herd on the Street: Informational Inefficiencies in a Market with Short‐Term Speculation (1992)Herd on the Street: Informati…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Herd Behavior and Investment (1988)Herd Behavior and InvestmentCapital Market Equilibrium with Restricted Borrowing (1972)Capital Market Equilibrium wi…The General Theory of Employment (1937)Network externalities, competition, and compatibility (1985)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)The Limits of Arbitrage (1995)The Categorical Imperative: Securities Analysts and the Illegitimacy Discount (1999)Essays in Positive Economics (1954)Does the Stock Market Overreact? (1985)A Simple Model of Herd Behavior (1992)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)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)Fractional Brownian Motions, Fractional Noises and Applications (1968)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The variation of certain speculative prices (1997)Heterogeneous Agent Models in Economics and Finance (2005)Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)Copula Modeling: An Introduction for Practitioners (2007)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)Institutional Investors and Equity Prices (2001)Foreign Speculators and Emerging Equity Markets (2000)Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)On Persistence in Mutual Fund Performance (1997)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)What Makes Investors Trade? (2001)On the Industry Concentration of Actively Managed Equity Mutual Funds (2005)The arbitrage theory of capital asset pricing (1976)The Cross-Section of Expected Stock Returns (1992)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)
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References

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  • 2001Empirical properties of asset returns: stylized facts and statistical issues3,508 cited
  • 1972Capital Market Equilibrium with Restricted Borrowing3,097 cited
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  • 1999Herding and Feedback Trading by Institutional and Individual Investors1,587 cited
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  • 1995Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior1,177 cited
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  • 2010An empirical analysis of herd behavior in global stock markets880 cited
  • 2004Market stress and herding682 cited
  • 2007Herding behavior in Chinese stock markets: An examination of A and B shares646 cited
  • 2005Does herding behavior exist in Chinese stock markets?

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  • 2009Institutional industry herding387 cited
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