SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Herding by corporates in the US and the Eurozone through different market conditions
16 references·4 citing·34 second hop
Herding by corporates in the US and the Eurozone through different market conditions (2020)Herding by corporates in the US and the E…CoVaR (2016)CoVaRDeciphering the Liquidity and Credit Crunch 2007–2008 (2009)Deciphering the Liquidity and…Market Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…Herd Behavior in Financial Markets (2000)Herd Behavior in Financial Ma…Financial Contagion (2000)Financial ContagionAn 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 …On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Rational herding in financial economics (1996)Rational herding in financial…Multifactor Explanations of Asset Pricing Anomalies (1996)Multifactor Explanations of A…Size and Book-to-Market Factors in Earnings and Returns (1995)Size and Book-to-Market Facto…The impact of institutional trading on stock prices (1992)The impact of institutional t…Constraints on short-selling and asset price adjustment to private information (1987)Constraints on short-selling …Intentional and spurious herding behavior: A sentiment driven analysis (2023)Intentional and spurious herd…Herding behavior and systemic risk in global stock markets (2023)Herding behavior and systemic…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…Unintentional herd behavior via the Google search volume index in international equity markets (2022)Unintentional herd behavior v…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)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)Industry costs of equity (1997)Investor Psychology and Security Market Under‐ and Overreactions (1998)Risk, Return, and Equilibrium: Empirical Tests (1973)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)An Intertemporal Capital Asset Pricing Model (1973)The Cross-Section of Expected Stock Returns (1992)Credit Rationing in Markets with Imperfect Information (1981)Bank Runs, Deposit Insurance, and Liquidity (1983)Continuous Auctions and Insider Trading (1985)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Determinants of corporate borrowing (1977)Bank lending during the financial crisis of 2008 (2009)Evaluating Interval Forecasts (1998)Liquidity and leverage (2008)SRISK: A conditional capital shortfall measure of systemic risk (2017)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2022)A Monetary History of the United States 1867-1960 (1964)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Systemic Risk and Stability in Financial Networks (2015)Extreme Correlation of International Equity Markets (2001)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)
this work references cited by second hop

References

  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1996Multifactor Explanations of Asset Pricing Anomalies6,710 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 1995Size and Book-to-Market Factors in Earnings and Returns3,456 cited
  • 2000Financial Contagion3,393 cited
  • 2009Deciphering the Liquidity and Credit Crunch 2007–20083,326 cited
  • 2016CoVaR2,395 cited
  • 1992The impact of institutional trading on stock prices2,068 cited
  • 1987Constraints on short-selling and asset price adjustment to private information1,796 cited
  • 1999Mutual Fund Herding and the Impact on Stock Prices1,730 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
  • 1996Rational herding in financial economics1,272 cited
  • 2000Herd Behavior in Financial Markets

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

1,232 cited

Cited by

  • 2023Herding behavior and systemic risk in global stock markets51 cited
  • 2022Unintentional herd behavior via the Google search volume index in international equity markets33 cited
  • 2023Intentional and spurious herding behavior: A sentiment driven analysis26 cited
  • 2023An empirical investigation of COVID-19 effects on herding behaviour in USA and UK stock markets using a quantile regression approach23 cited