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Herding in the Chinese and US stock markets: Evidence from a micro-founded approach
16 references·1 citing·39 second hopsampled
Herding in the Chinese and US stock markets: Evidence from a micro-founded approach (2022)Herding in the Chinese and US stock marke…Can investor sentiment be a momentum time-series predictor? Evidence from China (2017)Can investor sentiment be a m…Herding and excessive risk in the American stock market: A sectoral analysis (2016)Herding and excessive risk in…Differences in herding: Individual vs. institutional investors (2016)Differences in herding: Indiv…Why a simple herding model may generate the stylized facts of daily returns: explanation and estimation (2014)Why a simple herding model ma…Structural stochastic volatility in asset pricing dynamics: Estimation and model contest (2012)Structural stochastic volatil…An empirical analysis of herd behavior in global stock markets (2010)An empirical analysis of herd…Applying the method of simulated moments to estimate a small agent-based asset pricing model (2009)Applying the method of simula…Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach (2007)Time variation of higher mome…Herding 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 herdingAn examination of herd behavior in equity markets: An international perspective (2000)An examination of herd behavi…Herd Behaviour, Bubbles and Crashes (1995)Herd Behaviour, Bubbles and C…Following the Pied Piper: Do Individual Returns Herd around the Market? (1995)Following the Pied Piper: Do …Ants, Rationality, and Recruitment (1993)Ants, Rationality, and Recrui…The impact of institutional trading on stock prices (1992)The impact of institutional t…Peer effects in corporate advertisement expenditure: Evidence from China (2022)Peer effects in corporate adv…Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Herd Behavior and Investment (1988)Cross-country effects in herding behaviour: Evidence from four south European markets (2011)Investor herding behaviour of Chinese stock market (2013)Do investors exhibit behavioral biases in investment decision making? A systematic review (2018)Extreme Correlation of International Equity Markets (2001)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Herding on fundamental information: A comparative study (2014)Mutual Fund Herding and the Impact on Stock Prices (1999)Herding in financial markets: a review of the literature (2013)The Influence of Behavioral Factors in Making Investment Decisions and Performance: Study on Investors of Colombo Stock Exchange, Sri Lanka (2014)On the psychology of prediction. (1973)A Simple Model of Herd Behavior (1992)Common risk factors in the returns on stocks and bonds (1993)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)Mean Reversion in Stock Prices: Evidence and Implications (1987)Noise Trader Risk in Financial Markets (1990)VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS (2000)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)Heterogeneous Agent Models in Economics and Finance (2005)The spandrels of San Marco and the Panglossian paradigm: a critique of the adaptationist programme (1979)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Competing Technologies, Increasing Returns, and Lock-In by Historical Events (1989)The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions (1998)Manias, Panics, and Crashes: A History of Financial Crises (1979)A Rational Route to Randomness (1997)Empirical properties of asset returns: stylized facts and statistical issues (2001)Financial power laws: Empirical evidence, models, and mechanisms (2016)Complexity and the Economics of Climate Change: A Survey and a Look Forward (2017)Some stylized facts of the cryptocurrency market (2018)Herd on the Street: Informational Inefficiencies in a Market with Short‐Term Speculation (1992)Capital Market Equilibrium with Restricted Borrowing (1972)Foreign Speculators and Emerging Equity Markets (2000)
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References

  • 1992The impact of institutional trading on stock prices2,068 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
  • 1995Herd Behaviour, Bubbles and Crashes1,054 cited
  • 1993Ants, Rationality, and Recruitment986 cited
  • 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?409 cited
  • 2012Structural stochastic volatility in asset pricing dynamics: Estimation and model contest236 cited
  • 2007Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach181 cited
  • 2017Can investor sentiment be a momentum time-series predictor? Evidence from China165 cited
  • 2016Differences in herding: Individual vs. institutional investors151 cited
  • 2016Herding and excessive risk in the American stock market: A sectoral analysis116 cited
  • 2009Applying the method of simulated moments to estimate a small agent-based asset pricing model

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102 cited
  • 2014Why a simple herding model may generate the stylized facts of daily returns: explanation and estimation98 cited
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    • 2022Peer effects in corporate advertisement expenditure: Evidence from China9 cited