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Industry herding in crypto assets
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Industry herding in crypto assets (2022)Industry herding in crypto assetsMeasuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Speculative bubbles in Bitcoi…Style investing (2003)Style investingBad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Bad News Travels Slowly: Size…An examination of herd behavior in equity markets: An international perspective (2000)An examination of herd behavi…Do Industries Explain Momentum? (1999)Do Industries Explain Momentu…A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)A Unified Theory of Underreac…A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.1 (1998)A model of investor sentiment…Why Bounded Rationality (1996)Why Bounded RationalityRational herding in financial economics (1996)Rational herding in financial…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…Sequential Sales, Learning, and Cascades (1992)Sequential Sales, Learning, a…A Simple Model of Herd Behavior (1992)A Simple Model of Herd Behavi…Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Positive Feedback Investment …Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: H…The Nature of the Firm (1937)An Evolutionary Theory of Economic Change. (1983)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Investor Psychology and Asset Pricing (2001)Evolutionary games on graphs (2007)Salience and Taxation: Theory and Evidence (2009)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Price Momentum and Trading Volume (2000)Economic Links and Predictable Returns (2008)Time Series Momentum (2011)Essays in Positive Economics (1954)Does the Stock Market Overreact? (1985)Risk Taking by Mutual Funds as a Response to Incentives (1997)The Geography of Investment: Informed Trading and Asset Prices (2001)The General Theory of Employment, Interest and Money. (1936)Network externalities, competition, and compatibility (1985)Standardization, Compatibility, and Innovation (1985)Using Online Conversations to Study Word-of-Mouth Communication (2004)Risk, Return, and Equilibrium: Empirical Tests (1973)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)The Cross‐Section of Volatility and Expected Returns (2006)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Capital markets research in accounting (2001)Continuous Auctions and Insider Trading (1985)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)The Role of Monetary Policy (1995)The Impact of Uncertainty Shocks (2009)Measuring Uncertainty (2015)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)Measuring Geopolitical Risk (2022)Subjective probability: A judgment of representativeness (1972)Availability: A heuristic for judging frequency and probability (1973)On the psychology of prediction. (1973)The Framing of Decisions and the Psychology of Choice (1981)Development of NASA-TLX (Task Load Index): Results of Empirical and Theoretical Research (1988)Epistemic Injustice (2007)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)
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References

  • 1974Judgment under Uncertainty: Heuristics and Biases28,742 cited
  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 1992A Simple Model of Herd Behavior6,511 cited
  • 1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets4,018 cited
  • 1998A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.12,865 cited
  • 2000Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies2,639 cited
  • 1990Positive Feedback Investment Strategies and Destabilizing Rational Speculation2,197 cited
  • 1992The impact of institutional trading on stock prices2,068 cited
  • 1999Do Industries Explain Momentum?1,770 cited
  • 1996Why Bounded Rationality1,522 cited
  • 2015Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin1,386 cited
  • 1992Sequential Sales, Learning, and Cascades1,301 cited
  • 2000An examination of herd behavior in equity markets: An international perspective1,288 cited
  • 1996Rational herding in financial economics

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1,272 cited
  • 1995Following the Pied Piper: Do Individual Returns Herd around the Market?1,170 cited
  • 2003Style investing971 cited
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