Results 21 to 30 of about 23,024 (167)

Investigating the Effect of Environmental Uncertainty on the Relationship between Herd Behavior and Negative Price Shock in TSE [PDF]

open access: yesIranian Journal of Finance, 2023
The purpose of this study was to investigate the effect of peripheral uncertainty on the relationship between the herd behavior of investors and the price of negative stock shock.
Mohammad Javad Zare Bahnamiri   +1 more
doaj   +1 more source

Investor's “capital” and “popularity” herd behavior in college students P2P platform

open access: yes上海师范大学学报. 自然科学版, 2018
In this paper, using the data of "Su-Rong 360", we verified the existence of herd behavior in the college students peer to peer(P2P) platform by empirical study. We showed that herd behavior exists not only in "capital form", but also in "popularity form"
CHEN Yan, ZHANG Jizhou, FU Yi
doaj   +1 more source

Herd Behavior and Contagion in Financial Markets [PDF]

open access: yesThe B.E. Journal of Theoretical Economics, 2008
We study a sequential trading financial market where there are gains from trade, that is, where informed traders have heterogeneous private values. We show that an informational cascade (i.e., a complete blockage of information) arises and prices fail to aggregate information dispersed among traders.
Marco Cipriani, Antonio Guarino
openaire   +3 more sources

A Mathematical Model of Financial Bubbles: A Behavioral Approach

open access: yesMathematics, 2023
In this work, we propose a mathematical model to describe the price trends of unsustainable growth, abrupt collapse, and eventual stabilization characteristic of financial bubbles.
Andrei Afilipoaei, Gustavo Carrero
doaj   +1 more source

Cryptocurrency and the Herd Behavior

open access: yes, 2022
In the financial market, investors often do not consider the market environment, but only invest based on the investment behavior of others. This is commonly known as Herd behavior. The herd behavior not only takes part in traditional financial markets but also in cryptocurrency markets.
Wang, Zhuocheng   +3 more
openaire   +1 more source

The Consequences of Endogenizing Information for Herd Behavior [PDF]

open access: yesSSRN Electronic Journal, 2003
In models of sequential decision making herd behaviour occurs if the signals smart (dumb) agents receive are (un)correlated and if agents have reputational concerns. We show that introducing costly effort to become informed about project payoffs (i) eliminates herd behaviour and (ii) shifts attention from the incentives for agent 2 to herd to agent 1 ...
Otto H. Swank, Bauke Visser
openaire   +3 more sources

COVID-19 and Herd Behavior in Cryptocurrency Market [PDF]

open access: yesراهبرد مدیریت مالی
Given the global prevalence of COVID-19 affecting financial markets, including cryptocurrency markets, examining trader behavior during the pandemic is particularly intriguing.
Mahdieh Rezagholizadeh   +2 more
doaj   +1 more source

Is There Herd Effect in Farmers’ Land Transfer Behavior?

open access: yesLand, 2022
China’s rural land transfer market has been plagued by issues including poor information transmission, limited scale, and an incoherent structure.
Jia Gao, Rongrong Zhao, Xiao Lyu
doaj   +1 more source

Herd Behavior and Aggregate Fluctuations in Financial Markets [PDF]

open access: yesSSRN Electronic Journal, 1998
We present a simple model of a stock market where a random communication structure between agents generically gives rise to heavy tails in the distribution of stock price variations in the form of an exponentially truncated power law, similar to distributions observed in recent empirical studies of high-frequency market data.
Rama Cont, Jean-Philippe Bouchaud
openaire   +4 more sources

SWITCHING RATES AND THE ASYMPTOTIC BEHAVIOR OF HERDING MODELS [PDF]

open access: yesAdvances in Complex Systems, 2011
Markov chains have experienced a surge of economic interest in the form of behavioral agent-based models that aim at explaining the statistical regularities of financial returns. We review some of the relevant mathematical facts and show how they apply to agent-based herding models, with the particular goal of establishing their asymptotic behavior ...
Milaković, Mishael   +3 more
openaire   +5 more sources

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