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Is anti-herding behavior spurious?
Finance Research Letters, 2019Abstract Herding behavior has been in the epicenter of a heated debate over the past three decades across traditional and alternative asset markets. Establishing the existence of herding relies on a standard regression-based testing procedure. Employing Monte Carlo simulations we show that spurious anti-herding behavior might emerge even if the ...
Stavros Stavroyiannis +3 more
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Revisiting Herding Behavior: Likelihood Evidence
SSRN Electronic Journal, 2013We examine herding behavior in the US stock market, employing 30 blue chip companies of the Dow Jones Industrial Average Index, through 2001-2011. We propose a novel multivariate stochastic volatility methodology extended to allow for common factors that detect and measure the contribution of herding conditional on stylized-fact features of returns. We
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HERDING BEHAVIOR IN ISLAMIC INDICES
2023This study aims to assess and identify the impact of herding behaviors on Islamic indices in various developed and developing countries within the financial market. The data used for analysis spans from January 01, 2011, to January 08, 2021, consisting of daily observations of Shariah-compliant indices.
ALVİ, Jahanzaib, REHAN, Muhammad
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Herding behavior in asset markets
Journal of Financial Stability, 2009Abstract This paper examines the origins of herding behavior in asset markets and its potential to produce a price bubble. I present a model which explains the emergence and the development of herding behavior via asymmetric information and Baysian learning.
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Herding Behavior between Rating Agencies
2019We investigate whether credit rating agencies systematically follow each other's rating decisions. Therefore we rely on the rotation of rating analysts within credit rating agencies and their impact on the rating. Using this institutional setup we can disentangle causal herding behavior from simple co-movement between credit rating agencies due to ...
Rieber, Alexander, Schechinger, Steffen
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Herding Behavior in Commodity ETFs
SSRN Electronic Journal, 2023Abdollah Ah Mand +3 more
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Horse Herd Behavioral Optimization Algorithm
This paper proposes a heuristic optimization algorithm based on horse herd behavior—Horse Herd Behavioral Optimization (HHBO)—that fully simulates the social behavior and biological characteristics of horses. This algorithm achieves a balance between global exploration and local exploitation through a dynamic leadership rotation mechanism, an ...openaire +1 more source
Herd Behavior: Safety in Numbers
2013The financial crisis of 2008 revealed the fragility of financial systems. One cause of that fragility may have been herd behavior on the part of financial market participants that had all adopted common behaviors and investment strategies. Evidence for such behavior is provided by former Citigroup CEO Chuck Prince’s comments about investing in mortgage-
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Mechanical behavior of high-entropy alloys
Progress in Materials Science, 2021Dongyue Li, Yong Zhang, Yanfei Gao
exaly