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Analyzing Herd Behavior in Global Stock Markets: An Intercontinental Comparison. (2013). Kim, Changki ; Choi, Yangho ; Lee, Woojoo ; Ahn, Jae Youn.
In: Papers.
RePEc:arx:papers:1308.3966.

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Cited: 3

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  1. Measuring herd behavior: properties and pitfalls. (2017). Youn, Ahn Jae ; Woojoo, Lee .
    In: Dependence Modeling.
    RePEc:vrs:demode:v:5:y:2017:i:1:p:316-329:n:19.

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  2. Negative Dependence Concept in Copulas and the Marginal Free Herd Behavior Index. (2015). Ahn, Jae Youn.
    In: Papers.
    RePEc:arx:papers:1503.03180.

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  3. On the multidimensional extension of countermonotonicity and its applications. (2014). Ahn, Jae Youn ; Lee, Woojoo.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:56:y:2014:i:c:p:68-79.

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References

References cited by this document

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  58. Herding behaviour in extreme market conditions: the case of the Athens Stock Exchange. (2008). PHILIPPAS, NIKOLAOS ; Caporale, Guglielmo Maria ; Economou, Fotini.
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  59. Herd behavior towards the market index: Evidence from 21 financial markets. (2008). Wang, Daxue.
    In: IESE Research Papers.
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  60. Policy impacts on Vietnam stock markets: a case of anomalies and disequilibria 2000-2006. (2006). VUONG, Quan Hoang ; Farber, André ; Van Nam, Nguyen.
    In: Working Papers CEB.
    RePEc:sol:wpaper:06-005.

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  61. Multivariate market association and its extremes. (2006). Baur, Dirk.
    In: Journal of International Financial Markets, Institutions and Money.
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  62. Does herding behavior exist in Chinese stock markets?. (2006). Kutan, Ali ; Demirer, Riza.
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  63. Information content and other characteristics of the daily cross-sectional dispersion in stock returns. (2006). Connolly, Robert ; Stivers, Chris .
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  64. Analysis of intraday herding behavior among the sector ETFs. (2004). Mathur, Ike ; Peterson, Mark A. ; Gleason, Kimberly C..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:11:y:2004:i:5:p:681-694.

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  65. Herd Behavior and Cascading in Capital Markets: A Review and Synthesis. (2001). Teoh, Siew Hong ; Hirshleifer, David.
    In: MPRA Paper.
    RePEc:pra:mprapa:5186.

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