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Searching out of Trading Noise: A Study of Intraday Transactions Cost. (2011). Sun, David ; Lin, William ; Tsai, Shih-Chuan.
In: MPRA Paper.
RePEc:pra:mprapa:28937.

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  1. 1. Admati, A. R., (1991), “The Informational Role of Prices,” Journal of Monetary Economics 28,347-361.
    Paper not yet in RePEc: Add citation now

  2. 2. Avery, C. and Zemsky, P.. (1998), “Multidimensional uncertainty and herd behavior in financial markets,” American Economic Review 88, no. 4, 724-748.

  3. 3. Banerjee, A.. (1992), “A Simple Model of Herd Behavior,” Quarterly Journal of Economics 107, 797-817.

  4. 5. Bouchaud, J.P.. (2002), “An Introduction to Statistical Finance,” Physica A 313, 238-251.

  5. 6. Chang, E. C.; Cheng, J. W.; Khoran, A., (2000), “An examination of herd behavior in equity markets: An international perspective,” Journal of Banking and Finance 24, no. 10, 1651-1699.

  6. 7. Chakraborty, A. and Yilmaz, B., (2004), Manipulation in market order models, Journal of Financial Markets 7(2), 187-206.

  7. 8. Christie, W. G., and Huang, R. D.. (1995), “Following the pied piper: Do individual returns herd around the market?” Financial Analyst Journal 51, no. 4, 31-37
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  8. 9. Christoffersen, S. K. and Tang, Y., (2009), “Institutional Herding and Information Cascades: Evidence from Daily Trades,” Working Paper, McGill University.
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  2. Why Do Institutional Investors Chase Return Trends?. (2012). Kaniel, Ron ; Alt, Aydogan ; Yoeli, Uzi .
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  3. Behavioral Biases, Informational Externalities, and Efficiency in Endogenous-Timing Herding Games: an Experimental Study. (2010). Peck, James ; Levin, Dan ; Ivanov, Asen.
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  8. Transaction costs and informational cascades in financial markets: Theory and experimental evidence.. (2007). Guarino, Antonio ; Cipriani, Marco.
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  18. Is playing alone in the darkness sufficient to prevent informational cascades?. (2005). Morone, Andrea ; Fiore, Annamaria.
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  19. Signal Accuracy and Informational Cascades. (2005). Pastine, Ivan.
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  20. Social Learning in Continuous Time: When are Informational Cascades More Likely to be Inefficient?. (2005). Pastine, Ivan.
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  21. Dynamic Monopoly Pricing and Herding. (2005). Vesterlund, Lise ; Ottaviani, Marco ; Bose, Subir ; Orosel, Gerhard O.
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  28. Herding and Contrarian Behavior in Financial Markets: An Internet Experiment. (2005). Roider, Andreas ; Oechssler, Jörg ; Drehmann, Mathias.
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