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What Causes Herding:Information Cascade or Search Cost ?. (2010). Sun, David ; Lin, William ; Tsai, Shih-Chuan.
In: MPRA Paper.
RePEc:pra:mprapa:20217.

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  1. International Mutual Funds, Capital Flow Volatility, and Contagion – A Survey. (2011). Gelos, R. Gaston.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/092.

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References

References cited by this document

  1. 1. Avery, C. and Zemsky, P., 1998, Multidimensional uncertainty and herd behavior in financial markets, American Economic Review, 88(4), 724-748.

  2. 2. Banerjee, A., 1992, A Simple Model of Herd Behavior, Quarterly Journal of Economics, 107, 797-817.

  3. 3. Barber, B. M., Odean, T. and Zhu, N., 2003, Systematic Noise, Working paper, University of California, Berkeley.
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  4. 4. Bikhchandani, S., D. Hirshleifer, and Welch, I., 1992, A Theory of Fads, Fashion, Custom, and Cultural Change as Informational Cascades, Journal of Political Economy 100, 992-1026.

  5. 5. Bouchaud, J.P., 2002, An Introduction to Statistical Finance, Physical A 313, 238-251.

  6. 6. Chang, E. C., Cheng, J. W., and Khoran, A., 2000, An examination of herd behavior in equity markets: An international perspective, Journal of Banking and Finance, Vol. 24 (10), pp. 1651-1699.

  7. 7. Christie, W. G., and Huang, R. D., 1995, Following the pied piper: Do individual returns herd around the market? Financial Analyst Journal, Vol. 51 (4), pp. 31-37
    Paper not yet in RePEc: Add citation now
  8. 8. Christoffersen, S. K. and Tang, Y., 2009, Institutional Herding and Information Cascades: Evidence from Daily Trades, Working Paper, McGill University.
    Paper not yet in RePEc: Add citation now

  9. 9. Cont, R. and Bouchaud, J.P., 2000, Herd Behavior and Aggregate Fluctuations in Financial Markets,” Macroeconomic Dynamics , 4, 170-196.

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  4. 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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