Identifying the transition from efficient-market to herding behavior : using a method from econophysics
María José Muñoz Torrecillas, Rossitsa Yalamova and Bill McKelvey
| Year of publication: |
April-June 2016
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| Authors: | Muñoz Torrecillas, María José ; Yalamova, Rossitsa ; McKelvey, Bill |
| Published in: |
The journal of behavioral finance : a publication of the Institute of Behavioral Finance. - Abingdon : Routledge, ISSN 1542-7560, ZDB-ID 2110458-X. - Vol. 17.2016, 2, p. 157-182
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| Subject: | Herding behavior | Identifying herding | Herding-on | -off | Dot.com bubble | Hurst exponent | Econophysics | Detrended fluctuation analysis | Herdenverhalten | Herding | Ökonophysik | Theorie | Theory | Spekulationsblase | Bubbles | Anlageverhalten | Behavioural finance | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/15427560.2016.1170680 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011590974