Investor-herding and risk-profiles : a State-Space model-based assessment
Year of publication: |
2020
|
---|---|
Authors: | Nath, Harmindar B. ; Brooks, Robert |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 62.2020, p. 1-22
|
Subject: | Herd behaviour | Leverage effect | Quantile regression | Risk aversion | State-Space models | Theorie | Theory | Zustandsraummodell | State space model | Herdenverhalten | Herding | Risikoaversion | Regressionsanalyse | Regression analysis | Schätzung | Estimation |
-
Investor-herding and risk-profiles : a State-Space model-based assessment
Nath, Harminder B., (2020)
-
Herding behavior, market sentiment and volatility : will the bubble resume?
Bekiros, Stelios, (2017)
-
Analyzing herding behavior in commodities markets : an empirical approach
Raimundo Júnior, Gerson de Souza, (2020)
- More ...
-
Nath, Harmindar B., (2015)
-
The Sydney Olympic Games announcement and Australian stock market reaction
Berman, Gabrielle, (2000)
-
Brooks, Robert, (1998)
- More ...