Laplacian-energy-like measure : does it improve the Cross-Sectional Absolute Deviation herding model?
Year of publication: |
2023
|
---|---|
Authors: | Huang, Chuangxia ; Cai, Yaqian ; Yang, Xiaoguang ; Deng, Yanchen ; Yang, Xin |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 127.2023, p. 1-14
|
Subject: | Financial network | Herding model | Laplacian-energy-like | Topological measure | Herdenverhalten | Herding | Theorie | Theory | Messung | Measurement |
-
Herding or Claustrophobia? Using Random Portfolios to Analyze a Measure of Herding
Stein, Roberto, (2012)
-
On the multidimensional extension of countermonotonicity and its applications
Lee, Woojoo, (2014)
-
Mutual funds herding behavior, sentiment, and market volatility
Kholdy, Shady, (2021)
- More ...
-
Financial network structure and systemic risk
Huang, Chuangxia, (2024)
-
Identification of crisis in the Chinese stock market based on complex network
Huang, Chuangxia, (2023)
-
Huang, Chuangxia, (2022)
- More ...