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Noise Traders and Herding Behavior
Redding, Lee Scott - 1996
Recent developments in financial economics have included many explorations into market microstructure, that is, the internal functioning of markets and the ways in which they provide liquidity to traders. An important contribution of this literature is that prices can deviate from their...
Persistent link: https://www.econbiz.de/10014396062
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Measuring financial interdependence in asset markets with an application to eurozone equities
Fry-McKibbin, Renée; Hsiao, Cody Yu-Ling; Martin, Vance - In: Journal of banking & finance 122 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012659252
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Collateralization and asset price bubbles when investors disagree about risk
Broer, Tobias; Kero, Afroditi - In: Journal of banking & finance 128 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012821680
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Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications
Ruenzi, Stefan; Ungeheuer, Michael; Weigert, Florian - In: Journal of banking & finance 115 (2020), pp. 1-31
Persistent link: https://www.econbiz.de/10012489163
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Learning about noise
Marmora, Paul; Ryčkov, Oleg - In: Journal of banking & finance 89 (2018), pp. 209-224
Persistent link: https://www.econbiz.de/10011963117
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Parameter uncertainty and the rational expectations model of the term structure
Ederington, Louis H. - In: Journal of banking & finance 19 (1995) 2, pp. 207-223
Persistent link: https://www.econbiz.de/10001180784
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Expectations and learning in Iowa
Bondarenko, Oleg; Bossaerts, Peter L. - In: Journal of banking & finance 24 (2000) 9, pp. 1535-1555
Persistent link: https://www.econbiz.de/10001501620
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Time-series momentum in nearly 100 years of stock returns
Lim, Bryan Y.; Wang, Jiaguo; Yao, Yaqiong - In: Journal of banking & finance 97 (2018), pp. 283-296
Persistent link: https://www.econbiz.de/10011968748
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Investor sentiment and the MAX effect
Fong, Wai-mun; Toh, Benjamin - In: Journal of banking & finance 46 (2014), pp. 190-201
Persistent link: https://www.econbiz.de/10010467826
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Insiders' incentives for asymmetric disclosure and firm-specific information flows
Jiang, Li; Kim, Jeong-bon; Pang, Lei - In: Journal of banking & finance 37 (2013) 9, pp. 3562-3576
Persistent link: https://www.econbiz.de/10010126320