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Asymmetric loss and herding behaviour of exchange rate forecasters : evidence from South Africa

Tsuchiya, Y.; Kato, T. - In: Applied economics 47 (2015) 52/54, pp. 5841-5852

Persistent link: https://www.econbiz.de/10011348849

Predictability and herding of bourse volatility : an econophysics analogue

Ghosh, Bikramaditya; Krishna, Mysore Chidambareswaran; … - In: Investment management and financial innovations 15 (2018) 2, pp. 317-326

Persistent link: https://www.econbiz.de/10012055468

Analyst herding - whether, why, and when? : two new tests for herding detection in target forecast prices

Reveley, Callum; Shanaev, Savva; Bin, Yu; Panta, Humnath; … - In: Economics and business review 9 (2023) 4, pp. 25-55

Persistent link: https://www.econbiz.de/10015080149

Chapter 12. Forecasters’ Objectives and Strategies

Marinovic, Iván; Ottaviani, Marco; Sorensen, Peter - 2013

This chapter develops a unified modeling framework for analyzing the strategic behavior of forecasters. The theoretical model encompasses reputational objectives, competition for the best accuracy, and bias. Also drawing from the extensive literature on analysts, we review the empirical evidence...

Persistent link: https://www.econbiz.de/10014025236

Herding States and the Predictability of Stock Market Returns

Costa, Filipe; Fortuna, Natércia; Lobão, Júlio - 2022

intense herding state are 0.26% lower per month over a six-month holding period than following an adverse herding state. Our … results are robust to using risk-adjusted returns and a continuous herding variable. Intense herding emerges during periods of … lower returns and higher volatility than adverse herding …

Persistent link: https://www.econbiz.de/10014238536