Showing 1 - 10 of 11
This paper sheds new light on the impact of information risk and market stress on herding of institutional traders from both, a theoretical and an empirical perspective. Using numerical simulations of a herd model, we show that buy and sell herding intensity should increase with information...
Persistent link: https://www.econbiz.de/10010343757
Due to data limitations and the absence of testable, model-based predictions, theory and evidence on herd behavior are … simulations of a herd model to derive new, theory-based predictions for aggregate herding intensity. Using high …
Persistent link: https://www.econbiz.de/10010206126
Due to data limitations and the absence of testable, model-based predictions, theory and evidence on herd behavior are … use numerical simulations of a herd model to derive new, theory-based predictions for aggregate herding intensity. From an … empirical perspective, we employ high-frequency, investor-specific trading data to test the theory-implied impact of information …
Persistent link: https://www.econbiz.de/10009777856
Due to data limitations and the absence of testable, model-based predictions, theory and evidence on herd behavior are … simulations of a herd model to derive new, theory-based predictions for aggregate herding intensity. Using high …
Persistent link: https://www.econbiz.de/10010486709
Due to data limitations and the absence of testable, model-based predictions, theory and evidence on herd behavior are … use numerical simulations of a herd model to derive new, theory-based predictions for aggregate herding intensity. From an … empirical perspective, we employ high-frequency, investor-specific trading data to test the theory-implied impact of information …
Persistent link: https://www.econbiz.de/10010318734
a herd model to derive theory-guided predictions regarding the impact of various aspects of uncertainty on herding …
Persistent link: https://www.econbiz.de/10010318737
Due to data limitations and the absence of testable, model-based predictions, theory and evidence on herd behavior are … simulations of a herd model to derive new, theory-based predictions for aggregate herding intensity. Using high …
Persistent link: https://www.econbiz.de/10010327258
Due to data limitations and the absence of testable, model-based predictions, theory and evidence on herd behavior are … use numerical simulations of a herd model to derive new, theory-based predictions for aggregate herding intensity. From an … empirical perspective, we employ high-frequency, investor-specific trading data to test the theory-implied impact of information …
Persistent link: https://www.econbiz.de/10011268448
herd model to derive theory-guided predictions regarding the impact of various aspects of uncertainty on herding intensity …
Persistent link: https://www.econbiz.de/10010549030
Due to data limitations and the absence of testable, model-based predictions, theory and evidence on herd behavior are … use numerical simulations of a herd model to derive new, theory-based predictions for aggregate herding intensity. From an … empirical perspective, we employ high-frequency, investor-specific trading data to test the theory-implied impact of information …
Persistent link: https://www.econbiz.de/10010685894