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The effect of ambiguity on price formation and trading behavior in financial markets

Li, Wenhui; Ockenfels, Peter; Wilde, Christian - 2021

This paper sets up an experimental asset market in the laboratory to investigate the effects of ambiguity on price formation and trading behavior in financial markets. The obtained trading data is used to analyze the effect of ambiguity on various market outcomes (the price level, volatility,...

Persistent link: https://www.econbiz.de/10012663127

YOLO trading : riding with the herd during the GameStop episode

Lyócsa, Štefan; Baumöhl, Eduard; Výrost, Tomáš - In: Finance research letters 46 (2022) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10013341485

Algorithmic trading, what if it is just an illusion? : evidence from experimental asset markets

Jacob-Leal, Sandrine; Hanaki, Nobuyuki - In: Journal of behavioral and experimental economics 112 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10015077381

Sentimental herding in Borsa Istanbul : informed versus uninformed

Solakoğlu, Mehmet Nihat; Demir, Nazmi - In: Applied economics letters 21 (2014) 13/15, pp. 965-968

Persistent link: https://www.econbiz.de/10010418301

Sectoral herding behaviour in the Indian financial market

Madaan, Veena; Shrivastava, Monica - In: Global business & economics review 26 (2022) 2, pp. 185-213

Persistent link: https://www.econbiz.de/10012887569

An empirical analysis of herding behaviour : evidence from developed and frontier financial markets

Hakmaoui, Abdelati; El Jebari, Ouael - In: International journal of computational economics and … 13 (2023) 4, pp. 374-403

Persistent link: https://www.econbiz.de/10014439720

Herding behavior and volatility clustering in financial markets

Schmitt, Noemi; Westerhoff, Frank H. - 2016

fundamental trading rules to determine their orders. Volatility clustering arises in our model due to speculators' herding … financial markets, technical and fundamental analysis, heterogeneity, herding behavior, method of simulated moments …

Persistent link: https://www.econbiz.de/10011441292

Destabilizing impacts of herding behaviour in Portuguese capital market

Leite, Gabriela Marques; Machado-Santos, Carlos; Silva, … - In: Revista de métodos cuantitativos para la economía y … 25 (2018), pp. 3-22

The present work seeks to analyze the herding behavior phenomenon as a destabilizing factor of the capital market …, while studying the relation between the herding behavior phenomenon and market profitability and volatility. The results … allow us to verify the existence of a significant intensity of herding, especially when price variation occurs. Conversely …

Persistent link: https://www.econbiz.de/10011867545

Herding behavior, market sentiment and volatility : will the bubble resume?

Bekiros, Stelios; Jlassi, Mouna; Lucey, Brian M.; … - In: The North American journal of economics and finance : a … 42 (2017), pp. 107-131

Persistent link: https://www.econbiz.de/10011938084

Herding and market volatility

Fei, Tianlun; Liu, Xiaoquan - In: International review of financial analysis 78 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10013252516