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Herding and Contrarian Behavior in Financial Markets - An Internet Experiment
Roider, Andreas; Drehmann, Mathias; Oechssler, Jorg - Royal Economic Society - RES - 2003
We report results of an internet experiment designed to test the theory of informational cascades in financial markets … the experiment. As predicted by theory, we find that the presence of a flexible market price prevents herding. However …
Persistent link: https://www.econbiz.de/10005022130
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Herding and Contrarian Behavior in Financial Markets - An Internet Experiment
Drehmann, Mathias; Oechssler, Joerg; Roider, Andreas - EconWPA - 2002
We report results of an internet experiment designed to test the theory of informational cascades in financial markets … the experiment. As predicted by theory, we find that the presence of a flexible market price prevents herding. However …
Persistent link: https://www.econbiz.de/10005062726
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Herding and Contrarian Behavior in Financial Markets - An Internet Experiment
Drehmann, Mathias; Oechssler, Joerg; Roider, Andreas - EconWPA - 2002
We report results of an internet experiment designed to test the theory of informational cascades in financial markets … the experiment. As predicted by theory, we find that the presence of a flexible market price prevents herding. However …
Persistent link: https://www.econbiz.de/10005413109
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Herding and Contrarian Behavior in Financial Markets - An Internet Experiment
Drehmann, Mathias; Oechssler, Jörg; Roider, Andreas - University of Bonn, Germany - 2002
We report results of an internet experiment designed to test the theory of informational cascades in financial markets … consulting firm, participated in the experiment. As predicted by theory, we find that the presence of a flexible market price …
Persistent link: https://www.econbiz.de/10004968423
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Herding and contrarian behavior in financial markets : an internet experiment
Drehmann, Mathias; Oechssler, Joerg; Roider, Andreas - 2004 - Revised version: June 2004, First version: November 2002
Lecture on the first SFB/TR 15 meeting, Gummersbach, July, 18 - 20, 2004: We report results of an internet experiment … subjects, including a subsample of 267 consultants from an international consulting firm, participated in the experiment. As …
Persistent link: https://www.econbiz.de/10010361992
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Herding with and without payoff externalities : an internet experiment
Drehman, Mathias; Oechssler, Joerg; Roider, Andreas - 2005
experiment with more than 6000 subjects, including a subsample of 267 consultants from an international consulting firm. We also …
Persistent link: https://www.econbiz.de/10003380747
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Herding with and without payoff externalities - an internet experiment
Drehmann, Mathias (contributor);  … - 2004 - [Elektronische Ressource]
experiment with more than 6000 subjects, including a subsample of 267 consultants from an international consulting firm. We also …) in the context of herding.-- information cascades ; herding ; network effects ; experiment ; internet …
Persistent link: https://www.econbiz.de/10002235094
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Herding behavior in the Chinese stock market and the impact of COVID-19
Maquieira, Carlos; Espinosa Méndez, Christian - In: Estudios de economía 49 (2022) 2, pp. 199-229
We analyze herding behavior in the Chinese stock markets in the context of the COVID-19 pandemic using the cross-sectional absolute deviation (CSAD) model proposed by Chang et al. (2000) to detect herding behavior in the time period between January 30, 2001, and June 12, 2020. We consider stock...
Persistent link: https://www.econbiz.de/10013489813
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Investor sentiment and herding behavior in the Korean stock market
Choi, Ki-hong; Yoon, Seong-min - In: International Journal of Financial Studies : open … 8 (2020) 2/34, pp. 1-14
This paper investigates herding behavior and the connection between herding behavior and investor sentiment. We apply a Cross-Sectional Absolute Deviation (CSAD) approach and the quantile regression method to capture herding behavior in the KOSPI and KOSDAQ stock markets. The analysis results...
Persistent link: https://www.econbiz.de/10012239465
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Does herding behavior exist in cryptocurrency market?
Amirat, Amina; Alwafi, Wafa - In: Cogent economics & finance 8 (2020) 1, pp. 1-10
This paper investigates the existence of herding behavior in cryptocurrencies market. Using data of the 20 large cryptocurrencies and MV Index Solution Crypto Compare Digital Assets for large cap index, we found no evidence of herding behavior using cross-sectional absolute standard deviation...
Persistent link: https://www.econbiz.de/10012219310