Herd Behavior
Herd Behavior in the Japanese Loan Market: Evidence from Bank Panel Data
... of herd behavior among ...follow herd behavior as fund managers or investors in financial ...for herd behavior to take place among ...
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Advantage of prey due to herd behavior in diseases selective system
... the herd behavior of ...to herd behavior of prey, the predation rate ( ) does not play much crucial role in the stability of disease free equilibrium point; whereas it was crucially effected ...
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Herd behavior towards the market index: Evidence from 21 financial markets
... Business cycle study has a long tradition in economics, referring to the periodic fluctuations of economic activity along with its long-term growth trend. There are many explanations for the existence of cycles. For ...
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The Herd Behavior of Risk Averse Investor Based on Information Cost
... In this paper, the traditional basis of BHW model, the intro- duction of investor risk aversion in financial markets and the presence of the characteristics of information costs, with a negative exponential utility ...
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Herd Behavior by Japanese Banks After Financial Deregulation in the 1980s
... about herd behavior by US ...the behavior by more-informed banks from 1982 to ...of herd behavior, we also examine whether the observed behavior created any inefficiency in the ...
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What Explains Herd Behavior in the Chinese Stock Market?
... in all three regressions, providing indirect evidence for herd behavior in the Chinese stock market. As discussed in Section 3, a negative correlation between CSAD and quartic term of market return suggests ...
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Herd Behavior and Rational Expectations: A Test of China’s Market Using Quantile Regression
... that herd behavior may not indicate that investors are ...set, herd behavior may arise, even when investors take a rational act (Bikhchandani and Sharma, ...
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Herd behavior towards the market index: evidence from Romanian stock exchange
... The first stream analyzes the tendency of individuals or certain groups of investors to follow each other and trade an asset at the same time. The statistical measures proposed to assess for herd behavior ...
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Herd Behavior in Financial Markets: An Experiment with Financial Market Professionals
... market has never been tested previously in the laboratory, we cannot compare our results to those of other studies, not even to experiments conducted with students. The closest study is the “…xed price treatment” ...
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A Dynamic Measure of Intentional Herd Behavior in Financial Markets
... on herd behavior in market index has mainly focused on two ...of herd behavior by monitoring the stock returns dispersions between market index price and its ...participants herd, ...
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Herd Behavior and Contagion in Financial Markets
... on herd behavior started with the seminal papers by Banerjee (1992), Bikhchandani et ...discuss herd behavior in financial markets, but in an abstract environment, in which agents with private ...
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Herd Behavior in Equity Markets - The International Evidence
... investment behavior of mar- ket participants within different international markets (US, Hong Kong, Japan, South Korea, and Taiwan), specically with regard to their tendency to exhibit herd ...investor ...
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Herd Behavior, Bank Runs and Information Disclosure
... The bank can also choose a deposit contract that allows for runs. For some parameter values, it can be optimal to allow for runs even they can be generated by herd behavior of depositors and they can be on ...
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Analysis of Herd Behavior Using Quantile Regression: Evidence from Karachi Stock Exchange (KSE)
... herding behavior of investors (Amirat & Bouri, ...informational herd behavior may be occurred which results in overpricing of stock prices (Bikhchandani & Sharma, ...
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Herd behavior in the drybulk market: An empirical analysis of the decision to invest in new and retire existing fleet capacity
... of herd behavior among shipping investors rather than on the design of optimal investment/divestment strategies and effi- cient ...on herd behavior, and this can be another possible path for ...
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Herd behavior and contagion in financial markets
... for herd behavior, we will discuss how herding can lead to financial ...irrational behavior, but may be the result of the learning process of rational ...
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Herd Behavior in Financial Markets
... Second, it is not possible to identify intertemporal trading patterns using the LSV measure. For example, the LSV measure could be used to test whether herding in a particular stock persists over time, that is evaluate ...
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Prey predator Dynamics under Herd Behavior of Prey
... exhibits herd behavior as their own defense mechanism and second prey population releases toxin elements which gives them advantage of inter-species ...the herd of the first prey. The outer corridor ...
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Institutional Trades and Herd Behavior in Financial Markets
... An informational cascade occurs where it is optimal for individuals, after observing the actions of previous agents, to ignore their own information and mimic the decisions of their predecessors. The standard models of ...
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Do Market Asymmetries Affect Herd Behavior?: Evidence From The Indian Equity Market
... investment behavior has been an area of immense interest to researchers and academicians as such irrationalities lead to market anomalies that can have drastic impact on the functioning of global financial ...
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