Articles with "herding behavior" as a keyword



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A Kinetic Description for the Herding Behavior in Financial Market

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Published in 2019 at "Journal of Statistical Physics"

DOI: 10.1007/s10955-019-02305-4

Abstract: As a continuation of the study of the herding model proposed in (Bae et al. in arXiv:1712.01085, 2017), we consider in this paper the derivation of the kinetic version of the herding model, the existence… read more here.

Keywords: description herding; behavior financial; kinetic description; herding model ... See more keywords
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The effects of firms’ information environment on analysts’ herding behavior

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Published in 2017 at "Review of Quantitative Finance and Accounting"

DOI: 10.1007/s11156-016-0559-z

Abstract: We find financial analysts herd to a greater degree in firms with more opaque information environments as measured by the incidence of short-term institutional investors present. The S-statistic, a measure of forecast bias, and forecast… read more here.

Keywords: information; information environment; herding behavior; firms information ... See more keywords

Herding behavior in supplier innovation crowdfunding: Evidence from Kickstarter

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Published in 2021 at "International Journal of Production Economics"

DOI: 10.1016/j.ijpe.2021.108184

Abstract: Abstract Despite a growing body of research that has investigated the impacts of social effect on the amount pledged in crowdfunding, some questions remain unclear. How does herding behavior influence the performance in supplier innovation… read more here.

Keywords: supplier innovation; innovation crowdfunding; herding behavior; effect ... See more keywords
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Herding behavior in the Pakistan stock exchange: Some new insights

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Published in 2017 at "Research in International Business and Finance"

DOI: 10.1016/j.ribaf.2017.07.022

Abstract: This study attempts to examine the presence of herding behavior in the Pakistan Stock Exchange (PSX). The novel contribution of this paper is that it investigates the herding phenomenon from a large number of facets… read more here.

Keywords: towards market; stock exchange; market; behavior pakistan ... See more keywords
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Herding Behavior in the Moroccan Stock Exchange

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Published in 2020 at "Journal of African Business"

DOI: 10.1080/15228916.2020.1752598

Abstract: ABSTRACT This paper aims to examine the existence of herding behavior in the Moroccan Stock Exchange for the period 2007–2017. Thus, we analyze the existence of herding behavior in the overall market and in each… read more here.

Keywords: herding behavior; behavior moroccan; stock exchange; moroccan stock ... See more keywords
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Effects of Transparency on Herding Behavior: Evidence from the Taiwanese Stock Market

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Published in 2019 at "Emerging Markets Finance and Trade"

DOI: 10.1080/1540496x.2018.1504289

Abstract: ABSTRACT This study combines the concepts of information asymmetry from classical finance theory and herding behavior from modern behavioral finance theory to investigate whether herding behavior exists in the Taiwan stock market. Scores from the… read more here.

Keywords: herding behavior; stock market; taiwan stock; finance ... See more keywords
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Uncertainty, Fear and Herding Behavior: Evidence from Size-Ranked Portfolios

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Published in 2020 at "Journal of Behavioral Finance"

DOI: 10.1080/15427560.2020.1774887

Abstract: Abstract This study is aimed at testing the relationship between investors’ uncertainty reflected by market sentiment and herding behavior phenomenon. Using data for 1990–2019 for size-ranked portfolios, the evidence documented here indicates that herding is… read more here.

Keywords: uncertainty; size ranked; market; herding behavior ... See more keywords
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Herding behavior in integrated financial markets: the case of MILA

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Published in 2023 at "International Journal of Emerging Markets"

DOI: 10.1108/ijoem-08-2021-1202

Abstract: PurposeIt has been argued in the literature that structural changes in the financial markets, such as integration, have the potential to cause herding behavior or correlated behavioral patterns in traders. The purpose of this study… read more here.

Keywords: herding behavior; mila; volatility; market ... See more keywords

Herding Behavior and Cryptocurrency: Market Asymmetries, Inter-Dependency and Intra-Dependency

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Published in 2020 at "Journal of Asian Finance, Economics and Business"

DOI: 10.13106/jafeb.2020.vol7.no7.027

Abstract: The study investigates herding behavior in cryptocurrencies in different situations. This study employs daily returns of major cryptocurrencies listed in CCI30 index and sub-major cryptocurrencies and major stock returns listed in Dow-Jones Industrial Average Index,… read more here.

Keywords: major cryptocurrencies; market; market asymmetries; herding behavior ... See more keywords