Herding and contrarian behavior in financial markets
DOI10.3982/ECTA8602zbMATH Open1260.91099OpenAlexW3125528352MaRDI QIDQ3165261FDOQ3165261
Authors: Andreas Park, Hamid Sabourian 
Publication date: 26 October 2012
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/ecta8602
Recommendations
- Information and ambiguity: herd and contrarian behaviour in financial markets
- Herd Behavior and Contagion in Financial Markets
- Path-dependent behavior and information leakage in financial markets
- Herding, trend chasing and market volatility
- Informational herding, optimal experimentation, and contrarianism
volatilityliquiditysocial learningherdingmarket transparencymonotone likelihood ratio propertycontrarianism
Auctions, bargaining, bidding and selling, and other market models (91B26) Microeconomic theory (price theory and economic markets) (91B24)
Cited In (29)
- Path-dependent behavior and information leakage in financial markets
- A robust measure of investor contrarian behaviour
- Herding, trend chasing and market volatility
- Rational quantitative trading in efficient markets
- Learning about analysts
- Forecasting stock prices: do forecasters herd?
- Convex incentives in financial markets: an agent-based analysis
- Herd Behavior and Contagion in Financial Markets
- The microeconomic foundations of instability in financial markets
- Strategic trading with information acquisition and long-memory stochastic liquidity
- Information aggregation in experimental asset markets in the presence of a manipulator
- A survey on nonstrategic models of opinion dynamics
- Financial crises as herds: overturning the critiques
- Measuring herd behavior: properties and pitfalls
- Fashion and homophily
- Volatility flocking by Cucker-Smale mechanism in financial markets
- Congested observational learning
- Smooth trading with overconfidence and market power
- Evidential probability of signals on a price herd predictions: case study on solar energy companies
- Herding Behavior and Liquidity in the Cryptocurrency Market
- Information and ambiguity: herd and contrarian behaviour in financial markets
- Herding and feedback trading in cryptocurrency markets
- Herd behavior, bubbles and social interactions in financial markets
- Panics and prices
- Herding behavior from loss aversion effect in the stock exchange of Thailand
- Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos
- Dynamic matching pennies on networks
- Collective behaviors of stochastic agent-based models and applications to finance and optimization
- Information revelation through bunching
This page was built for publication: Herding and contrarian behavior in financial markets
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3165261)
