Herd Behavior and Contagion in Financial Markets
From MaRDI portal
Publication:3398229
DOI10.2202/1935-1704.1390zbMath1170.91373OpenAlexW2072043417MaRDI QIDQ3398229
Antonio Guarino, Marco Cipriani
Publication date: 26 September 2009
Published in: The B.E. Journal of Theoretical Economics (Search for Journal in Brave)
Full work available at URL: http://discovery.ucl.ac.uk/16558/1/16558.pdf
Economics of information (91B44) Models of societies, social and urban evolution (91D10) Actuarial science and mathematical finance (91G99)
Related Items (9)
Market liquidity and excess volatility: theory and experiment ⋮ Informational cascades with endogenous prices: the role of risk aversion ⋮ Taking the road less traveled by: Does conversation eradicate pernicious cascades? ⋮ Learning about analysts ⋮ Congested observational learning ⋮ Interacting information cascades: on the movement of conventions between groups ⋮ A statistical procedure for testing financial contagion ⋮ Preferences, Homophily, and Social Learning ⋮ Spatial contagion between financial markets: a copula-based approach
This page was built for publication: Herd Behavior and Contagion in Financial Markets
