Herd Behavior and Contagion in Financial Markets

DOI10.2202/1935-1704.1390MaRDI QIDQ3398229zbMATH OpenOpenAlexFDO

Authors Marco Cipriani, Antonio Guarino

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

Mathematics Subject Classification ID

Economics of information (91B44) Models of societies, social and urban evolution (91D10) Actuarial science and mathematical finance (91G99)

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Cited in

(29)

• Learning about analysts
• Contagion between asset markets: a two market heterogeneous agents model with destabilising spillover effects
• Financial crises as herds: overturning the critiques
• Market liquidity and excess volatility: theory and experiment
• Herding and feedback trading in cryptocurrency markets
• Third-person effect and financial contagion in the context of a global game
• Path-dependent behavior and information leakage in financial markets
• Common sentiment and price contagion
• Stock market contagion: a new approach
• Preferences, homophily, and social learning
• Spatial contagion between financial markets: a copula-based approach
• Herding and contrarian behavior in financial markets
• HERD BEHAVIOR AND NONFUNDAMENTAL ASSET PRICE FLUCTUATIONS IN FINANCIAL MARKETS
• Information and ambiguity: herd and contrarian behaviour in financial markets
• Market Crashes and Informational Avalanches
• The development and spread of financial innovations
• Modeling of Herding and Wealth Distribution in Large Markets
• Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos
• Congested observational learning
• Informational channels of financial contagion
• A wake-up call theory of contagion
• Interacting information cascades: on the movement of conventions between groups
• A statistical procedure for testing financial contagion
• Herd behavior, bubbles and social interactions in financial markets
• Social contagion and the survival of diverse investment styles
• Taking the road less traveled by: Does conversation eradicate pernicious cascades?
• On spatial contagion and multivariate GARCH models
• Ambiguity and informativeness of (non-)trading
• Informational cascades with endogenous prices: the role of risk aversion

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