Market Crashes and Informational Avalanches
From MaRDI portal
Publication:4221628
DOI10.1111/1467-937X.00066zbMath0913.90051MaRDI QIDQ4221628
Publication date: 3 January 1999
Published in: The Review of Economic Studies (Search for Journal in Brave)
Applications of statistics to economics (62P20) Economic time series analysis (91B84) Economic growth models (91B62)
Related Items (15)
Informational cascades with endogenous prices: the role of risk aversion ⋮ Stock market crashes and dynamics of aftershocks ⋮ A model of regret, investor behavior, and market turbulence ⋮ Rational panics and stock market crashes. ⋮ Herding and bank runs ⋮ Learning about analysts ⋮ Amplification and asymmetry in crashes and frenzies ⋮ Information aggregation in financial markets with career concerns ⋮ The time cost of information in financial markets ⋮ Growth cycles and market crashes ⋮ Financial crises as herds: overturning the critiques ⋮ Error cascades in observational learning: an experiment on the Chinos game ⋮ Path-dependent behavior and information leakage in financial markets ⋮ A particle model for the herding phenomena induced by dynamic market signals ⋮ Quality signals in information cascades and the dynamics of the distribution of motion picture box office revenues
This page was built for publication: Market Crashes and Informational Avalanches
