Article ID Journal Published Year Pages File Type
5060000 Economics Letters 2013 5 Pages PDF
Abstract
► An introduction of a quantifiable definition of the herding behavior. ► An empirical finding of existence of a market average of the herding behavior. ► An empirical finding of dependence of the herding behavior on level of stock prices. ► An empirical finding of dependence of the herding behavior on the market uncertainty.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
What determines the dynamics of absolute excess returns on stock markets?
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