Herd Behavior in Equity Markets - The International Evidence
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TL;DR: The authors provided evidence about herd behavior in financial market Explains psycology of herd behavior, the conditions and the causes under which her behavior occurs in equity market Work is an overview of the recent theoretical and empirical researches on herd behaviour in global financial market, trying to answer the question, does the herd behavior exist in the equity market?
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Abstract: The paper provides evidence about herd behavior in financial market Explains psycology of herd behavior, the conditions and the causes under which her behavior occurs in equity market Work is an overview of the recent theoretical and empirical researches on herd behavior in global financial market, trying to answer the question, does the herd behavior exist in equity market?
read more
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Citations
•Dissertation
Herding behavior in stock market: a case in Malaysia
Lin Hui Chia,Lok Yew Chong,Zi Chong Fu,Jaslyn Shiang Lin Khoo,Zi Han Soh +4 more
- 17 Aug 2018
TL;DR: In this paper, the authors present a case study of Herding Behavior in Stock Market: A Case in Malaysia Undergraduate Research Project Faculty of Business and Finance vi 1.1.
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Investment Decision-Making Process between Different Groups of Investors: A Study of Indian Stock Market:
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TL;DR: This paper identified differences in perception for the seven most prominent behavioural biases between two groups of individual investors: experienced and new to the market and found that experienced investors were more likely to be more accurate than new investors.
An Agent-Based Model to Study Informational Cascades in Financial Markets
TL;DR: In this paper, an agent-based model is proposed to study the information cascades in financial markets, which relaxes unrealistic assumptions of previous analytical models, particularly, homogeneity of traders and access to all previous decisions.
References
Stock Prices and Social Dynamics
Robert J. Shiller
- 01 Jan 1984
TL;DR: In this paper, a model of the impact of such fashions on prices is proposed and used in an exploratory data analysis of the aggregate United States Stock Market in the 20th century.
Public information: from nosy neighbors to cultural evolution.
TL;DR: A large body of evidence suggests that human decision-making is strongly influenced by the behavior of others, which may then affect biological evolution.
Ants, Rationality, and Recruitment
TL;DR: In this article, a simple model of stochastic recruitment is proposed to explain the behavior of ant foraging and recruitment in financial markets, which explains the "herding" and "epidemics" described in the literature on financial markets as corresponding to the equilibrium distribution of a stochastically process rather than to switching between multiple equilibria.
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An examination of herd behavior in equity markets: An international perspective
TL;DR: In this paper, the authors examine the investment behavior of market participants within different international markets (i.e., US, Hong Kong, Japan, South Korea, and Taiwan) specifically with regard to their tendency to exhibit herd behavior.
An empirical analysis of herd behavior in global stock markets
Thomas C. Chiang,Dazhi Zheng +1 more
TL;DR: In this paper, the authors examined herding behavior in global markets and found evidence of herding in advanced stock markets (except the US) and in Asian markets, with the exception of the US and Latin American markets.
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