Herding Among Investment Newsletters: Theory and Evidence

Large Sample Properties of Generalized Method of Moments Estimators

Lars Peter Hansen · Econometrica · 1982 · 13.9K citations

Natural Sciences, Mathematics, Probability Theory +15

A Theory of Fads, Fashion, Custom, and Cultural Change in Informational Cascades.

Sushil Bikhchandani, David Hirshleifer, Ivo Welch · RePEc: Research Papers in Economics · 6.7K citations

Social Sciences, Psychology, Social Psychology +15

A Simple Model of Herd Behavior

Abhijit Banerjee · The Quarterly Journal of Economics · 1992 · 6.6K citations

Social Sciences, Economics, Behavioral Economics +8

Business conditions and expected returns on stocks and bonds

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1989 · 4.2K citations

Business, Economics, Finance +12

Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

Donald W. K. Andrews · Econometrica · 1991 · 4.1K citations

Computing, Economics, Econometrics +15