Concepedia
Publication | Open Access
Who Blinks in Volatile Markets, Individuals or Institutions?
31
Citations
18
References
2000
Year
The Cross‐Section of Expected Stock Returns
Eugene F. Fama, Kenneth R. French
The Journal of Finance
Empirical FinanceFinancial EconomicsAsset PricingStock PricesMarket β +12
1992
15K
A Simple Model of Herd Behavior
Abhijit Banerjee
The Quarterly Journal of Economics
6.5K
The relationship between return and market value of common stocks
Rolf W. Banz
Journal of Financial Economics
Market MicrostructureFinancial EconomicsAsset PricingMarket TrendBusiness +5
1981
6.1K
Positive Feedback Investment Strategies and Destabilizing Rational Speculation
J. Bradford De Long, Andrei Shleifer, Lawrence H. Summers, +1
Destabilizing Rational SpeculationMarket MicrostructureAsset PricingBehavioral FinanceManagement +14
1990
2.2K
The impact of institutional trading on stock prices
Josef Lakonishok, Andrei Shleifer, Robert W. Vishny
Market MicrostructureEconomicsFinancial EconomicsStock PricesAsset Pricing +5
2.1K
Herding and Feedback Trading by Institutional and Individual Investors
John R. Nofsinger, Richard W. Sias
Market MicrostructureEmpirical FinanceEconomicsFinancial EconomicsAsset Pricing +13
1999
1.6K
Herd on the Street: Informational Inefficiencies in a Market with Short‐Term Speculation
Kenneth Froot, David Scharfstein, Jeremy C. Stein
Behavioral Decision MakingShort‐term SpeculationShort HorizonsJournalismMarket Microstructure +16
1.1K
Preferences for Stock Characteristics As Revealed by Mutual Fund Portfolio Holdings
Eric Falkenstein
Empirical FinanceStock CharacteristicsAsset AllocationPortfolio ManagementPortfolio Choice +15
1996
Herd Behavior and Investment: Reply
David Scharfstein, Jeremy C. Stein
American Economic Review
Cognitive BiasesEconomicsHerd BehaviorBehavioral Decision MakingMutual Fund Managers +12
507
Information Asymmetry and Equity Issues
Nathalie Dierkens
Journal of Financial and Quantitative Analysis
Market MicrostructureInformation EquityAccountingBehavioral FinanceEquity Issue Process +7
1991
443
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