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1999-2021年机构投资者羊群行为，买方羊群行为和卖方羊群行为（stata计算）
2 个回复 - 978 次查看 1.计算说明 1.1 机构投资者羊群行为（Herding）机构投资者羊群行为的计算主要参考了Lakonishok等(1992)以及Wermers(1999)的方法，具体模型如下。其中： pi,t为在t季度增持i公司股票的机构投资者占持有i公司 ...2022-8-24 11:12 - zq1069321348 - 现金交易版

【推荐】A股上市公司机构投资者羊群行为LSV模型计算Stata代码（附2000-2021年数据）
18 个回复 - 6392 次查看机构投资者羊群行为LSV模型 [hr] 计算说明计算公式其中 [*] 表示在 t 季度增持 i 公司股票的机构投资者占持有 i 公司股票的机构投资者的比例； [*] 表示在 t 季度增持 i 公司股票的机构投资者占 ...2022-5-22 13:43 - momingqimiao7 - 现金交易版

量化金融与金融数学学习资料（全英文）
4 个回复 - 2056 次查看 trading stratygy New folder Gatheral's Notes asset pricing 统计套利_12724677.pdf 【Wilmott】Paul Wilmott On Quantitative Finance.pdf ！static hedge arbitrary payo ...2022-4-30 12:05 - wz151400 - 现金交易版

Herding and market volatility文献求助
4 个回复 - 1451 次查看【作者(必填)】 TianlunFei, XiaoquanLiu 【文题(必填)】Herding and market volatility 【年份(必填)】2021 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/abs/pii/S1057 ...2022-4-21 16:51 - cooper56 - 求助成功区

Do firm characteristics matter in explaining the herding effect on returns
1 个回复 - 329 次查看【作者(必填)】R?za Demirer Huacheng Zhang 【文题(必填)】Do firm characteristics matter in explaining the herding effect on returns? 【年份(必填)】2019 【全文链接或数据库名称(选填)】https://onlin ...2019-7-15 14:56 - yishuiyuan2604 - 求助成功区

Herding and Speculation in the Crude Oil Market
2 个回复 - 616 次查看【作者(必填)】【文题(必填)】Herding and Speculation in the Crude Oil MarketArticle in The Energy Journal 34(3) · July 2013 with 74 Reads Working paper版本自己有，求助期 ...2018-5-4 15:10 - 金融坦然 - 求助成功区

求文献A Social-Psychological Perspective on Herding in Stock Markets
2 个回复 - 948 次查看【作者(必填)】Maria Anderssona, Martin Hedesströma & Tommy Gärlinga* 【文题(必填)】A Social-Psychological Perspective on Herding in Stock Markets 【年份(必填)】2014 【全文链接或数据 ...2014-11-25 20:21 - hzf8731 - 求助成功区

Herding on lottery-type stocks: evidence from the Chinese stock market P Gong, J
2 个回复 - 998 次查看【作者(必填)】P Gong, J Dai 【文题(必填)】Herding on lottery-type stocks: evidence from the Chinese stock market 【年份(必填)】Applied Economics Letters, 2017 【全文链接或数据库名称(选填)】 - ...2017-9-1 17:12 - 酱油哥哥 - 求助成功区

Herding behavior in online P2P lending: An empirical investigation
2 个回复 - 989 次查看【作者(必填)】EunkyoungLee，. Author links open the author workspace.ByungtaeLee 【文题(必填)】Herding behavior in online P2P lending: An empirical investigation 【年份(必填)】2012,11（5）：495- ...2017-7-20 17:13 - wlou64 - 求助成功区

Time-Varying Herding Behavior, Global Financial Crisis, and the Chinese Stock Ma
1 个回复 - 921 次查看【作者(必填)】【文题(必填)】【年份(必填)】【全文链接或数据库名称(选填)】Time-Varying Herding Behavior, Global Financial Crisis, and the Chinese Stock MarketS Sunila Sharma, P Narayan, K Th ...2015-12-5 15:46 - 马甲甲 - 文献求助专区

Did Herding Cause the Stock Market Bubble of 1998-2001?
1 个回复 - 682 次查看【作者(必填)】 DM Patterson, V Sharma 【文题(必填)】Did Herding Cause the Stock Market Bubble of 1998-2001? 【年份(必填)】2007 【全文链接或数据库名称(选填)】Did Herding Cause the Stock Market B ...2015-11-13 21:26 - 马甲甲 - 求助成功区

The influence of herding behaviour on house prices
1 个回复 - 488 次查看【作者(必填)】【文题(必填)】 The influence of herding behaviour on house prices 【年份(必填)】【全文链接或数据库名称(选填)】http://www.emeraldinsight.com/doi/full/10.1108/175392612112820462015-8-18 21:48 - liugp1982 - 求助成功区

Follow the leader: Herding behavior in heterogeneous populations
1 个回复 - 715 次查看【作者(必填)】 Guillem Mosquera-Doñate and Marián Boguñá【文题(必填)】 Follow the leader: Herding behavior in heterogeneous populations 【年份(必填)】 Phys. Rev. E 91, 052804 – Publis ...2015-8-2 14:17 - qijiongli - 求助成功区

Herding behaviour and market dynamic volatility: evidence from the US stock mar
1 个回复 - 945 次查看【作者(必填)】 Mouna Jlassi; Kamel Naoui 【文题(必填)】【年份(必填)】 2015 【全文链接或数据库名称(选填)】http://www.inderscience.com/offer.php?id=678442015-7-8 17:32 - waterup - 求助成功区

[HTML] Herding behaviour and sentiment: Evidence in a small European market EFS
1 个回复 - 582 次查看【作者(必填)】【文题(必填)】【年份(必填)】【全文链接或数据库名称(选填)】[HTML] Herding behaviour and sentiment: Evidence in a small European marketEFS Vieira, MSV Pereira - Revista de Cont ...2015-3-29 23:32 - 马甲甲 - 求助成功区

A Social-Psychological Perspective on Herding in Stock Markets
1 个回复 - 802 次查看【作者(必填)】aria Anderssona, Martin Hedesstr洀嬀/size]a & Tommy G爀氀椀渀最嬀/size]a 【文题(必填)】A Social-Psychological Perspective on Herding in Stock Markets 【年份(必填)】2014 【全文链接 ...2014-11-25 23:08 - hnhs100 - 求助成功区

Financial Analyst Characteristics and Herding Behavior in Forecasting
3 个回复 - 1210 次查看【作者(必填)】mebo 【文题(必填)】Financial Analyst Characteristics and Herding Behavior in Forecasting 【年份(必填)】2005 【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com/doi/10.1 ...2014-7-7 09:14 - jiangxinfeng - 求助成功区

Information contagion and bank herding
3 个回复 - 1188 次查看【作者(必填)】Acharya, V. V.Yorulmazer, T. 【文题(必填)】Information contagion and bank herding 【年份(必填)】08 【全文链接或数据库名称(选填)】2014-6-8 15:05 - 醋姐 - 求助成功区

Herding behavior in asset markets
1 个回复 - 625 次查看【作者(必填)】Christian Hott 【文题(必填)】Herding behavior in asset markets 【年份(必填)】2009 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/pii/S157230890800013 ...2014-5-10 09:58 - jiangxinfeng - 求助成功区

Herding in financial markets: a review of the literature
1 个回复 - 1397 次查看【作者(必填)】Spyrou, Spyros 【文题(必填)】Herding in financial markets: a review of the literature 【年份(必填)】Review of Behavioral Finance, Volume 5, Number 2, 2013 , pp. 175-194(20) 【全 ...2014-4-12 23:41 - nkky2011 - 求助成功区

Fundamental judgement in Cont–Bouchaud Herding model of market fluctuations
1 个回复 - 697 次查看【作者(必填)】 D Stauffer 【文题(必填)】 Fundamental judgement in Cont–Bouchaud Herding model of market fluctuations【年份(必填)】 1998 【全文链接或数据库名称(选填)】http://www.sciencedirect.co ...2014-2-9 19:15 - qijiongli - 求助成功区

Herding and bank runs
1 个回复 - 725 次查看【作者(必填)】Chao Gu 【文题(必填)】Herding and bank runs 【年份(必填)】Journal of Economic TheoryVolume 146, Issue 1, January 2011, Pages 163–188 【全文链接或数据库名称(选填)】http://www.scienc ...2013-12-17 22:51 - winniechansy - 求助成功区

Causes and consequences of short-term institutional herding
1 个回复 - 660 次查看【作者(必填)】 Stephanie Kremer , Dieter Nautz 【文题(必填)】Causes and consequences of short-term institutional herding 【年份(必填)】Journal of Banking & Finance Volume 37, Issue 5, May 2013, Pag ...2013-12-17 23:04 - winniechansy - 求助成功区

Herding and Contrarian Behaviour in Financial Markets
2 个回复 - 564 次查看【作者(必填)】Park, A. and Sabourian, H. 【文题(必填)】Herding and Contrarian Behaviour in FinancialMarkets 【年份(必填)】2011 【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com/do ...2013-12-2 15:33 - johnzi0128 - 求助成功区

Sending the herd off the cliff edge: the disturbing interaction between herding
3 个回复 - 724 次查看【作者(必填)】AVINASH PERSAUD 【文题(必填)】 Sending the herd off the cliff edge: the disturbing interaction between herding and market-sensitive risk management practices 【年份(必填)】1999 【 ...2013-11-19 14:56 - johnzi0128 - 求助成功区

Herding and Contrarian Behavior in Financial Markets
1 个回复 - 579 次查看【作者(必填)】Andreas Park[/backcolor] 【文题(必填)】Herding and Contrarian Behavior in Financial Markets 【年份(必填)】2011 【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com/doi/1 ...2013-11-18 18:31 - 不再后悔 - 求助成功区

Board attributes and herding in corporate investment: evidence from Chinese-list
1 个回复 - 721 次查看【作者(必填)】daian 【文题(必填)】Board attributes and herding in corporate investment: evidence from Chinese-listed firms 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://www.tandfonlin ...2013-9-6 11:33 - jiangxinfeng - 求助成功区

Analyst Forecasts and Herding Behavior
0 个回复 - 1613 次查看 how about the the forecast tech under herding situation, it shows some2009-9-24 19:25 - nkhonghai - 微观经济学

Working Paper 331 - Mispricing of Sovereign Risk and Investor Herding in Af...
0 个回复 - 141 次查看 2005-5-6 05:10 - 政府预算616 - Forum

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