A Partially Rational Model for Financial Markets: The Role of Social Interactions on Herding and Market Inefficiency

Author:

Giannini Lorenzo,Rossa Fabio Della,DeLellis Pietro

Publisher

Springer International Publishing

Reference24 articles.

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3. Bikhchandani, S., Sharma, S.: Herd behavior in financial markets. IMF Staff Pap. 47(3), 279–310 (2000)

4. Blasco, N., Corredor, P., Ferreruela, S.: Does herding affect volatility? Implications for the Spanish stock market. Quant. Finan. 12(2), 311–327 (2012)

5. Bollobás, B., Borgs, C., Chayes, J., Riordan, O.: Directed scale-free graphs. In: Proceedings of the Fourteenth Annual ACM-SIAM Symposium on Discrete Algorithms, pp. 132–139. Society for Industrial and Applied Mathematics (2003)

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