An Agent-Based Model to Study Informational Cascades in Financial Markets

Author:

Benhammada SadekORCID,Amblard Frédéric,Chikhi Salim

Funder

MISC laboratory

Publisher

Springer Science and Business Media LLC

Subject

Computer Networks and Communications,Hardware and Architecture,Theoretical Computer Science,Software

Reference50 articles.

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

2. Botsvadze, I.: Herd behavior in equity markets-the international evidence. J. Bus. 2(2), 41–46 (2013)

3. Banerjee, A.V.: A simple model of herd behavior. Q. J. Econ. 107(3), 797–817 (1992)

4. David, S., Jeremy, C.S.: Herd behavior and investment. Am. Econ. Rev. 1, 465–479 (1990)

5. Oksana, D.: Informational cascades in financial markets: review and synthesis. Rev. Behav. Financ. (2018). https://doi.org/10.1108/RBF-05-2016-0030

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