The asymmetric effect of investor herding on the asset price bubble - evidence from the Chinese stock market-Reference-Cited by-同舟云学术

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The asymmetric effect of investor herding on the asset price bubble - evidence from the Chinese stock market

Published:2024-02-21 Issue: Volume: Page:1-14
ISSN:0003-6846
Container-title:Applied Economics
language:en
Short-container-title:Applied Economics

Author:

Wang Yide¹,Yu Chao²,Zhao Xujie³

Affiliation:

1. School of Business, Nanjing University, Nanjing, Jiangsu, China

2. School of Statistics, University of International Business and Economics, Beijing, China

3. School of International Trade and Economics, University of International Business and Economics, Beijing, China

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/00036846.2024.2319651

Reference35 articles.

1. Multidimensional Uncertainty and Herd Behavior in Financial Markets;Avery C.;American Economic Review,1998

2. Traders’ heterogeneity and bubble-crash patterns in experimental asset markets

3. All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors

4. Herding behavior, market sentiment and volatility: Will the bubble resume?

5. Herd Behavior in Financial Markets

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