Herding, Trend Chasing and Market Volatility
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Elsevier BV
Reference28 articles.
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2. Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach;S Alfarano;Journal of Economic Dynamics and Control,2008
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4. On the dynamic behavior of prices in disequilibrium;A Beja;Journal of Finance,1980
Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Impact of information cost and switching of trading strategies in an artificial stock market;Physica A: Statistical Mechanics and its Applications;2014-08
2. Time Series Momentum and Market Stability;SSRN Electronic Journal;2014
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