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A Financial Market Model Incorporating Herd Behaviour

Herd behaviour in financial markets is a recurring phenomenon that exacerbates asset price volatility, and is considered a possible contributor to market fragility. While numerous studies investigate herd behaviour in financial markets, it is often considered without reference to the pricing of fina...

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Detalles Bibliográficos
Autores principales: Wray, Christopher M., Bishop, Steven R.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2016
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4805300/
https://www.ncbi.nlm.nih.gov/pubmed/27007236
http://dx.doi.org/10.1371/journal.pone.0151790