Zobrazeno 1 - 10
of 37
pro vyhledávání: '"Kremer, Stephanie"'
Autor:
Kremer, Stephanie, Nautz, Dieter
Publikováno v:
In Journal of Banking and Finance May 2013 37(5):1676-1686
Autor:
Kremer, Stephanie, Blue, Tanecia
Publikováno v:
Sleep Medicine Clinics; March 2023, Vol. 18 Issue: 1 p85-93, 9p
Publikováno v:
Current Sleep Medicine Reports; Dec2021, Vol. 7 Issue 4, p213-220, 8p
Autor:
Kremer, Stephanie1 stephanie.kremer@fu-berlin.de, Bick, Alexander2 bick@wiwi.uni-frankfurt.de, Nautz, Dieter1 dieter.nautz@fu-berlin.de
Publikováno v:
Empirical Economics. Apr2013, Vol. 44 Issue 2, p861-878. 18p. 6 Charts, 4 Graphs.
Autor:
Kremer, Stephanie1 stephanie.kremer@fu-berlin.de, Nautz, Dieter1 dieter.nautz@fu-berlin.de
Publikováno v:
European Financial Management. Sep2013, Vol. 19 Issue 4, p730-746. 17p. 8 Charts.
This paper employs numerical simulations of the Park and Sabourian (2011) herd model to derive new theory-based predictions for how information risk and market stress influence aggregate herding intensity. We test these predictions empirically using
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______133::003a3dabc03713128f28260c6b93a98f
http://edoc.hu-berlin.de/18452/5168
http://edoc.hu-berlin.de/18452/5168
This paper employs numerical simulations of the Park and Sabourian (2011) herd model to derive new theory-based predictions for how information risk and market stress influence aggregate herding intensity. We test these predictions empirically using
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::a4c6963bac25a7d7542be680385ee2f6
https://hdl.handle.net/10419/103812
https://hdl.handle.net/10419/103812
Due to data limitations and the absence of testable, model-based predictions, theory and evidence on herd behavior are only loosely connected. This paper attempts to close this gap in the herding literature. From a theoretical perspective, we use num
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______133::671480e79bd1108e6782c640507e0481
http://edoc.hu-berlin.de/18452/5128
http://edoc.hu-berlin.de/18452/5128
This paper sheds new light on the impact of information risk and market stress on herding of institutional traders from both, a theoretical and an empirical perspective. Using numerical simulations of a herd model, we show that buy and sell herding i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::dfb2ac1cefa813b13fcf210bbcb73f09
https://www.econstor.eu/bitstream/10419/79728/1/VfS_2013_pid_416.pdf
https://www.econstor.eu/bitstream/10419/79728/1/VfS_2013_pid_416.pdf
Due to data limitations and the absence of testable, model-based predictions, theory and evidence on herd behavior are only loosely connected. This paper attempts to close this gap in the herding literature. From a theoretical perspective, we use num
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::01fd90ecfb70cd6581be270443656645
https://hdl.handle.net/10419/79561
https://hdl.handle.net/10419/79561