Herding, Contrarianism and Delay in Financial Market Trading
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- Park, Andreas & Sgroi, Daniel, 2012. "Herding, contrarianism and delay in financial market trading," European Economic Review, Elsevier, vol. 56(6), pages 1020-1037.
References listed on IDEAS
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- Park, A. & Sgroi, D., 2009.
"Herding and Contrarian Behavior in Financial Markets: An Experimental Analysis,"
Cambridge Working Papers in Economics
0938, Faculty of Economics, University of Cambridge.
- Park, Andreas & Sgroi, Daniel, 2016. "Herding and Contrarian Behavior in Financial Markets : An Experimental Analysis," CRETA Online Discussion Paper Series 17, Centre for Research in Economic Theory and its Applications CRETA.
- Park, Andreas & Sgroi, Daniel, 2016. "Herding and Contrarian Behavior in Financial Markets: An Experimental Analysis," Economic Research Papers 269716, University of Warwick - Department of Economics.
- Park, Andreas & Sgroi, Daniel, 2016. "Herding and Contrarian Behavior in Financial Markets - An Experimental Analysis," The Warwick Economics Research Paper Series (TWERPS) 1109, University of Warwick, Department of Economics.
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More about this item
Keywords
Herding; Contrarianism; Endogenous-time Trading; Experiments;
All these keywords.JEL classification:
- C91 - Mathematical and Quantitative Methods - - Design of Experiments - - - Laboratory, Individual Behavior
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBE-2009-10-24 (Cognitive and Behavioural Economics)
- NEP-EXP-2009-10-24 (Experimental Economics)
- NEP-FMK-2009-10-24 (Financial Markets)
- NEP-MST-2009-10-24 (Market Microstructure)
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