Herd behaviors in the stock and foreign exchange markets

Physica A: Statistical Mechanics and its Applications

Volumn 341, Issue 1-4, 2004, Pages 526-532

  Kim, Kyungsik ^a   Yoon, Seong Min ^a   Kim, Yup ^b  

^a Pukyong National University   (South Korea)

^b Kyung Hee University   (South Korea)

Author keywords

Herd behavior; KOSPI; Returns; Won dollar exchange rate

Indexed keywords

DATA REDUCTION; FUNCTIONS; MATHEMATICAL MODELS; MULTI AGENT SYSTEMS; PARAMETER ESTIMATION; PROBABILITY DISTRIBUTIONS;

HERD BEHAVIOR; KOSPI; RETURNS; WON-DOLLAR EXCHANGE RATE;

FINANCE;

EID: 3342892310     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2004.05.052     Document Type: Article

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