Market stress and herding

Journal of Empirical Finance

Volumn 11, Issue 4, 2004, Pages 585-616

  Hwang, Soosung ^a   Salmon, Mark ^b  

^a CITY UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF WARWICK   (United Kingdom)

Author keywords

Cross sectional volatility; Herding; Heterogeneous beliefs

Indexed keywords

EID: 3342920052     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jempfin.2004.04.003     Document Type: Article

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