Herding in financial markets
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Show full item recordcomunitat-uji-handle:10234/158176
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comunitat-uji-handle3:10234/111700
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Title
Herding in financial marketsAuthor (s)
Tutor/Supervisor; University.Department
Alfarano, Simone; Universitat Jaume I. Departament d'EconomiaDate
2017-10-19Publisher
Universitat Jaume IAbstract
Our approach in this paper is to analyse investment behaviour, primarily by focusing on their propensity to exhibit herd behaviour. For this, we will use the Nasdaq index. We will be looking at if the proposed index ... [+]
Our approach in this paper is to analyse investment behaviour, primarily by focusing on their propensity to exhibit herd behaviour. For this, we will use the Nasdaq index. We will be looking at if the proposed index reflects the behaviour of the agents and which dynamic can be explained by the Kirman model. For this, we will create an opinion index and compare with a beta distribution. While assessing our index, the use of statistical methods shows that we can receive an intriguing and useful explanation of various stylised facts of financial markets. [-]
Subject
Description
Treball Final de Grau en Economia. Codi: EC1049. Curs acadèmic: 2016/2017
Type
info:eu-repo/semantics/bachelorThesisRights
info:eu-repo/semantics/openAccess
This item appears in the folowing collection(s)
- Grau en Economia [289]
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