Did Herding Cause the Stock Market Bubble of 1998-2001?

马甲甲

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【作者(必填)】
DM Patterson, V Sharma
【文题(必填)】Did Herding Cause the Stock Market Bubble of 1998-2001?
【年份(必填)】2007

【全文链接或数据库名称(选填)】Did Herding Cause the Stock Market Bubble of 1998-2001?DM Patterson, V Sharma - 2007 - Citeseer
Abstract This paper tests for the presence of herding on the New York Stock Exchange
(NYSE) from 1998-2001 using a set of two new methodologies based on (1) a bootstrapped
runs test, and (2), a test of dependence in the observed interarrival times of trades. Our ...
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