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Analytical study of index-coupled herd behavior in financial markets
Yonatan Berman
, Yoash Shapira
,
Moshe Schwartz
School of Physics and Astronomy
Tel Aviv University
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peer-review
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Keyphrases
Analytic Expression
20%
Autocorrelation
40%
Behavioral Model
20%
Behavioral Tendencies
20%
Coupling Mechanism
40%
Exponential Decay
20%
Financial Markets
100%
Financial Variables
20%
Herd Behavior
100%
Herding
20%
Index Returns
20%
Market Behavior
40%
Market Trends
20%
Statistical Properties
20%
Stock Market
20%
Stock Market Returns
20%
Stock Returns
20%
Traders
20%
Economics, Econometrics and Finance
Capital Market Returns
50%
Financial Market
100%
Investors
50%