NDLTD logo NDLTD Union Catalog and Global ETD Search

Global ETD Search

Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.

Results

Showing 1 to 5 of 5 for “"Herd behavior"”.

  1. Herd behavior index for bespoke baskets: approximation via convex ordering

    Li, ChuruiUniversity of Illinois at Urbana-Champaign2021

    … based on today's vanilla options by applying the Herd Behavior Index in bespoke baskets. The HIX is a measure of implied degree of co-movement of stocks over a given time and could be used to indicate the level of positive dependence between stocks. The calculation of the HIX requires the market …

    uiuc Repository record

  2. A systematic study of real estate core funds : herd behavior and performance attribution analysis

    Kwong, Valerie, S.M. Massachusetts Institute of Technology, Robison, George RyanMassachusetts Institute of Technology2005

    … of core funds were tested for evidence of herd behavior and performance relative to the NCREIF Property Index (NPI), using a proprietary database that included data from 1985 to 2004. Tests performed include descriptive statistics, regression analysis, and attribution analysis. Results …

    mit Repository record

  3. Finanças comportamentais: análise dos fatores do efeito manada em empresas listadas na [B]3- Brasil Bolsa Balcão

    Silva, Vanessa de MenêsesUniversidade Federal da Paraíba2017

    … from the perspective of the heuristic of the herd effect, and its general objective was to investigate the relationship between the subprime crisis, news publishing and company size with The behavior of the 100 companies with the highest trading volumes listed in [B]3 Brazil Stock Exchange …

    brazil-ufpb Repository record

  4. SPATIAL AND TEMPORAL TRENDS IN RANGE-USE BY THE BATHURST CARIBOU DURING A POPULATION DECLINE, 1997-2019

    Mennell, Robin2021

    The Bathurst barren-ground caribou herd of Northwest Territories and Nunavut declined by 98% between 1986 and 2019; from an estimated population of 470,000 animals to just 8,200. Although caribou herds are known to fluctuate greatly between high and low populations, the recent population low has …

    queens Repository record

  5. Essays in Applied Microeconomics

    De Mel, Stephanie ChristinaUniversity of Cambridge2019

    … examines the consequences for efficiency of herding behaviour among UK hospitals in organ transplant queues. My co-authors and I employ unique administrative data from the NHS Blood and Transplant, and a combination of reduced-form and structural modelling techniques, to show that herding …

    cambridge Repository record