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.
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Showing 1 to 8 of 8 for “"Herd behaviour"”.
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African stock markets: empirics of development, integration, efficiency and investor herd behaviour
… informational efficiency, and whether or not herding behaviour exists in these stock markets. The study used various methodologies to accomplish the objectives including the dynamic GMM estimation, pooled panel OLS regression, wavelet squared coherence analysis, multivariate DCC-GARCH …
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Dynamic global game coordination risks
… noisy signals of past actions, introducing herd behaviour. We then show how this herd behaviour can increase the fragility of the system to external shocks of public or private information concerning the fundamentals of the project. Last, we introduce feedback into the reserve price that …
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LMS Design Interventions Forenhancing the Intention to Continue Use
… Management System increases self-regulated behaviour, but even so, a significant number of them have no positive intention to use one. The goal of this thesis is to investigate this mismatch and to propose and test the use of Perceived Learning Self-regulation and Perceived Cognitive …
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Essays on Information in Financial Markets
… learn by observing others’ trading decisions. Herding occurs when traders ignore their private information to switch in the direction of the crowd. Similarly, contrarianism occurs when traders ignore their private information to switch against the crowd. Using NYSE TAQ tick data, we estimate …
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Investors' Fear and Herding in the Johannesburg Stock Exchange (JSE)
Investors herd when they follow the investment decisions of other market participants and ignore their own private information, causing asset valuations to deviate from their fundamentals. This paper examines herding in the South African equity market by examining the impact of investor fear on …
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Rationales Herdenverhalten - Theorie, Empirie und Lösungsansätze
Im Rahmen dieser Arbeit wird rationales Herdenverhalten anhand der Informationskaskadenmodelle sowie der Reputationsmodelle (Prinzipal-Agent-Kontext bei Existenz relativer Leistungsbewertung) analysiert. Im Bereich der Theorie wird die Frage beantwortet, welche Annahmen unverzichtbar sind für das …
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Financial contagion in emerging markets evidence from BRICS countries
… result of irrational phenomena, such as panics, herd behaviour, loss of confidence and risk aversion. The choice of BRICS was motivated by the fact that these emerging countries have stronger partnerships through the BRICS association. Additionally, these countries come from various continents …