The authors explore the relative significance of information and its role in herding formation
among investors. They investigate this relationship at 3 scales: the market, investor, and …

Combining behavioral finance and asset pricing theory, we propose a modified empirical
model to examine equity return dispersion and herding behavior. We verify the effectiveness …

Traditionally, financial risk management has mainly focused on the types of risk that can be
identified and measured. Many actuarial and statistical theories and models have been …

This paper investigates whether Japanese banks followed herd behavior in loan markets
during 1980–2000. Using data categorized by bank type and geographical area, we …

This study aims to investigate the tail risk dependence of individual banks in Asian emerging
markets. Using value at risk and conditional value at risk to measure tail risk and employing …

This study first investigates whether Taiwanese banks exhibit irrational loan herding after
rational herding factors based on industrial growth, profitability and credit rating are …

Traditional research about Financial Stability and Sustainable Growth typically omits
Earnings Management (as a broad class of misconduct), Complex Systems Theory …

Aims: This study investigates herding under covid 19 pandemic. Also, this research aims to
measure the effect of investors' sentiment toward herding behavior moderated by culture …

This paper tests myopia phenomenon in Iran Stock Market. The myopia means overvaluing
short-term earnings and undervaluing long-term earnings by market's active investors. Tests …

In this paper, we aim to elucidate whether effects related to supply or demand contributed to
the Japanese “credit crunch” in the 1990s. Using prefectural panel data, we estimate loan …