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Auflistung nach Autor "Jurkatis, Simon"
Anzeige der Publikationen 1-3 von 3
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2012-05-22DiskussionspapierCorrelated Trades and Herd Behavior in the Stock Market Jurkatis, Simon; Kremer, Stephanie; Nautz, DieterHerd behavior is often viewed as a significant threat for the stability and effciency of financial markets. This paper sheds new light on the relevance of herd behavior for observed correlation of trades. We introduce ...
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2013-08-07DiskussionspapierHerding in financial markets Boortz, Christopher; Jurkatis, Simon; Kremer, Stephanie; Nautz, DieterDue to data limitations and the absence of testable, model-based predictions, theory and evidence on herd behavior are only loosely connected. This paper attempts to close this gap in the herding literature. From a theoretical ...
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2014-05-20DiskussionspapierInformation Risk, MarketStress and InstitutionalHerding in FinancialMarkets Boortz, Christopher; Kremer, Stephanie; Jurkatis, Simon; Nautz, DieterThis paper employs numerical simulations of the Park and Sabourian (2011) herd model to derive new theory-based predictions for how information risk and market stress influence aggregate herding intensity. We test these ...