Open AccessOption Prices and Model-Free Measurement of Implied Herd Behavior in Stock Markets
Author(s) -
Daniël Linders,
Jan Dhaene,
Wim Schoutens
Publication year - 2014
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2540732
Subject(s) - herd behavior , financial economics , economics , econometrics , stock (firearms) , monetary economics , herding , engineering , geography , forestry , mechanical engineering
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