Reference

Jean-Paul Décamps, and Stefano Lovo, “Risk Aversion and Herd Behavior in Financial Markets”, IDEI Working Paper, n. 246, 2003.

JEL codes

  • G1: General Financial Markets
  • G14: Information and Market Efficiency • Event Studies • Insider Trading
  • C11: Bayesian Analysis: General
  • D82: Asymmetric and Private Information • Mechanism Design