Forecasting Financial Extremes: A Network Degree Measure of Super-exponential Growth

Article, Preprint OPEN
Yan, Wanfeng; van Tuyll van Serooskerken, Edgar;
(2015)

Investors in stock market are usually greedy during bull markets and scared during bear markets. The greed or fear spreads across investors quickly. This is known as the herding effect, and often leads to a fast movement of stock prices. During such market regimes, stoc... View more
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