Does herd behavior increase stock price volatility?

LIU Xiang-dong, LIU Cheng, LIU Shan-cun, LU Jia-jun

Systems Engineering - Theory & Practice ›› 2014, Vol. 34 ›› Issue (6) : 1361-1368.

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Systems Engineering - Theory & Practice ›› 2014, Vol. 34 ›› Issue (6) : 1361-1368. DOI: 10.12011/1000-6788(2014)6-1361

Does herd behavior increase stock price volatility?

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