1、
An examination of herd behavior in equity markets: An international perspective
作者:Chang, Eric C. Cheng, Joseph W. Khorana, Ajay
杂志:Journal of Banking & Finance, 2000,24:1651 -1679.
链接:http://www.sciencedirect.com/science/article/B6VCY-415RGNM-5/2/a72dab30ad6a086df0cf15364426787e
2、
Multidimensional Uncertainty and Herd Behavior in Financial Markets
作者:Avery, Christopher Zemsky, Peter
杂志:The American economic Review,1998,88(4):724-748
3、
Following the pied piper: do individual returns herd around the market?
作者:Christie, W.G., Huang, R.D
杂志: Financial Analysts Journal, 1995 Vol. 51 pp.31-70.
链接没有找到!
还有一篇中文的:
4、
中国股市的羊群效应的ARCH检验模型与实证分析
杂志:<<数学的实践与认识>>2003年 第33卷 第03期
链接:http://scholar.ilib.cn/Article.aspx?AIT=QCode&AI=sxdsjyrs200303011&A=sxdsjyrs200303011
[此贴子已经被作者于2008-12-22 22:09:10编辑过]