Working paper

Risk Aversion and Herd Behavior in Financial Markets

Jean-Paul Décamps, and Stefano Lovo

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

Replaced by

Jean-Paul Décamps, and Stefano Lovo, A Note on Risk Aversion and Herd Behavior in Financial Markets, The Geneva Risk and Insurance Review, vol. 31, n. 1, July 2006, pp. 35–42.

Reference

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

See also

Published in

IDEI Working Paper, n. 246, 2003