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.

See also

Published in

IDEI Working Paper, n. 246, 2003