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Herd Behavior in Financial Markets: A Review

Herd Behavior in Financial Markets: A Review »

Source: Herd Behavior in Financial Markets : A Review

Volume/Issue: 2000/48

Series: IMF Working Papers

Author(s): Sunil Sharma , and Sushil Bikhchandani

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2000

ISBN: 9781451846737

Keywords: herd behavior, momentum strategies, financial markets, investors, mutual funds, foreign investors, investment strategies

Policymakers often express concern that herding by financial market participants destabilizes markets and increases the fragility of the financial system. This paper provides an overview of the recent theoretical a...

Changes in the Global Investor Base and the Stability of Portfolio Flows to Emerging Markets1

Changes in the Global Investor Base and the Stability of Portfolio Flows to Emerging Markets1 »

Source: Changes in the Global Investor Base and the Stability of Portfolio Flows to Emerging Markets

Volume/Issue: 2015/277

Series: IMF Working Papers

Author(s): Luis Brandao-Marques , R. Gelos , Hibiki Ichiue , and Hiroko Oura

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 28 December 2015

ISBN: 9781513555560

Keywords: Capital flows, emerging markets, mutual funds, flows, portfolio, bond, equity, portfolio flows, All Countries,

An analysis of mutual-fund-level flow data into EM bond and equity markets confirms that different types of funds behave differently. Bond funds are more sensitive to global factors and engage more in return chasin...

Benchmark-Driven Investments in Emerging Market Bond Markets: Taking Stock

Benchmark-Driven Investments in Emerging Market Bond Markets: Taking Stock »

Source: Benchmark-Driven Investments in Emerging Market Bond Markets: Taking Stock

Volume/Issue: 2020/192

Series: IMF Working Papers

Author(s): Serkan Arslanalp , Dimitris Drakopoulos , Rohit Goel , and Robin Koepke

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 September 2020

ISBN: 9781513557588

Keywords: Emerging and frontier financial markets, Bonds, Mutual funds, Securities markets, Capital flows, WP, tag0, investment, graphic tag0, investor

This paper reviews the role of benchmark-driven investments in EM local bond markets. We provide an overview of how key EM bond benchmark indices are constructed, how they affect the behavior of investment funds, a...

Financial Market Risk and U.S. Money Demand

Financial Market Risk and U.S. Money Demand »

Source: Financial Market Risk and U.S. Money Demand

Volume/Issue: 2007/89

Series: IMF Working Papers

Author(s): David Cook , and Woon Choi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2007

ISBN: 9781451866537

Keywords: financial market risk, stock market liquidity, money market mutual funds, financial market, stock market, money market, Financial Markets and the Macroeconomy, General Financial Markets: General (includes Measurement and Data),

This paper examines empirically U.S. broad money demand emphasizing the role of financial market risk. We find that money demand rises with the liquidity risk of stock markets or the credit risk of corporate bond m...

2014 Triennial Surveillance Review - External Study - Risks and Spillovers

2014 Triennial Surveillance Review - External Study - Risks and Spillovers »

Source: 2014 Triennial Surveillance Review - External Study - Risks and Spillovers

Volume/Issue: 2014/048

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 July 2014

ISBN: 9781498342926

Keywords: Bilateral surveillance, Financial risk, Macroprudential Policy, Monetary policy, Multilateral surveillance, Spillovers, Surveillance, Asset prices, Assets, Balance sheets

...

Herd Behavior in Financial Markets
			: A Review

Herd Behavior in Financial Markets : A Review »

Volume/Issue: 2000/48

Series: IMF Working Papers

Author(s): Sunil Sharma , and Sushil Bikhchandani

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2000

DOI: http://dx.doi.org/10.5089/9781451846737.001

ISBN: 9781451846737

Keywords: herd behavior, momentum strategies, financial markets, investors, mutual funds, foreign investors, investment strategies

Policymakers often express concern that herding by financial market participants destabilizes markets and increases the fragility of the financial system. This paper provides an overview of the recent theoretical a...

Changes in the Global Investor Base and the Stability of Portfolio Flows to Emerging Markets

Changes in the Global Investor Base and the Stability of Portfolio Flows to Emerging Markets »

Volume/Issue: 2015/277

Series: IMF Working Papers

Author(s): Luis Brandao-Marques , R. Gelos , Hibiki Ichiue , and Hiroko Oura

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 28 December 2015

DOI: http://dx.doi.org/10.5089/9781513555560.001

ISBN: 9781513555560

Keywords: Capital flows, emerging markets, mutual funds, flows, portfolio, bond, equity, portfolio flows, All Countries,

An analysis of mutual-fund-level flow data into EM bond and equity markets confirms that different types of funds behave differently. Bond funds are more sensitive to global factors and engage more in return chasin...

Benchmark-Driven Investments in Emerging Market Bond Markets: Taking Stock

Benchmark-Driven Investments in Emerging Market Bond Markets: Taking Stock »

Volume/Issue: 2020/192

Series: IMF Working Papers

Author(s): Serkan Arslanalp , Dimitris Drakopoulos , Rohit Goel , and Robin Koepke

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 September 2020

DOI: http://dx.doi.org/10.5089/9781513557588.001

ISBN: 9781513557588

Keywords: Emerging and frontier financial markets, Bonds, Mutual funds, Securities markets, Capital flows, WP, tag0, investment, graphic tag0, investor

This paper reviews the role of benchmark-driven investments in EM local bond markets. We provide an overview of how key EM bond benchmark indices are constructed, how they affect the behavior of investment funds, a...

Financial Market Risk and U.S. Money Demand

Financial Market Risk and U.S. Money Demand »

Volume/Issue: 2007/89

Series: IMF Working Papers

Author(s): David Cook , and Woon Choi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2007

DOI: http://dx.doi.org/10.5089/9781451866537.001

ISBN: 9781451866537

Keywords: financial market risk, stock market liquidity, money market mutual funds, financial market, stock market, money market, Financial Markets and the Macroeconomy, General Financial Markets: General (includes Measurement and Data),

This paper examines empirically U.S. broad money demand emphasizing the role of financial market risk. We find that money demand rises with the liquidity risk of stock markets or the credit risk of corporate bond m...

2014 Triennial Surveillance Review - External Study - Risks and Spillovers

2014 Triennial Surveillance Review - External Study - Risks and Spillovers »

Volume/Issue: 2014/048

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 July 2014

DOI: http://dx.doi.org/10.5089/9781498342926.007

ISBN: 9781498342926

Keywords: Bilateral surveillance, Financial risk, Macroprudential Policy, Monetary policy, Multilateral surveillance, Spillovers, Surveillance, Asset prices, Assets, Balance sheets

...