Yunfei Hou, Jianbo Gao, Fangli Fan, Feiyan Liu, Changqing Song. Identifying herding effect in Chinese stock market by high-frequency data. In Yves Demazeau, Jianbo Gao, Guandong Xu, Jaroslaw Kozlak, Klaus Müller, Imran Razzak, Hao Chen, Yanhui Gu, editors, 2017 International Conference on Behavioral, Economic, Socio-cultural Computing, BESC 2017, Krakow, Poland, October 16-18, 2017. pages 1-5, IEEE, 2017. [doi]
Abstract is missing.