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publications

(47)   

• Does herding behavior exist in Chinese stock markets?
  RIza Demirer and Ali M. Kutan Journal of International Financial Markets, Institutions and Money16(2):123--142Apr2006.
  to behavior Herd by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Are countries with official international restrictions [`]liquidity constrained'?
  Karen K. Lewis European Economic Review41(6):1079--1109Jun1997.
  to Consumption behavior by smicha on Apr 28, 2008, 1:05 PM
  URL | BibTeX 
• Public goods and the value of product quality regulations: the case of food safety
  Stephen F. Hamilton and David L. Sunding and David Zilberman Journal of Public Economics87(3-4):799--817Mar2003.
  to behavior Voting Consumer choice, by smicha on Apr 28, 2008, 1:05 PM
  URL | BibTeX 
• Does the balance of power within a family matter?: The case of the Retirement Equity Act
  Saku Aura Journal of Public Economics89(9-10):1699--1717Sep2005.
  to behavior Household by smicha on Apr 28, 2008, 1:05 PM
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• Local polynomial M-smoothers in nonparametric regression
  Ruey-Ching Hwang Journal of Statistical Planning and Inference126(1):55--72Nov2004.
  to Asymptotic behavior by smicha on Apr 23, 2008, 10:05 PM
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• Asymptotic behavior of sample mean location for manifolds
  Harrie Hendriks and Zinoviy Landsman Statistics \& Probability Letters26(2):169--178Feb1996.
  to Asymptotic behavior by smicha on Apr 23, 2008, 10:05 PM
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• Analysis of intraday herding behavior among the sector ETFs
  Kimberly C. Gleason and Ike Mathur and Mark A. Peterson Journal of Empirical Finance11(5):681--694Dec2004.
  to behavior Herding by smicha on Apr 23, 2008, 10:05 PM
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• Measuring noise in inventory models
  Steven N. Durlauf and Louis J. Maccini Journal of Monetary Economics36(1):65--89Aug1995.
  to Inventory behavior by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• A study of local linear ridge regression estimators
  Wen-Shuenn Deng and Chih-Kang Chu and Ming-Yen Cheng Journal of Statistical Planning and Inference93(1-2):225--238Feb2001.
  to Asymptotic behavior by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Self-adaptive separation of convolutively mixed signals with a recursive structure. Part II: Theoretical extensions and application to synthetic and real signals
  Nabil Charkani and Yannick Deville Signal Processing75(2):117--140Jun1999.
  to optimization behavior Asymptotic by smicha on Apr 23, 2008, 10:05 PM
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• Remarks on suprema of L\'evy processes with light tailes
  Michael Braverman Statistics \& Probability Letters43(1):41--48May1999.
  to Tail behavior by smicha on Apr 23, 2008, 10:05 PM
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• Handbook of Computational Economics
  Axel Leijonhufvud Volume 2, chapter Chapter 36 Agent-Based Macro, page1625--1637. Elsevier, (2006)
  to adaptive behavior by smicha on Apr 22, 2008, 3:17 PM
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• The investment behavior and performance of various investor types: a study of Finland's unique data set
  Mark Grinblatt and Matti Keloharju Journal of Financial Economics55(1):43--67Jan2000.
  to Investor behavior by smicha on Apr 22, 2008, 3:17 PM
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• Rational contagion and the globalization of securities markets
  Guillermo A. Calvo and Enrique G. Mendoza Journal of International Economics51(1):79--113Jun2000.
  to behavior Herd by smicha on Apr 22, 2008, 3:17 PM
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• Suprema of compound Poisson processes with light tails
  Michael Braverman Stochastic Processes and their Applications90(1):145--156Nov2000.
  to Tail behavior by smicha on Apr 22, 2008, 2:25 PM
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• Patterns of behavior of professionally managed and independent investors
  Zur Shapira and Itzhak Venezia Journal of Banking \& Finance25(8):1573--1587Aug2001.
  to behavior Investor by smicha on Apr 22, 2008, 1:53 PM
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• The trading behavior of institutions and individuals in Chinese equity markets
  Lilian Ng and Fei Wu Journal of Banking \& Finance31(9):2695--2710Sep2007.
  to Trading behavior by smicha on Apr 22, 2008, 1:53 PM
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• The behavior of consumer loan rates during the 1990 credit slowdown
  Cara Lown and Stavros Peristiani Journal of Banking \& Finance20(10):1673--1694Dec1996.
  to Lending behavior by smicha on Apr 22, 2008, 1:53 PM
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• A model for the size distribution of customer groups and businesses
  Dafang Zheng and G. J. Rodgers and P. M. Hui Physica A: Statistical Mechanics and its Applications310(3-4):480--486Jul2002.
  to Herd behavior by smicha on Apr 22, 2008, 10:36 AM
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• Dynamic scaling behavior of human brain electroencephalogram
  J. W. Yuan and B. Zheng and C. P. Pan and Y. Z. Wu and S. Trimper Physica A: Statistical Mechanics and its ApplicationsMay2006.
  to behavior scaling Dynamic by smicha on Apr 22, 2008, 10:36 AM
  URL | BibTeX