Dokument: Four Essays on Modeling and Analyzing Investor Interactions in Financial Markets, Herding Behavior, and Speculative Bubbles
| Titel: | Four Essays on Modeling and Analyzing Investor Interactions in Financial Markets, Herding Behavior, and Speculative Bubbles | |||||||
| Weiterer Titel: | Four Essays on Modeling and Analyzing Investor Interactions in Financial Markets, Herding Behavior, and Speculative Bubbles | |||||||
| URL für Lesezeichen: | https://docserv.uni-duesseldorf.de/servlets/DocumentServlet?id=69115 | |||||||
| URN (NBN): | urn:nbn:de:hbz:061-20250325-110152-6 | |||||||
| Kollektion: | Dissertationen | |||||||
| Sprache: | Englisch | |||||||
| Dokumententyp: | Wissenschaftliche Abschlussarbeiten » Dissertation | |||||||
| Medientyp: | Text | |||||||
| Autor: | Stiebel, John Henrik [Autor] | |||||||
| Dateien: |
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| Beitragende: | Prof. Dr. Börner, Christoph J. [Betreuer/Doktorvater] Prof. Dr. Börner, Christoph J. [Gutachter] Prof. Dr. Neyer, Ulrike [Gutachter] | |||||||
| Düsseldorf University Press: | Wirtschaftswissenschaften | |||||||
| Beschreibungen: | This dissertation investigates investor interactions in financial markets, focusing on herd behavior and speculative bubbles. The study employs modeling approaches from statistical physics, particularly the Ising model, to describe collective behavior among investors. A key aspect is the transferability of variables from physical to economic contexts, addressing challenges in aligning these systems. The research also involves calibrating the model using capital market data and assessing its applicability in forecasting price developments and risk assessment. Furthermore, the empirical relationship between herd behavior and speculative bubbles is examined to understand their impact on financial stability. By integrating concepts from behavioral finance and econophysics, this work contributes to a deeper understanding of market anomalies and the dynamics of financial markets.This dissertation investigates investor interactions in financial markets, focusing on herd behavior and speculative bubbles. The study employs modeling approaches from statistical physics, particularly the Ising model, to describe collective behavior among investors. A key aspect is the transferability of variables from physical to economic contexts, addressing challenges in aligning these systems. The research also involves calibrating the model using capital market data and assessing its applicability in forecasting price developments and risk assessment. Furthermore, the empirical relationship between herd behavior and speculative bubbles is examined to understand their impact on financial stability. By integrating concepts from behavioral finance and econophysics, this work contributes to a deeper understanding of market anomalies and the dynamics of financial markets. | |||||||
| Lizenz: |  Dieses Werk ist lizenziert unter einer Creative Commons Namensnennung 4.0 International Lizenz | |||||||
| Fachbereich / Einrichtung: | Wirtschaftswissenschaftliche Fakultät » BWL, insbes. Finanzdienstleistungen | |||||||
| Dokument erstellt am: | 25.03.2025 | |||||||
| Dateien geändert am: | 25.03.2025 | |||||||
| Promotionsantrag am: | 12.11.2024 | |||||||
| Datum der Promotion: | 25.02.2025 |
