{"id":"https://openalex.org/W2782828347","doi":"https://doi.org/10.1109/besc.2017.8256359","title":"Identifying herding effect in Chinese stock market by high-frequency data","display_name":"Identifying herding effect in Chinese stock market by high-frequency data","publication_year":2017,"publication_date":"2017-10-01","ids":{"openalex":"https://openalex.org/W2782828347","doi":"https://doi.org/10.1109/besc.2017.8256359","mag":"2782828347"},"language":"en","primary_location":{"id":"doi:10.1109/besc.2017.8256359","is_oa":false,"landing_page_url":"https://doi.org/10.1109/besc.2017.8256359","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2017 International Conference on Behavioral, Economic, Socio-cultural Computing (BESC)","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":null,"display_name":"Yunfei Hou","orcid":null},"institutions":[{"id":"https://openalex.org/I150807315","display_name":"Guangxi University","ror":"https://ror.org/02c9qn167","country_code":"CN","type":"education","lineage":["https://openalex.org/I150807315"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yunfei Hou","raw_affiliation_strings":["Institute of Complexity Science and Big Data Technology, Guangxi University, Guangxi, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institute of Complexity Science and Big Data Technology, Guangxi University, Guangxi, China","institution_ids":["https://openalex.org/I150807315"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5052735725","display_name":"Jianbo Gao","orcid":"https://orcid.org/0000-0002-8832-5664"},"institutions":[{"id":"https://openalex.org/I150807315","display_name":"Guangxi University","ror":"https://ror.org/02c9qn167","country_code":"CN","type":"education","lineage":["https://openalex.org/I150807315"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jianbo Gao","raw_affiliation_strings":["Institute of Complexity Science and Big Data Technology, Guangxi University, Guangxi, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institute of Complexity Science and Big Data Technology, Guangxi University, Guangxi, China","institution_ids":["https://openalex.org/I150807315"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5002185686","display_name":"Fangli Fan","orcid":"https://orcid.org/0000-0002-3967-9845"},"institutions":[{"id":"https://openalex.org/I150807315","display_name":"Guangxi University","ror":"https://ror.org/02c9qn167","country_code":"CN","type":"education","lineage":["https://openalex.org/I150807315"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Fangli Fan","raw_affiliation_strings":["Institute of Complexity Science and Big Data Technology, Guangxi University, Guangxi, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institute of Complexity Science and Big Data Technology, Guangxi University, Guangxi, China","institution_ids":["https://openalex.org/I150807315"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5082745291","display_name":"Feiyan Liu","orcid":"https://orcid.org/0000-0001-9435-9353"},"institutions":[{"id":"https://openalex.org/I150807315","display_name":"Guangxi University","ror":"https://ror.org/02c9qn167","country_code":"CN","type":"education","lineage":["https://openalex.org/I150807315"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Feiyan Liu","raw_affiliation_strings":["Institute of Complexity Science and Big Data Technology, Guangxi University, Guangxi, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institute of Complexity Science and Big Data Technology, Guangxi University, Guangxi, China","institution_ids":["https://openalex.org/I150807315"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100878775","display_name":"Changqing Song","orcid":null},"institutions":[{"id":"https://openalex.org/I25254941","display_name":"Beijing Normal University","ror":"https://ror.org/022k4wk35","country_code":"CN","type":"education","lineage":["https://openalex.org/I25254941"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Changqing Song","raw_affiliation_strings":["Faculty of Geographical Science, Beijing Normal University, Beijing, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Faculty of Geographical Science, Beijing Normal University, Beijing, China","institution_ids":["https://openalex.org/I25254941"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":4,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"5"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9994000196456909,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9994000196456909,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.998199999332428,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9954000115394592,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/herding","display_name":"Herding","score":0.9831176996231079},{"id":"https://openalex.org/keywords/herd-behavior","display_name":"Herd behavior","score":0.7834854125976562},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.5814112424850464},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.5460715889930725},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5121681690216064},{"id":"https://openalex.org/keywords/financial-market","display_name":"Financial market","score":0.4363780915737152},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.4160904884338379},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.40672391653060913},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.37643328309059143},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.34205862879753113},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.28348082304000854},{"id":"https://openalex.org/keywords/geography","display_name":"Geography","score":0.14229661226272583}],"concepts":[{"id":"https://openalex.org/C177605951","wikidata":"https://www.wikidata.org/wiki/Q1484503","display_name":"Herding","level":2,"score":0.9831176996231079},{"id":"https://openalex.org/C102235558","wikidata":"https://www.wikidata.org/wiki/Q1609678","display_name":"Herd behavior","level":3,"score":0.7834854125976562},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.5814112424850464},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5460715889930725},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5121681690216064},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.4363780915737152},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4160904884338379},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.40672391653060913},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.37643328309059143},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.34205862879753113},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.28348082304000854},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.14229661226272583},{"id":"https://openalex.org/C97137747","wikidata":"https://www.wikidata.org/wiki/Q38112","display_name":"Forestry","level":1,"score":0.0},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.0},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/besc.2017.8256359","is_oa":false,"landing_page_url":"https://doi.org/10.1109/besc.2017.8256359","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2017 International Conference on Behavioral, Economic, Socio-cultural Computing (BESC)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":20,"referenced_works":["https://openalex.org/W113611848","https://openalex.org/W1508420374","https://openalex.org/W1974409212","https://openalex.org/W1975574441","https://openalex.org/W1993443607","https://openalex.org/W1999945375","https://openalex.org/W2004599763","https://openalex.org/W2009957539","https://openalex.org/W2047803175","https://openalex.org/W2083638244","https://openalex.org/W2095907808","https://openalex.org/W2152846595","https://openalex.org/W2180736400","https://openalex.org/W3124204452","https://openalex.org/W3125300122","https://openalex.org/W3125638283","https://openalex.org/W3125754252","https://openalex.org/W3126001324","https://openalex.org/W4241105439","https://openalex.org/W4302316633"],"related_works":["https://openalex.org/W2391294282","https://openalex.org/W3009415710","https://openalex.org/W2724416953","https://openalex.org/W3124945637","https://openalex.org/W2364704484","https://openalex.org/W1489293997","https://openalex.org/W3125654515","https://openalex.org/W3122268801","https://openalex.org/W3035577688","https://openalex.org/W2344501212"],"abstract_inverted_index":{"Herding":[0],"behavior":[1,38,59,84,131,158,193],"is":[2,125,132],"thought":[3],"to":[4,42,46,50,96,109,127,153],"often":[5],"occur":[6],"during":[7],"market":[8,53],"frenzy,":[9],"stock":[10,161,196],"crashes,":[11],"financial":[12],"crises,":[13],"as":[14,16,70,92,146],"well":[15],"strong":[17],"bull":[18],"markets.":[19,197],"The":[20],"issue":[21],"has":[22,60],"been":[23,61],"gaining":[24],"increasing":[25],"attention":[26],"in":[27,30,86,159],"recent":[28],"years,":[29,100],"the":[31,52,110,121,156],"hope":[32],"that":[33,129,136,152,175],"timely":[34,154],"detection":[35],"of":[36,112,177],"herding":[37,58,83,117,130,157,192],"can":[39,79,188],"be":[40,167],"used":[41],"implement":[43],"effective":[44],"means":[45],"mitigate":[47],"them,":[48],"thus":[49,102],"make":[51],"more":[54],"rational.":[55],"So":[56],"far,":[57],"mainly":[62],"studied":[63],"using":[64],"low-frequency":[65],"data":[66,165,187],"with":[67],"methods":[68],"such":[69,91,145],"LSV,":[71],"PCM,":[72],"CH,":[73],"CKK,":[74],"and":[75,101,180],"HS.":[76],"Such":[77],"studies":[78,107],"only":[80,138],"report":[81],"whether":[82],"exists":[85],"a":[87,93,98,133,141,147,160],"long":[88],"time":[89,143],"span,":[90,144],"few":[94,99,148],"months":[95],"even":[97],"essentially":[103],"renders":[104],"all":[105],"those":[106],"irrelevant":[108],"design":[111],"any":[113],"policies":[114],"for":[115,140],"curbing":[116],"behavior.":[118],"To":[119],"achieve":[120],"latter":[122],"goal,":[123],"it":[124],"important":[126],"realize":[128],"dynamic":[134],"process":[135],"may":[137],"last":[139],"short":[142],"minutes.":[149],"This":[150],"dictates":[151],"detect":[155],"market,":[162],"high":[163,185],"frequency":[164,186],"must":[166],"used.":[168],"Guided":[169],"by":[170],"this":[171],"rationale,":[172],"we":[173],"show":[174],"computation":[176],"mutual":[178],"information":[179],"cross":[181],"correlation":[182],"coefficient":[183],"from":[184,194],"indeed":[189],"effectively":[190],"identify":[191],"Chinese":[195]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2018,"cited_by_count":1}],"updated_date":"2026-07-14T23:27:15.235271","created_date":"2025-10-10T00:00:00"}
