Herding behavior of financial analysts: a model of self-organized criticality

Research output: Chapter or section in a book/report/conference proceedingChapter or section

Abstract

We investigate a simple model of investment recommendations issued by financial analysts in different industries. Financial analysts are influenced by the recommendations of some of their colleagues in the same industry as well as their own recommendations in certain other industries. Describing the relations with other financial analysts and among industries as a graph, we derive the complex dynamics of investment recommendations as relations change over time according to a simple rule, resulting in self-organized criticality. We show that financial analysts are more likely to be optimistic about industries that are unrelated to other industries than about industries that are related to others.
Original languageEnglish
Title of host publicationThe Complex Dynamics of Economic Interaction
Subtitle of host publicationEssays in Economics and Econophysics
EditorsM. Galegatti, A. Kirman, M. Marsili
Place of PublicationLondon, U. K.
PublisherSpringer
Pages257-267
ISBN (Print)9783540404972
DOIs
Publication statusPublished - 2004

Publication series

NameLecture Notes in Economics and Mathematical Systems
NumberPart IV
Volume531

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