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Asset Pricing under Asymmetric Information$
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Markus K. Brunnermeier

Print publication date: 2001

Print ISBN-13: 9780198296980

Published to Oxford Scholarship Online: November 2003

DOI: 10.1093/0198296983.001.0001

Herding and Informational Cascades

Chapter:
(p. 147 ) 5 Herding and Informational Cascades
Source:
Asset Pricing under Asymmetric Information
Author(s):

Markus K. Brunnermeier (Contributor Webpage)

Publisher:
Oxford University Press
DOI:10.1093/0198296983.003.0005

Classifies different herding models. Rational herding in sequential decision‐making is either due to payoff externalities or information externalities. In herding models with reputational effects in a principal‐agent setting both types of externalities are present. Herding due to information externalities may arise in settings where the predecessor's action is a strong enough signal such that the agent disregards his own signal. Informational cascades might emerge if the predecessor's action is only a noisy signal of his information. We distinguish between exogenous sequencing where the order of moves is pre‐specified, and endogenous sequencing where the decision makers decide when to move.

Keywords:   endogenous sequencing, exogenous sequencing, information cascades, informational externalities, reputation

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