Details about Simon Jurkatis

Access statistics for papers by Simon Jurkatis.

Last updated 2022-02-13. Update your information in the RePEc Author Service.

Short-id: pju112

Working Papers

2022

1. Why you should not use the LSV herding measure
   Bank of England working papers, Bank of England

2021

2. Non-Standard Errors
   Working Papers, Faculty of Economics and Statistics, University of Innsbruck View citations (1)
   Also in Bank of England working papers, Bank of England (2021)
   Working Paper Series, Social and Economic Sciences, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz (2021) View citations (1)

2020

3. Inferring trade directions in fast markets
   Bank of England working papers, Bank of England

2016

4. When do investors really herd?
   VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association

2014

5. Gini decompositions and Gini elasticities: On measuring the importance of income sources and population subgroups for income inequality
   Discussion Papers, Free University Berlin, School of Business & Economics View citations (1)
6. Institutional herding in financial markets: New evidence through the lens of a simulated model
   VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association View citations (4)

2013

7. Herding in financial markets: Bridging the gap between theory and evidence
   SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (4)

2012

8. Correlated Trades and Herd Behavior in the Stock Market
   SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (2)

Undated

9. Dos and Don'ts of Gini Decompositions
   BDPEMS Working Papers, Berlin School of Economics View citations (3)