Herding in the Singapore stock exchange
Vaalmikki Arjoon, Chandra Shekhar Bhatnagar, Prakash Ramlakhan
| Year of publication: |
2020
|
|---|---|
| Authors: | Arjoon, Vaalmikki ; Bhatnagar, Chandra Shekhar ; Ramlakhan, Prakash |
| Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 109.2020, p. 1-21
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| Subject: | Herding | Kalman-Filter | Liquidity | Microstructures | State-space models | Volatility | Mathematische Optimierung | Mathematical programming | Singapur | Singapore | Herdenverhalten | Börse | Bourse | Volatilität | Marktmikrostruktur | Market microstructure | Zustandsraummodell | State space model |
| Description of contents: | Description [doi.org] |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Erratum enthalten in: Volume 118, January/February 2022, Seite 1-2 |
| Other identifiers: | 10.1016/j.jeconbus.2019.105889 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012244946