Investor herds and regime-switching : evidence from Gulf Arab stock markets
Year of publication: |
2013
|
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Authors: | Balcilar, Mehmet ; Demirer, Rıza ; Hammoudeh, Shawkat |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 23.2013, p. 295-321
|
Subject: | Herding | Gulf Arab stock markets | Dispersion shocks | Markov-switching | Arabische Staaten | Arab countries | Aktienmarkt | Stock market | Herdenverhalten | Arabische Golf-Staaten | Gulf countries | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Schock | Shock | ARCH-Modell | ARCH model | Markov-Kette | Markov chain |
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