Regime-switching herd behavior : novel evidence from the Chinese A-share market
Year of publication: |
2021
|
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Authors: | Fu, Jingxue ; Wu, Lan |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 39.2021, p. 1-19
|
Subject: | Chinese A-share stock market | Cross-sectional return dispersion | Herd behavior | Markov regime-switching model | Aktienmarkt | Stock market | China | Herdenverhalten | Herding | Markov-Kette | Markov chain | Kapitaleinkommen | Capital income |
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