Vo, Xuan Vinh; Phan, Dang Bao Anh - In: Asian Journal of Law and Economics 7 (2016) 3, pp. 369-383
Abstract This study examines the herd behavior in Vietnam stock market using a sample of firms listed on the Ho Chi Minh City Stock Exchange covering the time period 2005–2015. We find evidence of herding in both rising and falling market employing the common least squares estimation. Further...