withdrew money one month prior to the events. Thedegree of herding among funds is statistically significant, but moderate.Herding …

herding. The model’s original version suffers from the problem of N-dependence: its ability to replicate the statistical … agents. -- herding ; financial markets ; networks ; N-dependence ; systemic risk …

withdrew money one month prior to the events. The degree of herding among funds is statistically significant, but moderate …. Herding is more widespread among open-ended funds than among closed-end funds, but not more prevalent during crises than …

We look into determinants (volatility, crises, sentiment and the U.S. ‘fear’ index) of herding using BRICS as our … sample. Investors herd selectively to crises and herding is a short-lived phenomenon. Herding was highest during the global … financial crisis (only China was affected). There was no herding during the European debt crisis and COVID. With regard to the …