Narrow search
Showing 1 - 10 of 55,157
Cover Image
Can investors profit by utilizing technical trading strategies? : evidence from the Korean and Chinese stock markets
Ni, Yensen; Day, Min-Yuh; Cheng, Yirung; Huang, Paoyu - In: Financial innovation : FIN 8 (2022), pp. 1-21
The idea of this study is derived from observing the profitability of stock investments following the phenomena of continuously rising (or falling) prices of stocks and continuously overbought (or oversold) signals emitted by technical indicators. We employ the standard event study approach and...
Persistent link: https://www.econbiz.de/10013272636
Cover Image
Chinese stock market volatility and herding behavior asymmetry during the COVID-19 pandemic
Fei, Fan; Zhang, Jianing - In: Cogent economics & finance 11 (2023) 1, pp. 1-19
The primary purpose of this paper is to explore the herding behavior in the Chinese stock market during COVID-19 and … study uses the cross-sectional absolute deviation model to analyze stock market herding behavior by non-linear polynomial … regression. We show that the herding behavior in the Chinese stock market is more prominent during the COVID-19 pandemic. Herding …
Persistent link: https://www.econbiz.de/10014500780
Cover Image
Herding in fast moving consumer group sector : equity market asymmetry and crisis
Bharti, Bharti; Kumar, Ashish - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 9, pp. 39-49
Persistent link: https://www.econbiz.de/10012670774
Cover Image
Investor herding in the China stock market : an examination of ChiNext
Hong, Hui; Xu, Shulin; Lee, Chien-chiang - In: Romanian journal of economic forecasting 23 (2020) 4, pp. 47-61
Persistent link: https://www.econbiz.de/10012425254
Cover Image
Herding behavior in the Chinese stock market and the impact of COVID-19
Maquieira, Carlos; Espinosa Méndez, Christian - In: Estudios de economía 49 (2022) 2, pp. 199-229
(SHSE) and Shenzhen Stock Exchange (SZSE) in China. We report the presence of herding behavior during the period under study …We analyze herding behavior in the Chinese stock markets in the context of the COVID-19 pandemic using the cross …-sectional absolute deviation (CSAD) model proposed by Chang et al. (2000) to detect herding behavior in the time period between January …
Persistent link: https://www.econbiz.de/10013489813
Cover Image
Triggering of herding instincts due to COVID-19 pandemic in Pakistan Stock Exchange
Jabeen, Shaista; Rizavi, Sayyid Salman; Nasir, Adeel - In: Journal of Asian finance, economics and business : JAFEB 8 (2021) 10, pp. 207-218
Persistent link: https://www.econbiz.de/10012671113
Cover Image
Assessing the safe haven properties of oil in African stock markets amid the COVID-19 pandemic : a quantile regression analysis
Assifuah-Nunoo, Emmanuel; Owusu Junior, Peterson; Adam, … - In: Quantitative finance and economics 6 (2022) 2, pp. 244-269
Using the quantile regression approach to reveal the conditional relationships, the study re-examined the oil-stock co-movement in the context of oil-exporting countries in Africa. The data employed include daily OPEC basket price for crude oil and daily data on stock market indices for six...
Persistent link: https://www.econbiz.de/10013498963
Cover Image
Integrating real sector growth and inflation into an agent-based stock market dynamics
Franke, Reiner; Ghonghadze, Jaba - 2014
Concentrating on speculative flow rather than stock demand, the paper puts forward a deterministic continuous-time model of the equity market that is compatible with a growing and inflationary economy. Instead of the systematically rising equity price, the central state variable in now Tobin's...
Persistent link: https://www.econbiz.de/10010406891
Cover Image
Why a simple herding model may generate the stylized facts of daily returns : explanation and estimation
Franke, Reiner; Westerhoff, Frank H. - 2011
and chartists, comprises four features: (i) price determination by excess demand; (ii) a herding mechanism that gives rise …
Persistent link: https://www.econbiz.de/10009424773
Cover Image
Study of Herd Behavior Indexes in Brazilian Stock Mutual Funds
Lopau Zulian, Bruno - 2011
The objective of this paper is to investigate herding behavior in the Brazilian stock mutual funds. Through the study … of the 100 largest funds of the category, between September/2004 and July/2008, two herding indexes are analyzed: (i) the … and Walter (2007). Results of the research suggest the existence of herding behavior in the Brazilian stock mutual funds …
Persistent link: https://www.econbiz.de/10013128411