Bouri, Elie; Demirer, Rıza; Gupta, Rangan; Nel, Jacobus - In: Risks 9 (2021) 9, pp. 1-11
The aim of this study is to understand the effect of the recent novel coronavirus pandemic on investor herding behavior in global stock markets. Utilizing a daily newspaper-based index of financial uncertainty associated with infectious diseases, we examine the association between...