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Market stress and herding : a new approach to the cryptocurrency market

Raimundo Júnior, Gerson de Souza; Palazzi, Rafael Baptista - In: The journal of behavioral finance : a publication of … 23 (2022) 1, pp. 43-57

Persistent link: https://www.econbiz.de/10012802010

Herding behaviour and price convergence clubs in cryptocurrencies during bull and bear markets

Papadamou, Stephanos; Kyriazis, Nikolaos A.; Tzeremes, … - In: Journal of behavioral and experimental finance 30 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10012814565

The herding behaviour on Pakistan stock exchange : using firm-level data

Kiran, Fasiha; Khan, Naimat U.; Shah, Attaullah - In: Afro-Asian Journal of Finance and Accounting : AAJFA 10 (2020) 1, pp. 71-84

Persistent link: https://www.econbiz.de/10012167852

Does volatility mediate the impact of analyst recommendations on herding in Malaysian stock market?

Ooi Kok Loang; Zamri Ahmad - In: Economics and business review 7/21 (2021) 4, pp. 54-71

Persistent link: https://www.econbiz.de/10012806043

Herding behaviours and trading volume : evidence from Amman Stock Exchange

Kharabsheh, Buthiena; Al-Gharaibeh, Mohammad; Almasri, … - In: Afro-Asian Journal of Finance and Accounting : AAJFA 12 (2022) 3, pp. 345-365

Persistent link: https://www.econbiz.de/10013326356

Co-movements between an Asian technology stock index and cryptocurrencies during the COVID-19 pandemic : a bi-wavelet approach

Arief Rijanto - In: Economies : open access journal 11 (2023) 9, pp. 1-20

-movements suggest shifts in herding behavior due to the pandemic. Notably, cryptocurrency markets have demonstrated faster recovery …

Persistent link: https://www.econbiz.de/10014432024

Do sovereign wealth funds herd in equity markets?

Miceli, Valeria - 2011

Persistent link: https://www.econbiz.de/10009534363

Asset price effects of peer benchmarking : evidence from a natural experiment

Acharya, Sushant; Pedraza, Alvaro - 2015

We estimate the effects of peer benchmarking by institutional investors on asset prices. To identify trades purely due to peer benchmarking as separate from those based on fundamentals or private information, we exploit a natural experiment involving a change in a government-imposed...

Persistent link: https://www.econbiz.de/10010514042

Short-term herding of institutional traders : new evidence from the German Stock market

Kremer, Stephanie; Nautz, Dieter - In: European financial management : the journal of the … 19 (2013) 4, pp. 730-746

Persistent link: https://www.econbiz.de/10010237359

The decomposition and causes of securities dealers' cascades in the Taiwan stock market

Fang, Hao; Lu, Yang-cheng; Yang, Tzu-Yi - In: Investment management and financial innovations 10 (2013) 3, pp. 30-39

Persistent link: https://www.econbiz.de/10010201512

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