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Are momentum crashes pervasive regardless of strategy? : evidence from the foreign exchange market

Grobys, Klaus; Haga, Jesper - In: Applied economics letters 24 (2017) 20, pp. 1499-1503

Persistent link: https://www.econbiz.de/10011853099

Behavioral finance and financial contagion : the evidence of DCC-MGARCH model from 63 equity markets

Talbi, Mariem; Boubaker, Adel; Sebai, Saber - In: International journal of economics and financial issues … 7 (2017) 4, pp. 387-407

Persistent link: https://www.econbiz.de/10011824319

Investors' fear and herding behavior : evidence from the Taiwan stock market

Huang, Teng-Ching; Wang, Kuei-Yuan - In: Emerging markets finance & trade : a journal of the … 53 (2017) 10/11/12, pp. 2259-2278

Persistent link: https://www.econbiz.de/10011825313

Herding behavior in Ramadan and financial crises : the case of the Pakistani stock market

Yousaf, Imran; Ali, Shoaib; Ali Shah, Syed Zulfiqar - In: Financial innovation : FIN 4 (2018) 16, pp. 1-14

This study examines herding behavior in the Pakistani Stock Market under different market conditions, focusing on the Ramadan effect and Crisis period by using data from 2004 to 2014. Two regression models of Christie and Huang (Financ Analysts J 51:31–37, 1995) and Chang et al., (J Bank...

Persistent link: https://www.econbiz.de/10011883177