Showing 1 - 2 of 2
Persistent link: https://www.econbiz.de/10009130145
This study investigates high-frequency herding behavior in TOPIX 100 index-listed stocks and its impact on stock prices over different time horizons around tick size reduction on the Tokyo Stock Exchange. Our results show that high-frequency herding exists, especially at very short time...
Persistent link: https://www.econbiz.de/10014257550