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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

Volatility transmission and herding contigion during the global financial crises

Abbes, Mouna Boujelbène - In: International journal of managerial and financial accounting 5 (2013) 2, pp. 138-161

Persistent link: https://www.econbiz.de/10009746408

Regime-switching determinants of mutual fund performance in South Africa

Apau, Richard; Moores-Pitt, Peter; Muzindutsi, Paul-Francois - In: Economies : open access journal 9 (2021) 4, pp. 1-20

This study assesses the effect of fund-level and systemic factors on the performance of mutual funds in the context of changing market conditions. A Markov regime-switching model is used to analyze the performance of 33 South African equity mutual funds from 2006 to 2019. From the results, fund...

Persistent link: https://www.econbiz.de/10012799837

Time-varying price-volume relationship and adaptive market efficiency : a survey of the empirical literature

Patil, Ashok Chanabasangouda; Rastogi, Shailesh - In: Journal of risk and financial management : JRFM 12 (2019) 2/105, pp. 1-18

This paper conducts a review of the literature on the price–volume relationship and its relation with the implications of the adaptive market hypothesis. The literature on market efficiency is classified as efficient market hypothesis (EMH) studies or adaptive market hypothesis (AMH) studies....

Persistent link: https://www.econbiz.de/10012021910

Validating the adaptive market hypothesis in the Tunisian stock market

Obalade, Adefemi Alamu; Muzindutsi, Paul-Francois - In: International journal of trade and global markets 13 (2020) 1, pp. 42-51

Persistent link: https://www.econbiz.de/10012179319

The adaptive market hypothesis of Decentralized finance (DeFi)

Zhang, Yuanyuan; Chan, Stephen; Chu, Jeffrey; Shih, … - In: Applied economics 55 (2023) 42, pp. 4975-4989

Persistent link: https://www.econbiz.de/10014334903

The price impact of foreign institutional herding on large-size stocks in the Taiwan stock market

Lu, Yang-cheng; Fang, Hao; Nieh, Chien-chung - In: Review of quantitative finance and accounting 39 (2012) 2, pp. 189-208

Persistent link: https://www.econbiz.de/10009629085

Information risk, market stress and institutional herding in financial markets : new evidence through the lens of a simulated model

Boortz, Christopher; Kremer, Stephanie; Jurkatis, Simon; … - 2014

-based predictions for how information risk and market stress influence aggregate herding intensity. We test these predictions … sell herding. The model also explains why buy, not sell, herding is more pronounced during the financial crisis. …

Persistent link: https://www.econbiz.de/10010356865

Institutional herding and risk-return relationship

Huang, Teng-Ching; Wu, Ching-Chih; Lin, Bing-huei - In: Journal of business research : JBR 69 (2016) 6, pp. 2073-2080

Persistent link: https://www.econbiz.de/10011471695

Jurkatis, Simon; Kremer, Stephanie; Nautz, Dieter - 2012

a herd model to derive theory-guided predictions regarding the impact of various aspects of uncertainty on herding …

Persistent link: https://www.econbiz.de/10009537329

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