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Volume-herding interaction in the American market

BenSaïda, Ahmed; Jlassi, Mouna; Litimi, Houda - In: American journal of finance and accounting 4 (2015/2016) 1, pp. 50-69

Persistent link: https://www.econbiz.de/10011508875

The influence of oil, gold and stock market index on US equity sectors

BenSaïda, Ahmed; Hernandez, Jose Arreola; Litimi, Houda; … - In: Applied economics 54 (2022) 6, pp. 719-732

Persistent link: https://www.econbiz.de/10012874447

Herding effect on idiosyncratic volatility in U.S. industries

BenSaïda, Ahmed - In: Finance research letters 23 (2017), pp. 121-132

Persistent link: https://www.econbiz.de/10011808374

Herding behaviour and market dynamic volatility : evidence from the US stock markets

Jlassi, Mouna; Naoui, Kamel - In: American journal of finance and accounting 4 (2015/2016) 1, pp. 70-91

Persistent link: https://www.econbiz.de/10011508878

Herding behaviour and market dynamic volatility: evidence from the US stock markets

Jlassi, Mouna; Naoui, Kamel - In: American Journal of Finance and Accounting 4 (2015) 1, pp. 70-91

This paper documents the effect of herd behaviour on the US S%P100 and US DJIA stock market's stocks volatility. We investigated the presence and the change of herding behaviour in the US S%P100 and US DJIA stock markets during January 2000 to July 2012. Results provide strong and coherent...

Persistent link: https://www.econbiz.de/10011207760