these lines reveals a strong role for a (tamed) herding component. The quantitative performance of the winner model is so … good that it may provide a standard for future research. -- Method of simulated moments ; moment coverage ratio ; herding …

This study examines the effect of Herding in different states (low, high and extreme volatility) in Tehran Stock … Exchange during the years 2009-2013 using Chang et al. (2000) and Balcilar et al. (2013) models. In this survey, herding is … tested under 3 market regimes. The results don't show evidence of herding in the market using a static model (Chang et al …

The primary purpose of this paper is to explore the herding behavior in the Chinese stock market during COVID-19 and … study uses the cross-sectional absolute deviation model to analyze stock market herding behavior by non-linear polynomial … regression. We show that the herding behavior in the Chinese stock market is more prominent during the COVID-19 pandemic. Herding …

represents a particular aspect of the market sentiment concerning future co-movement of the underlying stock prices. …

herding all contribute to market volatility in price and return and volatility clustering, but their impact are different. On … absolute and squared returns increase with herding and trend chasing based on long time horizon. On the other hand, the …