Fei, Fan; Zhang, Jianing - In: Cogent economics & finance 11 (2023) 1, pp. 1-19
The primary purpose of this paper is to explore the herding behavior in the Chinese stock market during COVID-19 and the asymmetry of that behavior using the daily returns of A- and B-shares from 2 January 2019, to 15 October 2021. The study uses the cross-sectional absolute deviation model to...
