forecasts are heterogeneous and report that anti-herding appears to be a source of this heterogeneity. Forecaster anti-herding …. -- Metal prices ; Forecasting ; Forecaster (anti-)herding …

Using a multi-national dataset, we investigate the herding behaviour of financial analysts. Our results across a range … that are biased by anti-herding. Furthermore, the level of bias (i.e. anti-herding) seems to be systematically higher for … results show that increasing levels of investor protection and corporate governance mitigate the anti-herding behaviour …

The paper probes the sector-wise presence of volatility persistence, herding behavior and corresponding implications on … for volatility analysis and CSAD (Cross-Sectional Absolute Deviation) method for herding behavior. This paper finds the … existence of herding behavior only in the consumer discretionary sector for both countries which delineates efficient market …

We study if government response to the novel coronavirus COVID-19 pandemic can mitigate investor herding behaviour in … are in order. First, results show evidence of investor herding in international stock markets. Second, we document that … the Oxford Government Response Stringency Index mitigates investor herding behaviour, by way of reducing multidimensional …

The aim of this study is to understand the effect of the recent novel coronavirus pandemic on investor herding behavior … diseases, we examine the association between pandemic-induced market uncertainty and herding behavior in a set of 49 global … models. Utilizing a time-varying variation of the static herding model, we first identify periods during which herding is …

This paper provides new evidence of herding in global equity markets. Using quantile regressions applied to daily data … for 33 countries, we investigate herding during the Eurozone crisis, China's market crash in 2015-2016, and in the … aftermath of the Brexit vote. We find significant evidence of herding behavior driven by negative tail market conditions for …

We investigate herding in ten equity markets during the COVID-19 pandemic using a methodology that considers movements … in assets due to changes in fundamentals. We find heterogeneous patterns in herding across the ten countries and little … evidence of herding during the pandemic. The initial stages of the pandemic (the first half of 2020) are marked by anti-herding …