Financial Reynolds number (Re) has been proven to have the capacity to predict volatility, herd behaviour and nascent … embedded volatility, herd behaviour and nascent bubble. Overall the volatility distribution has been found to be Gaussian in … nature, as far as volatility, herd behaviour and nascent bubble are concerned. …

variance estimation shows that the crisis period is characterized by substantial increases in volatility, establishing that the … crisis period, an increase in correlation (contagion) existed, while a continued correlation (herding) existed in the post …

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 …

such as size, style, volatility, skewness, momentum, and trend-following signals. In addition, the role of market breadth …

. In particular the relationship between speculation and price volatility on the one side, and the linkage between … excessive speculation and price volatility on the other side, is carefully examined with the scope to establish whether … volatility drives speculation or speculation drives price volatility, or whether there are no linkages between the two variables …