Similar Search Results

Liquidity and beta herding in emerging equity markets

Krokida, Styliani-Iris A.; Spyrou, Spyros I.; … - In: Handbook of investors' behavior during financial crises, (pp. 319-333). 2017

Persistent link: https://www.econbiz.de/10011743115

Cowboying stock market herds with robot traders

Galimberti, Jaqueson K.; Suhadolnik, Nicolas; Silva, … - In: Computational economics 50 (2017) 3, pp. 393-423

Persistent link: https://www.econbiz.de/10011783321

Herd behaviour and asset pricing in the Indian stock market

Chauhan, Yash; Ahmad, Nehal; Aggarwal, Vaishali; … - In: IIMB management review 32 (2020) 2, pp. 143-152

Persistent link: https://www.econbiz.de/10012489667

Industry herding behaviour in Indian stock market

Ganesh, R.; Naresh, G.; Thiyagarajan, S. - In: American journal of finance and accounting 4 (2015/2016) 3/4, pp. 284-308

Persistent link: https://www.econbiz.de/10011713527

Herding for Profits : Market Breadth and the Cross-Section of Global Equity Returns

Zaremba, Adam - 2019

This paper shows that market breadth, i.e. the difference between the average number of rising stocks and the average number of falling stocks within a portfolio, is a robust predictor of future stock returns on market and industry portfolios for 64 countries for the period between 1973 and...

Persistent link: https://www.econbiz.de/10012863920

Herding States and the Predictability of Stock Market Returns

Costa, Filipe; Fortuna, Natércia; Lobão, Júlio - 2022

intense herding state are 0.26% lower per month over a six-month holding period than following an adverse herding state. Our … results are robust to using risk-adjusted returns and a continuous herding variable. Intense herding emerges during periods of … lower returns and higher volatility than adverse herding …

Persistent link: https://www.econbiz.de/10014238536

The effects of herding on betas and idiosyncratic risk

Messis, Petros; Alexandridis, Antonis; Zapranis, Achilleas - In: The journal of behavioral finance : a publication of … 24 (2023) 2, pp. 131-146

Persistent link: https://www.econbiz.de/10013547876

Nonlinear decomposition analysis of risk aversion and stock-holding behaviour of US households

Kabir, M. Humayun; Shakur, Shamim - In: Applied financial economics 24 (2014) 7/9, pp. 495-503

Persistent link: https://www.econbiz.de/10010401955

Monetary policy, risk aversion and uncertainty in an international context

Saini, Sakshi; Sehgal, Sanjay; Deisting, Florent - In: Multinational finance journal 24 (2020) 3/4, pp. 211-266

Persistent link: https://www.econbiz.de/10012591011

Luxury goods and the equity premium

Aït-Sahalia, Yacine; Parker, Jonathan A.; Yogo, Motohiro - In: The journal of finance : the journal of the American … 59 (2004) 6, pp. 2959-3004

Persistent link: https://www.econbiz.de/10002504180