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Leite, Gabriela Marques; Machado-Santos, Carlos; Silva, … - In: Revista de métodos cuantitativos para la economía y … 25 (2018), pp. 3-22

, while studying the relation between the herding behavior phenomenon and market profitability and volatility. The results …, asymmetrical and elevated volatility levels ensue, with a higher probability of profit than losses of the same magnitude. However …, results are less visible when one looks at the causality relation between herding and market volatility. This paper …

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