The present work seeks to analyze the herding behavior phenomenon as a destabilizing factor of the capital market …, while studying the relation between the herding behavior phenomenon and market profitability and volatility. The results … allow us to verify the existence of a significant intensity of herding, especially when price variation occurs. Conversely …

herding behavior and market risk. Moreover, speculators' orders depend on price trends, market misalignments and fundamental … news. Using a mix of analytical and numerical tools, we show that a herding-induced market entry wave may amplify excess …

novel contribution of this study is the incorporation of stock trading volume to explore the herding behavior laterally with … predictor of herding than stock returns by employing ordinary least square method for cross-sectional absolute deviation (CSAD …). Findings under stock returns indicate herding in eight industries at the industry level and in only one industry at market …

-old NASDAQ-style stock market in China, based on its stocks from 2015-2019. Our findings show that the herding behavior is …We adopt the cross-sectional absolute deviation model (CSAD) to test the herding behavior of ChiNext, a decade … enterprises and dominated by individual investors instead of institutional investors. Moreover, we find that herding tends to be …