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Contrarian strategy and herding behaviour in the Chinese stock market

Chen, Qiwei; Hua, Xiuping; Jiang, Ying - In: The European journal of finance 24 (2018) 16, pp. 1552-1568

Persistent link: https://www.econbiz.de/10012259076

A transmission of beta herding during subprime crisis in Taiwan's market : DCC-MIDAS approach

Chen, Yi-Chang; Wu, Hung-Che; Zhang, Yuanyuan; Kuo, … - In: International Journal of Financial Studies : open … 9 (2021) 4, pp. 1-16

The aim of this study is to investigate the herding of beta transmission between return and volatility. We have used … demonstrates that herding is a key transmitter in Taiwan’s stock market. The significant estimation of DCC-MIDAS explains that the … herding phenomenon is highly dynamic and time-varying in herding behavior. By means of time-varying beta of herding based on …

Persistent link: https://www.econbiz.de/10012698399

Empirical analysis of investors' herding behaviours during the market structural changes and crisis events : evidence from Thailand

Jirasakuldech, Benjamas; Emekter, Riza - In: Global economic review 50 (2021) 2, pp. 139-168

Persistent link: https://www.econbiz.de/10012513904

Re-examining the Chinese A-share herding behaviour with a Fama-French augmented seven-factor model

Li, Chao; Hu, Zongyi; Tang, Liwei - In: Applied economics 51 (2019) 5, pp. 488-508

Persistent link: https://www.econbiz.de/10012160606

Herding behaviour and investor's sentiment : evidence from the Chinese Stock Market

Khalil, Nait Bouzid; Sara, Rabiai; Soraya, Inariten; … - In: International journal of behavioural accounting and finance 7 (2023) 1, pp. 55-85

Persistent link: https://www.econbiz.de/10014306750

The COVID-19 pandemic and herding behaviour among investors in Shariah-compliant stocks

Bougatef, Khemaies; Nejah, Imen - In: Journal of Islamic accounting and business research 13 (2022) 5, pp. 832-844

Persistent link: https://www.econbiz.de/10013281037

Herding behaviour in Asutralian stock market : evidence on COVID-19 effect

Espinosa Méndez, Christian; Arias, Jose - In: Applied economics letters 28 (2021) 21, pp. 1898-1901

Persistent link: https://www.econbiz.de/10012697710

Dynamic herding behaviour in the US stock market

Yasir, Muhammad; Özlem Önder, A. - In: Prague economic papers : a bimonthly journal of … 30 (2021) 1, pp. 115-130

Persistent link: https://www.econbiz.de/10012813764

Herding behaviour theory and oil price dispersion : a sectoral analysis of the Gulf Cooperation Council stock market

Medhioub, Imed; Chaffai, Mustapha - In: The journal of asset management : a major new, … 22 (2021) 1, pp. 43-50

Persistent link: https://www.econbiz.de/10012487593

Does herding behaviour vary in bull and bear markets? : perspectives from Egypt

Metwally, Ayman H.; Eldomiaty, Tarek Ibrahim; … - In: International journal of behavioural accounting and finance 6 (2016) 1, pp. 26-53

Persistent link: https://www.econbiz.de/10012250962