The aim of this study is to understand the effect of the recent novel coronavirus pandemic on investor herding behavior … diseases, we examine the association between pandemic-induced market uncertainty and herding behavior in a set of 49 global … models. Utilizing a time-varying variation of the static herding model, we first identify periods during which herding is …

This paper proposes a dynamic herding approach which takes into account herding under different market regimes, with … also yield evidence of herding behavior under the crash regime for all of the markets except Qatar which herds under the … low and high volatility regimes. The findings of the cross-GCC herding model also demonstrate herding comovements and not …