Fei, Fan; Zhang, Jianing - In: Cogent economics & finance 11 (2023) 1, pp. 1-19
The primary purpose of this paper is to explore the herding behavior in the Chinese stock market during COVID-19 and … study uses the cross-sectional absolute deviation model to analyze stock market herding behavior by non-linear polynomial … regression. We show that the herding behavior in the Chinese stock market is more prominent during the COVID-19 pandemic. Herding …