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Herding and market volatility

Fei, Tianlun; Liu, Xiaoquan - In: International review of financial analysis 78 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10013252516

Impact of herding on the returns in the Indian stock market : an empirical study

Kanojia, Sunaina; Singh, Deepti; Goswami, Ashutosh - In: Review of behavioral finance : RBF 14 (2022) 1, pp. 115-129

Persistent link: https://www.econbiz.de/10013286595

Behavioural Types and Characteristics of UK Fund Managers’ Cascading and Herding : New Evidence From the Stock Market

Lu, Ralph - 2013

This paper first extends Sias (2004) to examine whether UK fund managers are engaged in herding behaviours in the stock … market, their reasons for herding, whether their herding behaviours are different during bullish and bearish periods and … whether or not their herding behaviours are informational. Our results demonstrate that UK fund managers' cascades primarily …

Persistent link: https://www.econbiz.de/10013079120

The Impact of Herding Behavior on Stock Mispricing : The Case of Listed Companies at the Egyptian Exchange

Alber, Nader; Ezzat, Ehab - 2021

This paper aims at examining the impact of herding behavior on stock mispricing. Herding behavior is measured by Cross …

Persistent link: https://www.econbiz.de/10013321730

Herding behavior during the Covid-19 pandemic : a comparison between Asian and European stock markets based on intraday multifractality

Aslam, Faheem; Ferreira, Paulo; Ali, Haider; Kauser, Sumera - In: Eurasian economic review : a journal in applied … 12 (2022) 2, pp. 333-359

Persistent link: https://www.econbiz.de/10013263377

Trade clustering and power laws in financial markets

Nirei, Makoto; Stachurski, John; Watanabe, Tsutomu - In: Theoretical economics : TE ; an open access journal in … 15 (2020) 4, pp. 1365-1398

This study provides an explanation for the emergence of power laws in asset trading volume and returns. We consider a two-state model with binary actions, where traders infer other traders' private signals regarding the value of an asset from their actions and adjust their own behavior...

Persistent link: https://www.econbiz.de/10012415412

Analysis of financial contagion in influential African stock markets

Aderajo, Oluwatosin Mary; Olaniran, Oladotun Daniel - In: Future Business Journal 7 (2021), pp. 1-9

crisis period, an increase in correlation (contagion) existed, while a continued correlation (herding) existed in the post …

Persistent link: https://www.econbiz.de/10012493750

Herding behaviour in Indian equity market : a quantile regression approach

Ansari, Aleem - In: American journal of finance and accounting 6 (2019) 1, pp. 38-55

Persistent link: https://www.econbiz.de/10012250873

Does the stock market drive herd behavior in commodity futures markets?

Demirer, Rıza; Lee, Hsiang-Tai; Lien, Da-hsiang Donald - In: International review of financial analysis 39 (2015), pp. 32-44

Persistent link: https://www.econbiz.de/10011573052

Stock price synchronicity and stock price crash risk : based on the mediating effect of herding behavior of QFII

Jin, Yonghong; Yan, Mengya; Xi, Yuqin; Liu, Chunmei - In: China finance review international 6 (2016) 3, pp. 230-244

Persistent link: https://www.econbiz.de/10011722755