Akbar, Ume Salma; Rajput, Suresh Kumar Oad; Bhutto, … - In: Cogent economics & finance 7 (2019) 1, pp. 1-18
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 …