Hong Mai Phan; Le Thi Nhu Quynh; Vu Duc Hieu Dam; Manh … - In: Cogent economics & finance 11 (2023) 2, pp. 1-25
This paper investigates herd behavior in frontier Vietnamese stock markets under the impacts of COVID-19. Using models with two measures of return dispersions, we find that herd behavior does not exist in the three stock markets in extreme movements but in normal market conditions. Herding is...
