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Herding behavior in Ramadan and financial crises : the case of the Pakistani stock market

Yousaf, Imran; Ali, Shoaib; Ali Shah, Syed Zulfiqar - In: Financial innovation : FIN 4 (2018) 16, pp. 1-14

This study examines herding behavior in the Pakistani Stock Market under different market conditions, focusing on the … J 51:31–37, 1995) and Chang et al., (J Bank Finance 24:1651–1679, 2000) are used for herding estimations. Results based … on daily stock data reveal that there is an absence of herding behavior during rising (up) and falling (down) market as …

Persistent link: https://www.econbiz.de/10011883177

Herding and China's market-wide circuit breaker

Wang, Xinru; Kim, Maria H.; Suardi, Sandy - In: Journal of banking & finance 141 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013473058

Empirical investigation of herding behavior in East Asian stock markets toward the US market

Yang, Shih-Jui; Hsu, Ai-Chi; Lai, Show-Yen; Lee, … - In: The international journal of business and finance … 9 (2015) 1, pp. 19-32

Persistent link: https://www.econbiz.de/10010515396

A Markov switching approach to herding

Bohl, Martin T.; Klein, Arne Christian; Siklos, Pierre L. - In: Credit and capital markets : Kredit und Kapital 49 (2016) 2, pp. 193-220

Persistent link: https://www.econbiz.de/10011555108

Herding behaviour and market dynamic volatility : evidence from the US stock markets

Jlassi, Mouna; Naoui, Kamel - In: American journal of finance and accounting 4 (2015/2016) 1, pp. 70-91

Persistent link: https://www.econbiz.de/10011508878

Herd mentality in the stock market : on the role of idiosyncratic participants with heterogeneous information

Dang, Ha V.; Lin, Mi - In: International review of financial analysis 48 (2016), pp. 247-260

Persistent link: https://www.econbiz.de/10011624494

Market entry waves and volatility outbursts in stock markets

Blaurock, Ivonne; Schmitt, Noemi; Westerhoff, Frank H. - 2017

herding behavior and market risk. Moreover, speculators' orders depend on price trends, market misalignments and fundamental … news. Using a mix of analytical and numerical tools, we show that a herding-induced market entry wave may amplify excess …