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Better ways to test for herding

Wang, Junkai; Hudson, Robert - In: International journal of finance & economics : IJFE 29 (2024) 1, pp. 790-818

Persistent link: https://www.econbiz.de/10014469057

Did grain futures prices overreact to the Russia-Ukraine war due to herding?

Carter, Colin Andre; Steinbach, Sandro - In: Journal of commodity markets : JCM 35 (2024), pp. 1-12

Persistent link: https://www.econbiz.de/10015077325

Herding behavior in developed, emerging, and frontier European stock markets during COVID-19 pandemic

Bogdan, Siniša; Suštar, Natali; Olgić Draženović, … - In: Journal of risk and financial management : JRFM 15 (2022) 9, pp. 1-12

implications for financial stability. Moreover, this phenomenon may be even more pronounced in times of crisis. Although herding is …

Persistent link: https://www.econbiz.de/10013399747

Herding behaviour and investor's sentiment : evidence from the Chinese Stock Market

Khalil, Nait Bouzid; Sara, Rabiai; Soraya, Inariten; … - In: International journal of behavioural accounting and finance 7 (2023) 1, pp. 55-85

Persistent link: https://www.econbiz.de/10014306750

The effects of stock characteristics on the direction and extent of herding by foreign institutional investors in the Taiwan stock exchange

Fang, Hao; Lu, Yang-cheng; Yau, Hwey-yun - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 60-74

Persistent link: https://www.econbiz.de/10010402994

Integrating real sector growth and inflation into an agent-based stock market dynamics

Franke, Reiner; Ghonghadze, Jaba - 2014

Concentrating on speculative flow rather than stock demand, the paper puts forward a deterministic continuous-time model of the equity market that is compatible with a growing and inflationary economy. Instead of the systematically rising equity price, the central state variable in now Tobin's...

Persistent link: https://www.econbiz.de/10010406891

Contrarian strategy and herding behaviour in the Chinese stock market

Chen, Qiwei; Hua, Xiuping; Jiang, Ying - In: The European journal of finance 24 (2018) 16, pp. 1552-1568

Persistent link: https://www.econbiz.de/10012259076

COVID-19 effect on the herding behaviour in the Indian stock market

Pandey, Vikas; Singh, Shaurya - In: Global business & economics review 30 (2024) 3, pp. 348-358

Persistent link: https://www.econbiz.de/10015060876

Do Fama-French common risk-factor portfolio investors herd on a daily basis? : implications for common risk-factor regressions

Senarathne, Chamil W. - In: Journal of capital markets studies 3 (2019) 2, pp. 137-156

deviations (CSAD) methodology, covering a daily data sampling period of July 1990 to January 2019 from Kenneth R. French …-Data Library. CSAD driven by fundamental and non-fundamental information is assessed using Fama-French five-factor model. Findings … - The results do not provide evidence for herding under normal market conditions, either when reacting to fundamental …

Persistent link: https://www.econbiz.de/10012131684

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