A Transmission of Beta Herding during Subprime Crisis in Taiwan’s Market: DCC-MIDAS Approach
The aim of this study is to investigate the herding of beta transmission between return and volatility. We have used the dynamic conditional correlation model with the mixed-data sampling (DCC-MIDAS) model for the analysis. The evidence demonstrates that
Yi-Chang Chen +3 more
doaj +1 more source
The informational and non-informational compositions of UK fund managers’ dynamic herding in the stock market [PDF]
This paper examines whether UK fund managers engage in herding behaviour in the stock market using the dynamic herding measure, whether their herding behaviour is different during bullish and bearish periods, whether most of their herding is ...
Lu Yang-Cheng, Fang Hao, Lee Yen-Hsien
doaj +1 more source
Examining Herding Behaviour and Its Impact on Stock Market Volatility: Insights from Asian Economies
Objective: This study empirically investigates herding bias in six key Asian countries—Indonesia, Singapore, Taiwan, China, Hong Kong, and India—across different periods (pre-, during, and post-COVID-19).
Riza Patwarani, Zaafri Husodo
doaj +1 more source
Endogenously-Timed Herding And The Synchronization Of Investment Cycles [PDF]
This paper combines the recent garne theoretic approach of endogenous timing of entry to herding models with a rnacroeconornic model of investrnent cycles.
Süssmuth, Bernd
core +2 more sources
Investor Herding Behavior in Infrastructure Companies on the IDX: Data Panel Approach
This research aims to examine the behavior of herding investors due to the information on interest rates and trading volume. By using daily infrastructure company data on the IDX, it is found that interest rates have a negative effect, while volume has a
Hartaty Hadady, Rachman Dano Mustafa
doaj +1 more source
Herding Behavior: Intensification and Flow in the Indonesian Stock Market
Subject and purpose of work: This paper explores whether herding behavior is formed according to the type of investor, how long the transmission of herding behavior occurs, and identifies how big the reaction of herding behavior is and how the flow of ...
Hidayati Lina Nur +2 more
doaj +1 more source
Herd culture and herd immunity
Abstract Although communicable diseases affect our bodies, they occur in a society that interprets and gives them meaning. Herd immunity provides the body protection; however, long-term protection requires shifts in the way people interpret and respond to disease, cultural transformation that enables the development of the knowledge, habits and skills ...
openaire +2 more sources
Investor Sentiment and Herding Behavior in the Korean Stock Market
This paper investigates herding behavior and the connection between herding behavior and investor sentiment. We apply a Cross-Sectional Absolute Deviation (CSAD) approach and the quantile regression method to capture herding behavior in the KOSPI and ...
Ki-Hong Choi, Seong-Min Yoon
doaj +1 more source
How financial literacy moderate the association between behaviour biases and investment decision? [PDF]
Purpose - The purpose of the study is to examine the impact of behavioural biases (i.e. overconfidence, risk-aversion, herding and disposition) on investment decisions amongst gender.
Mohd Adil +2 more
doaj +1 more source
The notion of a bimodule herd is introduced and studied. A bimodule herd consists of a $B$-$A$ bimodule, its formal dual, called a pen, and a map, called a shepherd, which satisfies untiality and coassociativity conditions. It is shown that every bimodule herd gives rise to a pair of corings and coactions.
Brzezi'nski, Tomasz, Vercruysse, Joost
openaire +6 more sources

