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The Effect of COVID-19 on Herding Behavior in Eastern European Stock Markets [PDF]
Frontiers in Public Health, 2021 Unlike past health crises that were more localized, the highly contagious coronavirus disease 2019 (COVID-19) crisis is impacting the world to an unprecedented extent.
Hao Fang +3 more
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Herd Behaviors in Financial Markets [PDF]
Journal of the Korean Physical Society, 2004 We investigate the herd behavior of returns for the yen-dollar exchange rate in the Japanese financial market. It is obtained that the probability distribution $P(R)$ of returns $R$ satisfies the power-law behavior $P(R) \simeq R^{- }$ with the exponents $ =3.11$(the time interval $ =$ one minute) and 3.36($ =$ one day).
Kyungsik Kim +3 more
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Noise Traders and Herding Behavior
IMF Working Papers, 1996 Recent developments in financial economics have included many explorations into market microstructure, that is, the internal functioning of markets and the ways in which they provide liquidity to traders. An important contribution of this literature is that prices can deviate from their fundamental values.
Lee Redding
openalex +3 more sources
Herding unmasked: Insights into cryptocurrencies, stocks and US ETFs. [PDF]
PLoS ONEHerding behavior has become a familiar phenomenon to investors, with potential dangers of both undervaluing and overvaluing assets, while also threatening market stability.
An Pham Ngoc Nguyen +3 more
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Herding Behavior in Indonesian Investors [PDF]
International Research Journal of Business Studies, 2018 This research attempts to investigate the herding behavior of the companies that invested in IDX LQ45 Index from 2014 through 2016. Herd behavior is the tendency of investors to follow other investors’ actions in the market.
Maria Fransiska +3 more
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Herd Behavior in Financial Markets [PDF]
IMF Staff Papers, 2000 This paper provides an overview of the recent theoretical and empirical research on herd behavior in financial markets. It looks at what precisely is meant by herding, the causes of herd behavior, the success of existing studies in identifying the phenomenon, and the effect that herding has on financial markets.
Sushil Bikhchandani, Sunil Sharma
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Revisiting Herding Investment Behavior on the Zagreb Stock Exchange: A Quantile Regression Approach
Econometric Research in Finance, 2018 Herding investment behavior on stock markets has consequences for practitioners, theorists, and policy makers. Thus, empirical research on this topic in the last couple of years has grown exponentially. However, there exist only a few papers dealing with
Tihana Škrinjarić
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Analysis of Aggregate Herding Behavior in the Capital Market: Evidence from Indonesia and Singapore
Media Ekonomi dan Manajemen, 2023 The high uncertainty in the capital market due to some crises that hit the world over the last few decades has the potential to cause herding behavior in the aggregate capital market, both in developed and emerging capital markets.
Gusni Gusni +3 more
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Investor Herding Behavior in Infrastructure Companies on the IDX: Data Panel Approach
Society, 2022 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
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Chinese stock market volatility and herding behavior asymmetry during the COVID-19 pandemic
Cogent Economics & Finance, 2023 The primary purpose of this paper is to explore the herding behavior in the Chinese stock market during COVID-19 and the asymmetry of that behavior using the daily returns of A- and B-shares from 2 January 2019, to 15 October 2021.
Fan Fei, Jianing Zhang
doaj +1 more source