Results 331 to 340 of about 5,531,612 (368)

Herd behavior and idiosyncratic volatility

Journal of Business Research, 2015
Abstract This study investigates the impact of idiosyncratic volatility on investment behavior of market participants in Taiwan equity market. Empirical results show that herd behavior exists in this equity market, and herding shows distinct patterns under various portfolios according to idiosyncratic volatility.
Tung-Hsiao Yang, Bing-Huei Lin, Teng-Ching Huang   +2 more
openaire   +2 more sources

Herding behavior in Hong Kong stock market during the COVID-19 period: a systematic detection approach

Journal of Chinese Economic and Business Studies, 2021
The study intends to conduct a systematic mechanism for herding detection in the Hong Kong stock market. We take stocks from three market sectors as samples and investigate the existence of herding in the two periods: before and during the outbreak of ...
Conghua Wen, Zixi Yang, Ruichun Jiang
semanticscholar   +1 more source

An Examination of Herding Behavior in REITS

SSRN Electronic Journal, 2011
This study examines the existence of herding effects in the US REITs market, constructing a survivorship-bias-free dataset of daily returns during the period January 2004-December 2009. Apart from documenting the existence of herding behavior by conducting comprehensive tests, we also explore new channels through which this may be intensified ...
Fotini Economou, Alexandros Kostakis, Alexandros Kostakis, Nikolaos Philippas, Vassilios Babalos, Vassilios Babalos   +5 more
openaire   +2 more sources

Unmasking Herd behavior in ASEAN Countries

SSRN Electronic Journal, 2020
This paper includes the detection of Herd Behavior and bubbles in ASEAN countries and some other countries as well through different methods.
openaire   +2 more sources

Simulated evolution of selfish herd behavior

Journal of Theoretical Biology, 2005
Single species aggregations are a commonly observed phenomenon. One potential explanation for these aggregations is provided by the selfish herd hypothesis, which states that aggregations result from individual efforts to reduce personnel predation risk at the expense of group-mates.
Timothy C. Reluga, Steven V. Viscido
openaire   +3 more sources

Do Oil Prices and Financial Indicators Drive the Herding Behavior in Commodity Markets?

Journal of Behavorial Finance, 2020
This study tests the presence of herding behavior in commodity markets (energy, industrial metals, precious metals, grains food, and livestock) from a constant and time-varying perspective.
Mouna Youssef
semanticscholar   +1 more source

Uncertainty, Fear and Herding Behavior: Evidence from Size-Ranked Portfolios

Journal of Behavorial Finance, 2020
This study is aimed at testing the relationship between investors’ uncertainty reflected by market sentiment and herding behavior phenomenon. Using data for 1990–2019 for size-ranked portfolios, the evidence documented here indicates that herding is ...
D. Y. Aharon
semanticscholar   +1 more source

Herd behavior of Japanese economists

Journal of Economic Behavior & Organization, 2001
Abstract This paper analyzes herding by Japanese macroeconomic forecasters. We find that Japanese forecasters herd together regardless of their age. In comparison, Lamont (1995) finds that older American forecasters stop herding.
Takero Doi, Masahiro Ashiya
openaire   +2 more sources

The evolution of herd behavior: Will herding disappear over time?

Studies in Economics and Finance, 2019
Purpose The purpose of this paper is to examine the evolutionary nature of herding phenomenon in the context of a frontier stock market, the Colombo Stock Exchange of Sri Lanka. Design/methodology/approach This study applies the cross-sectional absolute deviation methodology for daily frequencies of data of all the common stocks listed during the ...
openaire   +2 more sources

Hedge Funds and Herding Behavior

2021
Abstract This chapter examines whether hedge funds herd, how this herding occurs, and any potential market wide effects. Bringing together the mainstream finance literature and that from a more management and sociological perspective, it is shown that hedge funds herd, although there is some evidence this is less than other large ...
openaire   +3 more sources