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The role of COVID-19 in herding: evidence from the Croatian stock market

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  • Nicholas Apergis

Abstract

This paper explores the role of the COVID-19 pandemic on the herding behaviour across market participants in the Croatian market. The analysis uses daily prices of the Croatian stock index, spanning the period January 2016 to December 2022. The hypothesis of the herding behaviour is tested through the quantile regression approach. The findings document no evidence of herding prior to the pandemic crisis. In contrast, herding is discovered during the COVID-19 period. The paper provides policymakers and investors with valuable information to draw significant measures in their investment portfolio management during crises and pandemics.

Suggested Citation

  • Nicholas Apergis, 2024. "The role of COVID-19 in herding: evidence from the Croatian stock market," Applied Economics, Taylor & Francis Journals, vol. 56(36), pages 4363-4373, August.
    • Handle: RePEc:taf:applec:v:56:y:2024:i:36:p:4363-4373
    DOI: 10.1080/00036846.2023.2210830
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