Herd behavior towards the market index: Evidence from 21 financial markets
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Cited by:
- Pop, Raluca Elena, 2012. "Herd behavior towards the market index: evidence from Romanian stock exchange," MPRA Paper 51595, University Library of Munich, Germany.
- Godfred Aawaar & Nicholas Addai Boamah & Joseph Oscar Akotey, 2020. "Investor herd behaviour in Africa s emerging and frontier markets," International Journal of Economics and Financial Issues, Econjournals, vol. 10(6), pages 194-205.
- Bouteska, Ahmed & Harasheh, Murad & Abedin, Mohammad Zoynul, 2023. "Revisiting overconfidence in investment decision-making: Further evidence from the U.S. market," Research in International Business and Finance, Elsevier, vol. 66(C).
- Petros Messis & Achilleas Zapranis, 2014. "Herding behaviour and volatility in the Athens Stock Exchange," Journal of Risk Finance, Emerald Group Publishing, vol. 15(5), pages 572-590, November.
- Hilal Hümeyra Özsu, 2015. "Empirical Analysis of Herd Behavior in Borsa Istanbul," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, vol. 4(4), pages 27-52, December.
- Mobarek, Asma & Mollah, Sabur & Keasey, Kevin, 2014. "A cross-country analysis of herd behavior in Europe," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 107-127.
- Alexandre Aidov & Olesya Lobanova, 2021. "The Relation between Intraday Limit Order Book Depth and Spread," IJFS, MDPI, vol. 9(4), pages 1-13, November.
- Paramita Mukherjee & Sweta Tiwari, 2022. "Trading Behaviour of Foreign Institutional Investors: Evidence from Indian Stock Markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 29(4), pages 605-629, December.
- Esra Alp Coşkun & Hakan Kahyaoglu & Chi Keung Marco Lau, 2023. "Which return regime induces overconfidence behavior? Artificial intelligence and a nonlinear approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-34, December.
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More about this item
Keywords
Herding; Outlier; Robust Regression; Cycle;All these keywords.
JEL classification:
- C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2009-02-22 (Financial Markets)
- NEP-SEA-2009-02-22 (South East Asia)
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