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Herding behaviour in the Chinese and Indian stock markets

Citations

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Cited by:

  1. Batmunkh John Munkh-Ulzii & Michael McAleer & Massoud Moslehpour & Wing-Keung Wong, 2018. "Confucius and Herding Behaviour in the Stock Markets in China and Taiwan," Sustainability, MDPI, vol. 10(12), pages 1-16, November.
  2. Zhao, Yuan & Liu, Nan & Li, Wanpeng, 2022. "Industry herding in crypto assets," International Review of Financial Analysis, Elsevier, vol. 84(C).
  3. Vo, Xuan Vinh & Phan, Dang Bao Anh, 2019. "Herd behavior and idiosyncratic volatility in a frontier market," Pacific-Basin Finance Journal, Elsevier, vol. 53(C), pages 321-330.
  4. Nath, Harmindar B. & Brooks, Robert D., 2020. "Investor-herding and risk-profiles: A State-Space model-based assessment," Pacific-Basin Finance Journal, Elsevier, vol. 62(C).
  5. Vipul Kumar Singh & Pawan Kumar, 2024. "Effectiveness of deterministic option pricing models: new evidence from Nifty and Bank Nifty Index options," Journal of Asset Management, Palgrave Macmillan, vol. 25(2), pages 172-189, March.
  6. Hsieh, Shu-Fan, 2013. "Individual and institutional herding and the impact on stock returns: Evidence from Taiwan stock market," International Review of Financial Analysis, Elsevier, vol. 29(C), pages 175-188.
  7. Mouna Youssef & Khaled Mokni, 2023. "Herding behavior in stock markets of oil-importing and oil-exporting countries: the role of oil price," Journal of Asset Management, Palgrave Macmillan, vol. 24(1), pages 44-58, February.
  8. Rosy Dhall & Bhanwar Singh, 2020. "The COVID-19 Pandemic and Herding Behaviour: Evidence from India’s Stock Market," Millennial Asia, , vol. 11(3), pages 366-390, December.
  9. Litimi, Houda & BenSaïda, Ahmed & Bouraoui, Omar, 2016. "Herding and excessive risk in the American stock market: A sectoral analysis," Research in International Business and Finance, Elsevier, vol. 38(C), pages 6-21.
  10. I. Koetsier & J.A. Bikker, 2018. "Herding behavior of Dutch pension funds in asset class investments," Working Papers 18-04, Utrecht School of Economics.
  11. Sercan Demiralay & Veysel Ulusoy, 2017. "How Has the Behavior of Cross-Market Correlations Altered During Financial and Debt Crises?," Manchester School, University of Manchester, vol. 85(6), pages 765-794, December.
  12. Juan Benjamín Duarte Duarte & Juan Manuel Mascareñas Pérez-Iñigo, 2014. "¿Han sido los mercados bursátiles eficientes informacionalmente?," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, June.
  13. Xolani Sibande & Rangan Gupta & Riza Demirer & Elie Bouri, 2023. "Investor Sentiment and (Anti) Herding in the Currency Market: Evidence from Twitter Feed Data," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 24(1), pages 56-72, January.
  14. Batmunkh, Munkh-Ulzii & Choijil, Enkhbayar & Vieito, João Paulo & Espinosa-Méndez, Christian & Wong, Wing-Keung, 2020. "Does herding behavior exist in the Mongolian stock market?," Pacific-Basin Finance Journal, Elsevier, vol. 62(C).
  15. Vo, Xuan Vinh & Phan, Dang Bao Anh, 2019. "Herding and equity market liquidity in emerging market. Evidence from Vietnam," Journal of Behavioral and Experimental Finance, Elsevier, vol. 24(C).
  16. Kapil Choudhary & Parminder Singh & Amit Soni, 2022. "Relationship Between FIIs’ Herding and Returns in the Indian Equity Market: Further Empirical Evidence," Global Business Review, International Management Institute, vol. 23(1), pages 137-155, February.
  17. Shi, Guiqiang & Shen, Dehua & Zhu, Zhaobo, 2024. "Herding towards carbon neutrality: The role of investor attention," International Review of Financial Analysis, Elsevier, vol. 91(C).
  18. Wanidwaranan, Phasin & Padungsaksawasdi, Chaiyuth, 2020. "The effect of return jumps on herd behavior," Journal of Behavioral and Experimental Finance, Elsevier, vol. 27(C).
  19. Dinesh Gajurel & Akhila Chawla, 2022. "International Information Spillovers and Asymmetric Volatility in South Asian Stock Markets," JRFM, MDPI, vol. 15(10), pages 1-18, October.
  20. Hsieh, Wen-liang Gideon & Lee, Chin-Shen, 2021. "Who reacts to what information in securities analyst reports? Direct evidence from the investor trade imbalance," Pacific-Basin Finance Journal, Elsevier, vol. 65(C).
  21. Karthigai Prakasam Chellaswamy & Natchimuthu N & Muhammadriyaj Faniband, 2020. "Stock Market Sensitivity to Macroeconomic Factors: Evidence from China and India," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 10(2), pages 146-159, February.
  22. Shah, Mohay Ud Din & Shah, Attaullah & Khan, Safi Ullah, 2017. "Herding behavior in the Pakistan stock exchange: Some new insights," Research in International Business and Finance, Elsevier, vol. 42(C), pages 865-873.
  23. Juan Benjamín Duarte Duarte & Juan Manuel Mascare?nas Pérez-Iñigo, 2014. "Comprobación de la eficiencia débil en los principales mercados financieros latinoamericanos," Estudios Gerenciales, Universidad Icesi, November.
  24. S S S Kumar, 2022. "Institutional Herding: Causality and Persistence," IIM Kozhikode Society & Management Review, , vol. 11(2), pages 183-194, July.
  25. Junkai Wang & Robert Hudson, 2024. "Better ways to test for herding," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 790-818, January.
  26. Puput Tri Komalasari & Marwan Asri & Bernardinus M. Purwanto & Bowo Setiyono, 2022. "Herding behaviour in the capital market: What do we know and what is next?," Management Review Quarterly, Springer, vol. 72(3), pages 745-787, September.
  27. Nha Duc Bui & Loan Thi Bich Nguyen & Nhung Thi Tuyet Nguyen & Gordon Frederick Titman, 2018. "Herding in frontier stock markets: evidence from the Vietnamese stock market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(S1), pages 59-81, November.
  28. Ahmad Fawwaz Mohd Nasarudin & Bany Ariffin Amin Noordin & Siong Hook Law & Mohd Hisham Yahya, 2017. "Investigation of Herding Behaviour in Developed and Developing Countries: Does Country Governance Factor Matters?," Capital Markets Review, Malaysian Finance Association, vol. 25(2), pages 1-14.
  29. 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.
  30. Sayyed Sadaqat Hussain Shah & Muhammad Asif Khan & Natanya Meyer & Daniel F. Meyer & Judit Oláh, 2019. "Does Herding Bias Drive the Firm Value? Evidence from the Chinese Equity Market," Sustainability, MDPI, vol. 11(20), pages 1-20, October.
  31. Liu, Tengdong & Zheng, Dazhi & Zheng, Suyan & Lu, Yang, 2023. "Herding in Chinese stock markets: Evidence from the dual-investor-group," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
  32. Yi-Chang Chen & Hung-Che Wu & Jen-Jsung Huang, 2017. "Herd Behavior and Rational Expectations: A Test of China's Market Using Quantile Regression," International Journal of Economics and Financial Issues, Econjournals, vol. 7(2), pages 649-663.
  33. Zheng, Zhigang & Tang, Ke & Liu, Yaodong & Guo, Jie Michael, 2021. "Gender and herding," Journal of Empirical Finance, Elsevier, vol. 64(C), pages 379-400.
  34. Aytaç, Beysül & Coqueret, Guillaume & Mandou, Cyrille, 2018. "Herding behavior among wine investors," Economic Modelling, Elsevier, vol. 68(C), pages 318-328.
  35. Ivasiuc Arina, 2023. "Herding Behavior in Frontier Nordic Countries," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, vol. 68(1), pages 21-41, April.
  36. 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.
  37. Xiao, Jihong & Hu, Chunyan & Ouyang, Guangda & Wen, Fenghua, 2019. "Impacts of oil implied volatility shocks on stock implied volatility in China: Empirical evidence from a quantile regression approach," Energy Economics, Elsevier, vol. 80(C), pages 297-309.
  38. Cheema, Muhammad A. & Nartea, Gilbert V., 2017. "Momentum returns, market states, and market dynamics: Is China different?," International Review of Economics & Finance, Elsevier, vol. 50(C), pages 85-97.
  39. Chien-Chiang Lee & Mei-Ping Chen & Kuan-Mien Hsieh, 2012. "Industry herding and market states: evidence from Chinese stock markets," Quantitative Finance, Taylor & Francis Journals, vol. 13(7), pages 1091-1113, October.
  40. Hsieh, Shu-Fan & Chan, Chia-Ying & Wang, Ming-Chun, 2020. "Retail investor attention and herding behavior," Journal of Empirical Finance, Elsevier, vol. 59(C), pages 109-132.
  41. Ki-Hong Choi & Seong-Min Yoon, 2020. "Investor Sentiment and Herding Behavior in the Korean Stock Market," IJFS, MDPI, vol. 8(2), pages 1-14, June.
  42. Demiralay, Sercan & Gencer, Hatice Gaye & Bayraci, Selcuk, 2021. "How do Artificial Intelligence and Robotics Stocks co-move with traditional and alternative assets in the age of the 4th industrial revolution? Implications and Insights for the COVID-19 period," Technological Forecasting and Social Change, Elsevier, vol. 171(C).
  43. Oi-Ping Chong & A.N. Bany-Ariffin & Annuar Md Nassir & Junaina Muhammad, 2019. "An Empirical Study of Herding Behaviour in China’s A-Share and B-Share Markets: Evidence of Bidirectional Herding Activities," Capital Markets Review, Malaysian Finance Association, vol. 27(2), pages 37-57.
  44. Fenghua Wen & Kaiyan Weng & Wei-Xing Zhou, 2020. "Measuring the contribution of Chinese financial institutions to systemic risk: an extended asymmetric CoVaR approach," Risk Management, Palgrave Macmillan, vol. 22(4), pages 310-337, December.
  45. Wang, Xinru & Kim, Maria H. & Suardi, Sandy, 2022. "Herding and China's market-wide circuit breaker," Journal of Banking & Finance, Elsevier, vol. 141(C).
  46. Hui HONG & Shulin XU & Chien-Chiang LEE, 2020. "Investor Herding in the China Stock Market: An Examination of ChiNext," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 47-61, December.
  47. Arjoon, Vaalmikki & Bhatnagar, Chandra Shekhar, 2017. "Dynamic herding analysis in a frontier market," Research in International Business and Finance, Elsevier, vol. 42(C), pages 496-508.
  48. I. Koetsier & J.A. Bikker, 2018. "Herding behavior of Dutch pension funds in asset class investments," Working Papers 18-04, Utrecht School of Economics.
  49. Imran Yousaf & Shoaib Ali & Syed Zulfiqar Ali Shah, 2018. "Herding behavior in Ramadan and financial crises: the case of the Pakistani stock market," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 4(1), pages 1-14, December.
  50. 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.
  51. Zhu, Huiming & Guo, Yawei & You, Wanhai & Xu, Yaqin, 2016. "The heterogeneity dependence between crude oil price changes and industry stock market returns in China: Evidence from a quantile regression approach," Energy Economics, Elsevier, vol. 55(C), pages 30-41.
  52. Vidal-Tomás, David & Ibáñez, Ana M. & Farinós, José E., 2019. "Herding in the cryptocurrency market: CSSD and CSAD approaches," Finance Research Letters, Elsevier, vol. 30(C), pages 181-186.
  53. Zhu, Huiming & Huang, Hui & Peng, Cheng & Yang, Yan, 2016. "Extreme dependence between crude oil and stock markets in Asia-Pacific regions: Evidence from quantile regression," Economics Discussion Papers 2016-46, Kiel Institute for the World Economy (IfW Kiel).
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