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Herding behavior in real estate markets: Novel evidence from a Markov-switching model

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Cited by:

  1. SENARATHNE W Chamil & JIANGUO Wei, 2018. "Do Investors Mimic Trading Strategies Of Foreign Investors Or The Market: Implications For Capital Asset Pricing," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 13(3), pages 171-205, December.
  2. Omokolade Akinsomi & Mehmet Balcilar & Rıza Demirer & Rangan Gupta, 2017. "The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(4), pages 774-793, October.
  3. Rangan Gupta & Damien Moodley, 2023. "Housing Search Activity and Quantiles-Based Predictability of Housing Price Movements in the United States," Working Papers 202335, University of Pretoria, Department of Economics.
  4. Yang, Wan-Ru & Chuang, Ming-Che, 2023. "Do investors herd in a volatile market? Evidence of dynamic herding in Taiwan, China, and US stock markets," Finance Research Letters, Elsevier, vol. 52(C).
  5. Fu, Jingxue & Wu, Lan, 2021. "Regime-switching herd behavior: Novel evidence from the Chinese A-share market," Finance Research Letters, Elsevier, vol. 39(C).
  6. Lesame, Keagile & Ngene, Geoffrey & Gupta, Rangan & Bouri, Elie, 2024. "Herding in international REITs markets around the COVID-19 pandemic," Research in International Business and Finance, Elsevier, vol. 67(PB).
  7. Cheng, Tingting & Xing, Shuo & Yao, Wenying, 2022. "An examination of herding behaviour of the Chinese mutual funds: A time-varying perspective," Pacific-Basin Finance Journal, Elsevier, vol. 74(C).
  8. Papadamou, Stephanos & Kyriazis, Nikolaos A. & Tzeremes, Panayiotis & Corbet, Shaen, 2021. "Herding behaviour and price convergence clubs in cryptocurrencies during bull and bear markets," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
  9. 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.
  10. BenSaïda, Ahmed, 2017. "Herding effect on idiosyncratic volatility in U.S. industries," Finance Research Letters, Elsevier, vol. 23(C), pages 121-132.
  11. Coskun, Esra Alp & Lau, Chi Keung Marco & Kahyaoglu, Hakan, 2020. "Uncertainty and herding behavior: evidence from cryptocurrencies," Research in International Business and Finance, Elsevier, vol. 54(C).
  12. Talpsepp, Tõnn & Tänav, Anne-Liis, 2021. "Do gender, age and education affect herding in the real estate market?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 32(C).
  13. Geoffrey M. Ngene & Rangan Gupta, 2021. "Impact of Housing Policy Uncertainty on Herding Behavior: Evidence from UK's Regional Housing Markets," Working Papers 202115, University of Pretoria, Department of Economics.
  14. Jiang, Rui & Wen, Conghua & Zhang, Ruonan & Cui, Yu, 2022. "Investor's herding behavior in Asian equity markets during COVID-19 period," Pacific-Basin Finance Journal, Elsevier, vol. 73(C).
  15. 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.
  16. Kumar, Satish & Rao, Sandeep & Goyal, Kirti & Goyal, Nisha, 2022. "Journal of Behavioral and Experimental Finance: A bibliometric overview," Journal of Behavioral and Experimental Finance, Elsevier, vol. 34(C).
  17. Akshita Singh & Shailendra Kumar & Utkarsh Goel & Amar Johri, 2023. "Behavioural biases in real estate investment: a literature review and future research agenda," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-17, December.
  18. 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.
  19. Zhao, Yuan & Liu, Nan & Li, Wanpeng, 2022. "Industry herding in crypto assets," International Review of Financial Analysis, Elsevier, vol. 84(C).
  20. Elie Bouri & Rangan Gupta & Shixuan Wang, 2022. "Nonlinear contagion between stock and real estate markets: International evidence from a local Gaussian correlation approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 2089-2109, April.
  21. Papapostolou, Nikos C. & Pouliasis, Panos K. & Kyriakou, Ioannis, 2017. "Herd behavior in the drybulk market: an empirical analysis of the decision to invest in new and retire existing fleet capacity," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 104(C), pages 36-51.
  22. Youssef, Mouna & Mokni, Khaled, 2018. "On the effect of herding behavior on dependence structure between stock markets: Evidence from GCC countries," Journal of Behavioral and Experimental Finance, Elsevier, vol. 20(C), pages 52-63.
  23. Wang, Shixuan & Gupta, Rangan & Zhang, Yue-Jun, 2021. "Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data," Finance Research Letters, Elsevier, vol. 43(C).
  24. Chaofa Wang & Dongdong Li & Qing Liu & Xiaorong Wei, 2023. "Speed distribution model, expectation speed of the system and aggregation behaviour for traffic congestion," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 44(4), pages 2175-2185, June.
  25. Cakan, Esin & Demiralay, Sercan & Ulusoy, Veysel, 2021. "Oil Prices and Firm Returns in an Emerging Market," American Business Review, Pompea College of Business, University of New Haven, vol. 24(1), pages 166-187, May.
  26. Bastian Schulz, 2023. "Behavioral Finance and how its Behavioral Biases Affect German Investors," ACTA VSFS, University of Finance and Administration, vol. 17(1), pages 39-59.
  27. Deng, Kuang Kuang & Wong, Siu Kei & Cheung, Ka Shing & Tse, Kwok Sang, 2022. "Do real estate investors trade on momentum?," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
  28. Zhang, Yi & Zhou, Long & Liu, Zhidong & Wu, Baoxiu, 2024. "Herding behaviour towards high order systematic risks and the contagion Effect—Evidence from BRICS stock markets," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
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