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Effect of Global Shocks and Volatility on Herd Behavior in an Emerging Market: Evidence from Borsa Istanbul

Citations

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Cited by:

  1. Esin Cakan & Rıza Demirer & Rangan Gupta & Hardik A. Marfatia, 2019. "Oil speculation and herding behavior in emerging stock markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 43(1), pages 44-56, January.
  2. Bouri, Elie & Gupta, Rangan & Roubaud, David, 2019. "Herding behaviour in cryptocurrencies," Finance Research Letters, Elsevier, vol. 29(C), pages 216-221.
  3. 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.
  4. Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2019. "The role of time‐varying rare disaster risks in predicting bond returns and volatility," Review of Financial Economics, John Wiley & Sons, vol. 37(3), pages 327-340, July.
  5. Elie Bouri & Rangan Gupta & David Roubaud, 2018. "Herding Behaviour in the Cryptocurrency Market," Working Papers 201834, University of Pretoria, Department of Economics.
  6. Aktürk, Halit, 2016. "Do stock returns provide a good hedge against inflation? An empirical assessment using Turkish data during periods of structural change," International Review of Economics & Finance, Elsevier, vol. 45(C), pages 230-246.
  7. Elie Bouri & Riza Demirer & Rangan Gupta & Jacobus Nel, 2021. "COVID-19 Pandemic and Investor Herding in International Stock Markets," Risks, MDPI, vol. 9(9), pages 1-11, September.
  8. Raya Panjaitan & Ika Pratiwi Simbolon, 2020. "Financing and Herd Behaviour in Financial Crises: Investment Decision," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(4), pages 1089-1096.
  9. Demirer, Rıza & Yuksel, Asli & Yuksel, Aydin, 2017. "Flight to quality and the predictability of reversals: The role of market states and global factors," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1445-1454.
  10. Yu-Wei Lan & Dan Lin & Lu Lin, 2017. "Why are the Performances of Business Groups Different? A Case Study of Formosa Plastics Group and Far Eastern Group," Asian Journal of Economics and Empirical Research, Asian Online Journal Publishing Group, vol. 4(2), pages 106-120.
  11. Rangan Gupta & Christian Pierdzioch & Wing-Keung Wong, 2021. "A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios," Energies, MDPI, vol. 14(20), pages 1-12, October.
  12. 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.
  13. Nawal Hussein Abbas Elhussein & Jarel Nabi Ahmed Abdelgadir, 2020. "Behavioral Bias in Individual Investment Decisions: Is It a Common Phenomenon in Stock Markets?," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 11(6), pages 25-36, December.
  14. Yarovaya, Larisa & Matkovskyy, Roman & Jalan, Akanksha, 2021. "The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
  15. Elie Bouri & Riza Demirer, 2016. "On the volatility transmission between oil and stock markets: a comparison of emerging importers and exporters," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 33(1), pages 63-82, April.
  16. Omokolade Akinsomi & Yener Coskun & Rangan Gupta, 2018. "Analysis of Herding in Reits of an Emerging Market: The Case of Turkey," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, vol. 24(1), pages 65-81, January.
  17. Mehmet Balcilar & Riza Demirer & Talat Ulussever, 2016. "Does speculation in the oil market drive investor herding in net exporting nations?," Working Papers 15-29, Eastern Mediterranean University, Department of Economics.
  18. 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.
  19. Talat Ulussever & Riza Demirer, 2017. "Investor herds and oil prices evidence in the Gulf Cooperation Council (GCC) equity markets," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 17(3), pages 1-77–89.
  20. Yide Wang & Chao Yu & Xujie Zhao, 2023. "Does herding effect help forecast market volatility?—Evidence from the Chinese stock market," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(5), pages 1275-1290, August.
  21. An Pham Ngoc Nguyen & Martin Crane & Thomas Conlon & Marija Bezbradica, 2024. "Herding Unmasked: Insights into Cryptocurrencies, Stocks and US ETFs," Papers 2407.08069, arXiv.org, revised Dec 2024.
  22. Zheng, Yingfei & Shen, Anran & Li, Ruihai & Yang, Yuhong & Wang, Shengjin & Cheng, Lee-Young, 2023. "Spillover effects between internet financial industry and traditional financial industry: Evidence from the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
  23. Dorika Jeremiah Mwamtambulo, 2019. "Herding Behaviours in Poland and Tanzania," Proceedings of International Academic Conferences 9011210, International Institute of Social and Economic Sciences.
  24. Balcılar, Mehmet & Demirer, Rıza & Ulussever, Talat, 2017. "Does speculation in the oil market drive investor herding in emerging stock markets?," Energy Economics, Elsevier, vol. 65(C), pages 50-63.
  25. Balcilar, Mehmet & Kutan, Ali M. & Yaya, Mehmet E., 2017. "Testing the dependency theory on small island economies: The case of Cyprus," Economic Modelling, Elsevier, vol. 61(C), pages 1-11.
  26. Elie Bouri & Oguzhan Cepni & Rangan Gupta & Ruipeng Liu, 2024. "Supply Chain Constraints and the Predictability of the Conditional Distribution of International Stock Market Returns and Volatility," Working Papers 202440, University of Pretoria, Department of Economics.
  27. Zaremba, Adam & Szyszka, Adam & Karathanasopoulos, Andreas & Mikutowski, Mateusz, 2021. "Herding for profits: Market breadth and the cross-section of global equity returns," Economic Modelling, Elsevier, vol. 97(C), pages 348-364.
  28. Ebenezer Boateng & Emmanuel Asafo-Adjei & John Gartchie Gatsi & ªtefan Cristian Gherghina & Liliana Nicoleta Simionescu, 2022. "Multifrequency-based non-linear approach to analyzing implied volatility transmission across global financial markets," Oeconomia Copernicana, Institute of Economic Research, vol. 13(3), pages 699-743, September.
  29. Salisu, Afees A. & Vo, Xuan Vinh, 2020. "Predicting stock returns in the presence of COVID-19 pandemic: The role of health news," International Review of Financial Analysis, Elsevier, vol. 71(C).
  30. Ali Shaddady & Mohammed Alsaggaf, 2020. "Issues that Matter When Behavioral Finance Factors Drive the Largest Initial Public Offering in the Saudi Financial Market," International Journal of Economics and Financial Issues, Econjournals, vol. 10(6), pages 106-117.
  31. 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.
  32. RNuket Kirci Cevik & Sel Dibooglu & Ali M. Kutan, 2016. "Real and Financial Sector Studies in Central and Eastern Europe: A Review," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(1), pages 2-31, February.
  33. 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).
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