… to apprehend the herding behavior dynamics and relate them … evidence of the dynamic
herding evolution behavior while at … it is less volatile and indicative of a relatively lower herding …

… Using the dynamic herding model, we demonstrate that market herding is prevalent in high
… Since 2010, anti-herding is dominant in our sample markets while herding is slight in volatile …

… of daily returns and volatility dynamics of the three stock … composite index is the most volatile
with an average annualized … significant impact on the volatility dynamics. Meanwhile, the …

… volatile portfolio appears to be Quartile 2, as it has the highest standard deviation, while
Quartile 3 has the lowest and may therefore be regarded as the least volatile. … is most volatile for …

… model establishes a more dynamic setting to illustrate how herding and market volatility are
… investors and transmit them the trend followers, leading to a more volatile market eventually. …

… In volatile periods, speculators’ trading behaviour thus becomes more aligned. … We
propose a novel herding model to explain the dynamics of financial markets. To be precise, we …

… the long-term or short-term nature of herding. Moreover, we also tried to analyse the presence
of herding during high volatile and low volatile market. … 5.6 Dynamic model of herding …

… Using static and dynamic models, we show that herding is heterogenous across the Asian
economies … Singapore has the most volatile market. Returns are leptokurtic in all commodity …

… herding behavior in a number of stock markets in various parts of the world and find out the
factors that cause herding … that cause the herding behavior of an investor in the stock market. …

… the dynamics of stock markets are constantly and rapidly evolving, measuring herding at …
, and is inadequate to explain the excessive market heteroscedastic volatility. For example, …