Herding behavior, market sentiment and volatility: will the bubble resume?

S Bekiros, M Jlassi, B Lucey, K Naoui… - The North American …, 2017 - Elsevier
This paper aims to investigate herding behavior and its impact on volatility under
uncertainty. We apply a cross-sectional absolute deviation approach as well as Quantile …
被引用次数：152 相关文章

Herding behavior, market sentiment and volatility: Will the bubble resume?

S Bekiros, M Jlassi, B Lucey, K Naoui… - The North American …, 2017 - ideas.repec.org
This paper aims to investigate herding behavior and its impact on volatility under
uncertainty. We apply a cross-sectional absolute deviation approach as well as Quantile …

Herding behavior, market sentiment and volatility: Will the bubble resume?

S Bekiros, M Jlassi, B Lucey, K Naoui… - The North American …, 2017 - econpapers.repec.org
This paper aims to investigate herding behavior and its impact on volatility under
uncertainty. We apply a cross-sectional absolute deviation approach as well as Quantile …

Herding behavior, market sentiment and volatility: will the bubble resume?

SD BEKIROS, M JLASSI, B LUCEY… - The North American …, 2017 - cadmus.eui.eu
This paper aims to investigate herding behavior and its impact on volatility under
uncertainty. We apply a cross-sectional absolute deviation approach as well as Quantile …

Herding behavior, market sentiment and volatility: Will the bubble resume?

S Bekiros, M Jlassi, B Lucey, GS Uddin - The North American journal …, 2017 - diva-portal.org
This paper aims to investigate herding behavior and its impact on volatility under
uncertainty. We apply a cross-sectional absolute deviation approach as well as Quantile …