… 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. …

… Consequently, the market becomes more volatile. Of course, high … dynamically, we classify
volatility as belonging to one of two states of markets - ‘with herding’ and ‘without herding’, …

… This issue is important to our understanding of market dynamics and fund … herding will be
greater. In contrast, ‘standing out from the crowd’ is less of a problem in a highly volatile 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, …

… As Figure 1 exhibits, CCi30 index return is highly volatile during 2017 and 2018. This period
… to understand the market dynamics and the role of cryptocurrency in portfolio diversification. …

… Herding will mitigate increases in the cross-sectional dispersion in returns as the market
becomes more volatile … both proxies of market volatility to D t in a dynamic setting is necessary to …

… In this article, we examine the dynamic relationship between … by extending herding tests to
an emerging stock market, … volatile sector in this market relative to the other market sectors. …

… can argue that a dynamic model of herding which allows for … two extreme market states
(non-herding and herding states) … At times of market stress, investors move away from volatile …

… to capture herding behaviour under different market regimes in Real … and dynamic herding
models, this study explores herding … However, when the markets are highly volatile and risky, …

… Understanding the dynamic movement of financial market is … , particularly in the extreme
volatile events. After the aftermath of … of herding and its asymmetric effect under various market …