… markets are characterized by their complex and dynamic … phenomena and macroeconomic
dynamics. Traditional and … The third feature describes the fact that high-volatile events …

… argue that people may be subject to herding if and only if there is … herding has a significant
effect on prices: prices can move substantially during herding and they become more volatile …

… existence of herding in the US market. We study the turnover effect on herding movement by
… Results are inconclusive about the presence of herding in the US financial market. However…

… market dynamics such as market price volatility. Some authors have shown that the herding
… Figure 1 shows that the series is highly volatile during the COVID-19 pandemic, except for …

… H m , t will evolve over time with this model, a dynamic herding mechanism. If the value of σ
m , η 2 is significant, then it means that it has a herd … are volatile. We find a tapering effect in …

… model with heterogeneous traders that imitate each other on a dynamic network structure. …
case of no imitation expected prices become more volatile then realized prices. In this case …

… investors' herding behavior in Asian and Latin American markets across market states and
… Prices become volatile due to lack of arbitrage activities against noise traders. On the other …

… dynamics, generate dynamic herding behavioural strategies that move the energy market's
… The paper shows that the energy sector is volatile, and it must become more prevalent to …

… investors in the capital markets may cause the stock price to be more volatile than the capital
… When analyzing the dynamic movement of buy herding and sell herding frequency utilizing …

… These dynamics are studied in this paper, which analyzes quarterly changes in herding …
the first quarter, confirming them as the most volatile markets, which is surely related to how the …