Herding behaviour and volatility clustering in financial markets

N Schmitt, F Westerhoff - Quantitative Finance, 2017 - Taylor & Francis
… feedback systems such as financial markets. Chiang and Zheng (… of herding behaviour in
global stock markets. They claim that herding behaviour is present in up and down markets and…

The herding behaviour of investors in the CEE stocks markets

A Filip, M Pochea, A Pece - Procedia Economics and Finance, 2015 - Elsevier
… of different market conditions on the existence of herding behaviour and finally, investigates
the … of the subprime financial crisis on the behaviour of investors from CEE capital markets. …

Herding behaviour in energy stock markets during the Global Financial Crisis, SARS, and ongoing COVID-19

CL Chang, M McAleer, YA Wang - Renewable and Sustainable Energy …, 2020 - Elsevier
… review of herding behaviour in financial markets. … of herding behaviour in different sectors.
Section 4 presents the data in the financial, fossil fuel energy, and renewable energy markets. …

Modelling the short term herding behaviour of stock markets

Y Shapira, Y Berman, E Ben-Jacob - New Journal of Physics, 2014 - iopscience.iop.org
markets (see section 6.2). In that sense, this feature can also be attributed to the market herd
behaviour… broaden the sense in which herd behaviour is perceived. While for the short term …

Herding behaviour in the capital market: what do we know and what is next?

PT Komalasari, M Asri, BM Purwanto… - Management Review …, 2022 - Springer
… of herding behaviour and identifies herding behaviour's most influential works. Secondly,
the study elaborates and classifies several relevant dimensions of herding behaviour used as …

Herding behavior under markets condition: Empirical evidence on the European financial markets

M Ouarda, A El Bouri, O Bernard - … of Economics and Financial …, 2013 - dergipark.org.tr
… the existence of a herding behavior as well as its dynamics on the financial market. We are
herding behavior in European financial markets. We are interested as well in the concept of …

Herding behaviour in the Chinese and Indian stock markets

P Lao, H Singh - Journal of Asian economics, 2011 - Elsevier
… ; our findings suggest that herding behaviour exists in both. The level of … that herding
behaviour exists in both stock markets but that it is greater in the Chinese stock market. In both …

Herding behaviour in an emerging market: Evidence from the Moscow Exchange

ER Indārs, A Savin, Á Lublóy - Emerging Markets Review, 2019 - Elsevier
… with high uncertainty (eg during financial turmoil, falling markets, and on days of sanction …
evidence of herding behaviour on the Moscow Exchange, a stock market never assessed in …

Herd behavior and contagion in financial markets

M Cipriani, A Guarino - The BE Journal of Theoretical Economics, 2008 - degruyter.com
… We study a sequential trading financial market where there are gains from trade, that is, …
the market (herding) or going against it (contrarianism). We also study financial contagion by …

Relative performance and herding in financial markets

E Sciubba - Performance Measurement in Finance, 2002 - Elsevier
… Clearly the herding behaviour we obtain in equilibrium is inefficient. Relative performance
evaluation may fail to provide the right incentives, and, as a result, fund managers might not …