Most academic literature on herding in the commodity markets considers developed
economies. In this paper, we extend the literature by focusing on the commodity markets of …

This study tests the presence of herding behavior in commodity markets (energy, industrial
metals, precious metals, grains food, and livestock) from a constant and time-varying …

Asymmetric effect of oil prices on herding in commodity markets | Emerald Insight Books and
journals Case studies Expert Briefings Open Access Publish with us Advanced search …

This study examines herding behavior in all industrial sectors of the Turkish stock market.
Applying the methodology of Chang et al.(2000) to the Turkish sectoral daily stock prices …

In this paper, we examine the evidence of herding behavior on the Chinese stock market.
Our main findings are as follows. First, we find strong evidence of herding behavior on both …

We examine both market herding and industrial herding in the Hong Kong stock market. Our
results find evidence that herding occurs in both the first and second sub-periods. We also …

This paper examines herding behavior at the industry level for nine Asian markets. Using
daily data, we find that industry herding generally exists in these markets, but is stronger at …

The existence of herding behaviour challenges the validity of the “efficient market
hypothesis”. This study examines herding behaviour in the Chinese and Indian stock …

We construct a new dataset to examine herding behavior in the ASEAN-5 (Indonesia,
Singapore, Malaysia, the Philippines and Thailand) and the US stock market. Our dataset …

This paper examines herding behavior in global markets. By applying daily data for 18
countries from May 25, 1988, through April 24, 2009, we find evidence of herding in …