This research uses the method developed by Huang and Salmon (2004) to estimate market
herding dynamics in a CAPM framework, exploiting time variation in betas and …

Purpose The purpose of this paper is to examine herding in four frontier markets in the
Balkan region, namely, Bulgaria, Croatia, Romania and Slovenia, from October 2000 to …

Purpose The priority of this study is to contribute to the literature by examining herding
behavior at different periods of the COVID-19 pandemic. Furthermore, this study aims to …

We study herding behavior of amateur and professional investors using a unique data-set
consisting of all their daily transactions during a four-year period, and explore the factors that …

This article investigates herding behavior in ten Central and East European (CEE) stock
markets by using daily data on stock prices for 384 companies from January 2, 2003, to …

This study is aimed at testing the relationship between investors' uncertainty reflected by
market sentiment and herding behavior phenomenon. Using data for 1990–2019 for size …

This study presents four main contributions to the literature of behavior herding. Firstly, it
extends the behavioral researches of herding of the investors on a developed market and …

This study investigates investor herding in the Mongolian Stock Exchange, one of the world's
rapidly growing frontier markets. We find that investors in Mongolia herded significantly …

This study investigates the existence of herding behavior in Istanbul Stock Exchange using a
narrow index for the period between January 1, 2000 and December 31, 2018. Besides, the …

This study investigates the impact of idiosyncratic volatility on investment behavior of market
participants in Taiwan equity market. Empirical results show that herd behavior exists in this …