This article investigates whether investors exhibit herd behavior in a high market volatility
state. A modified herding model with the Kalman filter and GARCH methodology is used to …

This paper aims to investigate herding behavior and its impact on volatility under
uncertainty. We apply a cross-sectional absolute deviation approach as well as Quantile …

In this paper we investigate herding behavior triggered by the COVID-19 outbreak in 2020
by considering six typical Asian stock markets. Cross-sectional Standard Deviation (CSSD) …

This paper documents the effect of herd behaviour on the US S&P100 and US DJIA stock
market's stocks volatility. We investigated the presence and the change of herding behaviour …

We develop several new time‐varying coefficient regression models to investigate herding
behavior in Chinese stock markets. We find evidence that herding behavior occurs during …

Objective: This study empirically investigates herding bias in six key Asian countries—
Indonesia, Singapore, Taiwan, China, Hong Kong, and India—across different periods (pre …

In this study, we test for the presence of investor herding behavior in the Tunisian stock
market. Further, we explore the explanatory factors of the occurrence of the probability of …

Due to data limitations and the absence of testable, model-based predictions, theory and
evidence on herd behavior are only loosely connected. This paper attempts to close this gap …

In this paper, we explore the impact of investor herding behavior on stock market volatility.
We adopt a direct herding measure based on the variation of cross-sectional stock betas …

The aim of this paper is to investigate the herding behavior of investors in ten CEE stock
markets for size-ranked portfolios and to assess the impact of the recent global financial …