Impact of herding behavior and overconfidence bias on investors' decision-making in Pakistan

M Qasim, R Hussain, I Mehboob, M Arshad - Accounting, 2019 - growingscience.com
Investors' decision-making are influenced by certain biases as reported in literature.
Fundamental analysis is based on the assumption that investors think rationally, but in …

Does herding affect volatility? Implications for the Spanish stock market

N Blasco, P Corredor, S Ferreruela - Quantitative Finance, 2012 - Taylor & Francis
According to rational expectation models, uninformed or liquidity trading make market price
volatility rise. This paper sets out to analyse the impact of herding, which may be interpreted …

Herding behaviour and volatility in the Athens Stock Exchange

P Messis, A Zapranis - The Journal of Risk Finance, 2014 - emerald.com
Purpose–This study aims to investigate the existence of herding in the Athens Stock
Exchange over the 1995-2010 period and examine its effects on market volatility …

Analysis of herding in REITs of an emerging market: the case of Turkey

O Akinsomi, Y Coskun, R Gupta - Journal of Real Estate Portfolio …, 2018 - Taylor & Francis
In this paper, we examine herding behavior in Turkish REITs (TREITs) by using daily closing
prices over the period from 07/1/2007 to 05/30/2016. To the best of our knowledge, we are …

İMKB'DE SÜRÜ DAVRANIŞI: YATAY KESİT DEĞİŞKENLİK TEMELİNDE BİR ARAŞTIRMA

H Doğukanlı, B Ergün - Dokuz Eylül Üniversitesi İşletme Fakültesi …, 2011 - dergipark.org.tr
Sürü davranışı, dahil olunan grubun etkisi ile fikirlerin revize edilerek grup ile aynı yönde
karar verilmesi durumudur. Sermaye piyasalarında sürü davranışına ilişkin literatürde …

The effects of herding on betas and idiosyncratic risk

P Messis, A Alexandridis, A Zapranis - Journal of Behavioral …, 2023 - Taylor & Francis
This paper investigates the consequences of herding on systematic and idiosyncratic risk for
stocks traded on S&P 500. Herding behavior is measured through a state-space model …

A Wavelet Based Method for Un-Stationary Complex System

Y Wang, R Wang, X Miao, Q Zhao… - 2023 9th International …, 2023 - ieeexplore.ieee.org
It is known that stock system is chaotic, nonlinear and un-stationary system. Stock market
analysis system including deep learning method and generative models usually utilize …

[PDF][PDF] sis of Herd

C Yener - academia.edu
The study examines herding behavior in Turkish REITs (T-REITs) by using daily closing
prices over the period of July 2007 to May 2016. To the best of our knowledge, this paper is …

[PDF][PDF] Operating profit, expenses and investors' herding behavior in Iran

M Salehi, HR Abbasi… - African Journal of …, 2012 - academicjournals.org
Many securities are transacted in the financial markets every day. Securities' Price
determination is influenced by many different criteria that each one leaves an impression on …

[引用][C] Hisse senedi piyasalarında sürü davranışı: Türkiye örneği

B Ergün - Unpublished doctoral thesis, Çukurova …, 2013 - platform.almanhal.com
Al Manhal Platform The session has been expired. Please reload the page Reload Please
wait... The file is being prepared Preview Mode If you would like full access to this publication …