We study if government response to the novel coronavirus COVID-19 pandemic can mitigate
investor herding behaviour in international stock markets. Our empirical analysis is informed …

This paper takes part in the ongoing debate on the newly emerging field of financial
technology by systematically reviewing 164 articles on cryptocurrency volatility during the …

The objective of this paper is to analyze the imitation behavior of investors in especially
convulsed periods, such as the 2008 financial crisis and the recent global pandemic, both of …

We examine the stylized facts of eight forms of cryptocurrencies representing almost 70% of
cryptocurrency market capitalization. In particular, the empirical results show that (1) there …

Does public attention to Islamic terrorism affect the performance of Islamic and conventional
indices? We answer this question by empirically examining the effects of US public attention …

This study investigates the impact of idiosyncratic volatility on the herd behavior of individual
investors in Vietnam stock market covering the period from 2005 to 2016. We employ the …

Through globalization and financial market liberalization, the opening up of markets has
increased cross-border investments as investors search for higher risk-adjusted returns. This …

This paper examines the impact of mutual fund herding on the stability of China's stock
market through the lens of idiosyncratic volatility. We show that mutual fund herding …

The paper proposes a multivariate asymmetric stochastic volatility approach, allowing for
common factors that detect and measure herding behavior conditional on the stylized facts …

This study investigates the behavioural bias of market-wide herding in the Indian equity
market during the spread of COVID-19 pandemic. The study also examines the impact of …