The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets

L Yarovaya, R Matkovskyy, A Jalan - Journal of International Financial …, 2021 - Elsevier
This paper analyses herding in cryptocurrency markets in the time of the COVID-19
pandemic. We employ a combination of quantitative methods to hourly prices of the four …

From COVID-19 herd immunity to investor herding in international stock markets: The role of government and regulatory restrictions

R Kizys, P Tzouvanas, M Donadelli - International Review of Financial …, 2021 - Elsevier
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 …

Machine learning models based on bubble analysis for Bitcoin market crash prediction

S Park, JS Yang - Engineering Applications of Artificial Intelligence, 2024 - Elsevier
Bitcoin market crashes bring huge economic losses and weaken the global financial system.
Thus, predicting Bitcoin market crashes is very important for investors. However, due to the …

Economic policy uncertainty and analyst behaviours: Evidence from the United Kingdom

M Chen, Z Zhu, P Han, B Chen, J Liu - International Review of Financial …, 2022 - Elsevier
This paper documents that both domestic and cross-country economic policy uncertainty
have significant impacts on the behaviours of domestic analysts in the United Kingdom …

Investors' herd behavior related to the pandemic-risk reflected on the GCC stock markets

MM Abdeldayem, SH Al Dulaimi - Zbornik radova Ekonomskog …, 2020 - hrcak.srce.hr
Sažetak The purpose of this study is to examine the causal association between
expectations of pandemic risk and herding behavior. The study was undertaken in two …

Value and contrarian investment strategies: Evidence from Indian stock market

SS Jagirdar, PK Gupta - Journal of Risk and Financial Management, 2023 - mdpi.com
Value and contrarian investment strategies are two basic approaches which are widely used
by investors worldwide. Both value and contrarian investment strategies are assumed to pick …

Artificial intelligence and big data tokens: Where cognition unites, herding patterns take flight

X Xiaoyang, S Ali, M Naveed - Research in International Business and …, 2024 - Elsevier
Artificial intelligence (AI) and big data tokens have emerged as unique investment options,
garnering interest due to their connectedness with other assets and financial markets …

Does economic policy uncertainty affect investment sensitivity to peer stock prices?

H Vo, QD Trinh, M Le, TN Nguyen - Economic Analysis and Policy, 2021 - Elsevier
This paper investigates how economic policy uncertainty (EPU) affects the response of a
firm's investment to its peers' stock prices. Using the news-based index developed by Baker …

Research on information fusion of security analysts' stock recommendations based on two-dimensional DS evidence theory

Z Li, W Zhu, Y Wu, Z Wu - The North American Journal of Economics and …, 2024 - Elsevier
Security analysts play a vital role as an information intermediary in the stock market. Their
stock recommendations are important references for investors. The efficiency of investment …

The spillover effect of economic policy uncertainty: Evidence from analyst behaviors in Hong Kong

Z Zhu, H Lin, M Chen, P Han - Finance Research Letters, 2023 - Elsevier
This paper examines the spillover effect of economic policy uncertainty on the financial
market by comparing how local and external policy uncertainties affect the behaviors of …