Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact
O Borgards, RL Czudaj, TH Van Hoang - Resources Policy, 2021 - Elsevier
The objective of this paper is to examine the overreaction behavior of 20 commodity futures
based on intraday data from November 20, 2019 to June 3, 2020 with a focus on the impact …
based on intraday data from November 20, 2019 to June 3, 2020 with a focus on the impact …
Does herding behavior exist in China's carbon markets?
X Zhou, Y Gao, P Wang, B Zhu, Z Wu - Applied Energy, 2022 - Elsevier
This paper introduces a modified cross-sectional absolute deviation approach to measure
the existence of herding behavior and herding asymmetry, and uses the runs test to …
the existence of herding behavior and herding asymmetry, and uses the runs test to …
Herding behavior in integrated financial markets: the case of MILA
Purpose It has been argued in the literature that structural changes in the financial markets,
such as integration, have the potential to cause herding behavior or correlated behavioral …
such as integration, have the potential to cause herding behavior or correlated behavioral …
Herding in the Chinese renewable energy market: Evidence from a bootstrapping time-varying coefficient autoregressive model
In this paper, we examine the herd behaviour of the Chinese renewable energy sector using
both static and time-varying coefficient models. Examining daily data from January 05, 2015 …
both static and time-varying coefficient models. Examining daily data from January 05, 2015 …
Herding behavior and stock market conditions
Purpose The purpose of this paper is to investigate whether market conditions have an effect
on investors' propensity to herd in an emerging economy's stock market. Additionally, given …
on investors' propensity to herd in an emerging economy's stock market. Additionally, given …
Investor sentiment and (anti) herding in the currency market: Evidence from Twitter feed data
This paper establishes a direct link between (anti) herding behavior in currency markets and
investor sentiment, proxied by a social media based investor happiness index built on …
investor sentiment, proxied by a social media based investor happiness index built on …
Herding on fundamental/nonfundamental information during the COVID-19 outbreak and cyber-attacks: Evidence from the cryptocurrency market
We provide an empirical analysis of herding behavior in cryptocurrency markets during
COVID-19 and periods of cyber-attacks, differentiating between fundamental and …
COVID-19 and periods of cyber-attacks, differentiating between fundamental and …
Exploring the dynamic connectedness between commodities and African equities
Market participants, regulators, and practitioners might have disregarded the prospective
integration of African markets and the integration of commodity markets with traditional …
integration of African markets and the integration of commodity markets with traditional …
Business cycle and herding behavior in stock returns: theory and evidence
This study explains the role of economic uncertainty as a bridge between business cycles
and investors' herding behavior. Starting with a conventional stochastic differential equation …
and investors' herding behavior. Starting with a conventional stochastic differential equation …
Does volatility cause herding in Malaysian stock market? Evidence from quantile regression analysis
This study examines the existence, tendency and determinants of herding in the Malaysian
stock market under market stress from 2016 to 2020. This study adopts ordinary least square …
stock market under market stress from 2016 to 2020. This study adopts ordinary least square …