Does regime-dependent volatility drive dynamism in investor herding?

Komal Jindal, Meera Bamba, Mamta Aggarwal

Year of publication:	2024
Authors:	Jindal, Komal ; Bamba, Meera ; Aggarwal, Mamta
Published in:	Colombo business journal : international journal of theory & practice. - Colombo, Sri Lanka : Faculty of Management & Finance, University of Colombo, ISSN 2579-2210, ZDB-ID 3071154-X. - Vol. 15.2024, 1, p. 54-79
Subject:	Dynamic Herding \| Indian Equity Market \| Three Regime-Switching Model \| Volatility Regime \| Markov Model \| Volatilität \| Volatility \| Herdenverhalten \| Herding \| Markov-Kette \| Markov chain \| Indien \| India \| Schätzung \| Estimation \| ARCH-Modell \| ARCH model \| Aktienmarkt \| Stock market \| Anlageverhalten \| Behavioural finance \| Finanzmarkt \| Financial market

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