Dynamic herding behavior in pacific-basin markets : evidence and implications
Thomas Chiang (Drexel University, USA), Jiandong Li (Central University of Finance and Economics, China), Lin Tan (California State Polytechnic University, USA), Edward Neling (Drexel University, USA)
| Year of publication: |
September/December 2013
|
|---|---|
| Authors: | Chiang, Thomas C. ; Li, Jiandong ; Lin Tan ; Nelling, Edward |
| Published in: |
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society. - Camden, NJ : [Verlag nicht ermittelbar], ISSN 1096-1879, ZDB-ID 1418550-7. - Vol. 17.2013, 3/4, p. 165-200
|
| Subject: | herding behavior | stock return dispersion | kalman filter | nonlinearity | pacific-basin markets | Herdenverhalten | Herding | Zustandsraummodell | State space model | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Asiatisch-pazifischer Raum | Asia-Pacific region |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011457676