On the time varying nature of herding behaviour: evidence from major European indices
Stavros Stavroyiannis, Vassilis Babalos (Department of Accounting and Finance, School of Management and Economics, Technological Educational Institute of Peloponnese, Greece)
| Year of publication: |
2015
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|---|---|
| Authors: | Stavroyiannis, Stavros ; Babalos, Vassilios |
| Published in: |
Global business & economics review. - Olney, Bucks : Inderscience Enterprises, ISSN 1097-4954, ZDB-ID 2054200-8. - Vol. 17.2015, 3, p. 298-309
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| Subject: | financial time series | herding behaviour | cross sectional absolute dispersion | international financial markets | rolling window regression | Herdenverhalten | Herding | Zeitreihenanalyse | Time series analysis | Internationaler Finanzmarkt | International financial market | Anlageverhalten | Behavioural finance | Schätzung | Estimation | Finanzmarkt | Financial market | Regressionsanalyse | Regression analysis | Börsenkurs | Share price | Volatilität | Volatility |
| 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/10011498524