The response of dynamic herd behavior to domestic and U.S. market factors : evidence from the greater China stock markets
Wan-Ru Yang and Yi-Ling Chen
| Year of publication: |
January-February 2015
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| Authors: | Yang, Wan-Ru ; Chen, Yi-Ling |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 51.2015, suppl. 1, p. 18-41
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| Subject: | financial crisis | herding | Kalman-filter-based model | overconfidence | VAR model | China | Herdenverhalten | Herding | USA | United States | Aktienmarkt | Stock market | Finanzkrise | Financial crisis | Anlageverhalten | Behavioural finance | VAR-Modell | Taiwan | Finanzmarkt | Financial market |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2014.998884 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011603376