Mobarek, Asma; Mollah, Sabur; Keasey, Kevin - In: Journal of International Financial Markets, … 32 (2014) C, pp. 107-127
This paper examines country specific herding behavior in European liquid constituent indices for the period of 2001–2012. While we report insignificant results for the whole period, we document significant herding behavior during crises and asymmetric market conditions. Particularly, herding...