Search Results - subject:"CSAD"

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Do global disruptive events induce herding behaviour during upward and downward market movements? : The evidence from Nordic and Baltic stock markets

Legenzova, Renata; Leckė, Gintarė; Juknevičiūtė, Justė - In: Central European business review : CEBR 14 (2025) 1, pp. 57-73

Persistent link: https://www.econbiz.de/10015404148

Investor psychology in the Bangladesh equity market : an examination of herding behavior across diverse market states

Haque, Muhammad Enamul; Imam, Mahmood Osman - In: Risks : open access journal 13 (2025) 4, pp. 1-29

, with CSSD proving more effective than CSAD in detecting asymmetric patterns. Notably, herding strongly appears in the COVID …

Persistent link: https://www.econbiz.de/10015408931

Does war spread the herding effect in stock markets? : evidence from emerging and developed markets during the Russia-Ukraine war

Blasco, Natividad; Casas, Luis; Ferreruela, Sandra - In: Finance research letters 63 (2024), pp. 1-7

Persistent link: https://www.econbiz.de/10014531517

Chinese stock market volatility and herding behavior asymmetry during the COVID-19 pandemic

Fei, Fan; Zhang, Jianing - In: Cogent Economics & Finance 11 (2023) 1, pp. 1-19

The primary purpose of this paper is to explore the herding behavior in the Chinese stock market during COVID-19 and the asymmetry of that behavior using the daily returns of A- and B-shares from 2 January 2019, to 15 October 2021. The study uses the cross-sectional absolute deviation model to...

Persistent link: https://www.econbiz.de/10015074748

Chinese stock market volatility and herding behavior asymmetry during the COVID-19 pandemic

Fei, Fan; Zhang, Jianing - In: Cogent economics & finance 11 (2023) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10014500780

Herding behavior in developed, emerging, and frontier European stock markets during COVID-19 pandemic

Bogdan, Siniša; Suštar, Natali; Olgić Draženović, … - In: Journal of Risk and Financial Management 15 (2022) 9, pp. 1-12

The behavior of market participants often does not rely on market signals, but replicates the investment decisions of other parties. The convergence of their investment behavior leads to the emergence of herd behavior with negative implications for financial stability. Moreover, this phenomenon...

Persistent link: https://www.econbiz.de/10014332600

Herding behavior in the Chinese stock market and the impact of COVID-19

Maquieira, Carlos; Espinosa Méndez, Christian - In: Estudios de Economía 49 (2022) 2, pp. 199-229

-sectional absolute deviation (CSAD) model proposed by Chang et al. (2000) to detect herding behavior in the time period between January …. Other control variables which may be relevant in explaining CSAD do not change the results when included in the estimations. …

Persistent link: https://www.econbiz.de/10014486063

Sectoral herding behaviour in the Indian financial market

Madaan, Veena; Shrivastava, Monica - In: Global business & economics review 26 (2022) 2, pp. 185-213

Persistent link: https://www.econbiz.de/10012887569

Herding behavior in the Chinese stock market and the impact of COVID-19

Maquieira, Carlos; Espinosa Méndez, Christian - In: Estudios de economía 49 (2022) 2, pp. 199-229

Persistent link: https://www.econbiz.de/10013489813

Detecting the herding behaviour in the South African stock market and its implications

Enow, Samuel Tabot - In: International journal of economics and financial issues … 13 (2023) 2, pp. 88-92

Persistent link: https://www.econbiz.de/10014253013