Search Results - subject:"CSAD"

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Better ways to test for herding

Wang, Junkai; Hudson, Robert - In: International journal of finance & economics : IJFE 29 (2024) 1, pp. 790-818

Persistent link: https://www.econbiz.de/10014469057

Does Russia-Ukraine war generate herding behavior in Moscow exchange?

Bougatef, Khemaies; Nejah, Imen - In: Review of behavioral finance : RBF 16 (2024) 1, pp. 85-95

Persistent link: https://www.econbiz.de/10014471759

Time-varying window-based herding detection in the non-fungible token (NFT) marketplace

De Silva, Eminda Ishan; Kuruppu, Gayithri Niluka; … - In: China Finance Review International 14 (2024) 3, pp. 595-614

employs cross-sectional absolute deviation (CSAD) of returns and ordinary least squares (OLS) to test herding behavior with … the overall behavior of the market. Originality/value This study introduces CSAD to examine herding behavior patterns …

Persistent link: https://www.econbiz.de/10015342003

An empirical analysis of herding behaviour : evidence from developed and frontier financial markets

Hakmaoui, Abdelati; El Jebari, Ouael - In: International journal of computational economics and … 13 (2023) 4, pp. 374-403

Persistent link: https://www.econbiz.de/10014439720

Do investors herd in a volatile market? : evidence of dynamic herding in Taiwan, China, and US stock markets

Yang, Wan-Ru; Chuang, Ming-Che - In: Finance research letters 52 (2023), pp. 1-3

Persistent link: https://www.econbiz.de/10014472164

Herding behaviour and investor's sentiment : evidence from the Chinese Stock Market

Khalil, Nait Bouzid; Sara, Rabiai; Soraya, Inariten; … - In: International journal of behavioural accounting and finance 7 (2023) 1, pp. 55-85

Persistent link: https://www.econbiz.de/10014306750

Investor sentiment and herding behavior in the Korean stock market

Choi, Ki-hong; Yoon, Seong-min - In: International Journal of Financial Studies 8 (2020) 2, pp. 1-14

Cross-Sectional Absolute Deviation (CSAD) approach and the quantile regression method to capture herding behavior in the …

Persistent link: https://www.econbiz.de/10013200281

Does herding behavior exist in cryptocurrency market?

Amirat, Amina; Alwafi, Wafa - In: Cogent Economics & Finance 8 (2020) 1, pp. 1-10

This paper investigates the existence of herding behavior in cryptocurrencies market. Using data of the 20 large cryptocurrencies and MV Index Solution Crypto Compare Digital Assets for large cap index, we found no evidence of herding behavior using cross-sectional absolute standard deviation...

Persistent link: https://www.econbiz.de/10012657582

Investor sentiment and herding behavior in the Korean stock market

Choi, Ki-hong; Yoon, Seong-min - In: International Journal of Financial Studies : open … 8 (2020) 2/34, pp. 1-14

Cross-Sectional Absolute Deviation (CSAD) approach and the quantile regression method to capture herding behavior in the …

Persistent link: https://www.econbiz.de/10012239465

Does herding behavior exist in cryptocurrency market?

Amirat, Amina; Alwafi, Wafa - In: Cogent economics & finance 8 (2020) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10012219310