Search Results - subject:"CSAD"

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Time-varying and spatial herding behavior in the US housing market : evidence from direct housing prices

Ngene, Geoffrey M.; Sohn, Daniel P.; Hassan, M. Kabir - In: The journal of real estate finance and economics 54 (2017) 4, pp. 482-514

Persistent link: https://www.econbiz.de/10011797663

The reflection of crowd behaviour in Indian bourses

Ganesh, R.; Naresh, G.; Thiyagarajan, S. - In: International journal of behavioural accounting and finance 6 (2017) 2, pp. 93-106

Persistent link: https://www.econbiz.de/10012250995

Industry herding behaviour in Indian stock market

Ganesh, R.; Naresh, G.; Thiyagarajan, S. - In: American journal of finance and accounting 4 (2015/2016) 3/4, pp. 284-308

Persistent link: https://www.econbiz.de/10011713527

Herding and fundamental factors: The Hong Kong experience

Lam, Keith S.K.; Qiao, Zhuo - In: Pacific-Basin Finance Journal 32 (2015) C, pp. 160-188

and low trading-volatility states after controlling for CSAD volatility. In addition, industrial herding remains even when …

Persistent link: https://www.econbiz.de/10011263627

Herding behaviour and market dynamic volatility: evidence from the US stock markets

Jlassi, Mouna; Naoui, Kamel - In: American Journal of Finance and Accounting 4 (2015) 1, pp. 70-91

This paper documents the effect of herd behaviour on the US S%P100 and US DJIA stock market's stocks volatility. We investigated the presence and the change of herding behaviour in the US S%P100 and US DJIA stock markets during January 2000 to July 2012. Results provide strong and coherent...

Persistent link: https://www.econbiz.de/10011207760

Volume-herding interaction in the American market

BenSaïda, Ahmed; Jlassi, Mouna; Litimi, Houda - In: American Journal of Finance and Accounting 4 (2015) 1, pp. 50-69

modifying the Cross-Sectional Standard Deviation (CSSD) model and the Cross-Sectional Absolute Deviation (CSAD) model. Results …

Persistent link: https://www.econbiz.de/10011207764

Volume-herding interaction in the American market

BenSaïda, Ahmed; Jlassi, Mouna; Litimi, Houda - In: American journal of finance and accounting 4 (2015/2016) 1, pp. 50-69

Persistent link: https://www.econbiz.de/10011508875

Herding and fundamental factors : the Hong Kong experience

Lam, Keith; Qiao, Zhuo - In: Pacific-Basin finance journal 32 (2015), pp. 160-188

Persistent link: https://www.econbiz.de/10011471563