Search Results - subject:"Cross-Sectional Absolute Deviation"

Herding behaviour of stock market in emerging country : insight from Pakistan

Fatima, Mahnoor; Zia-ur-Rehman, Rao; Baig, Wajeeha; … - In: Global business & economics review 32 (2025) 1, pp. 49-66

Persistent link: https://www.econbiz.de/10015376335

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

We analyze herding behavior in the Chinese stock markets in the context of the COVID-19 pandemic using the cross-sectional … absolute deviation (CSAD) model proposed by Chang et al. (2000) to detect herding behavior in the time period between January …

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

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

Assessing the safe haven properties of oil in African stock markets amid the COVID-19 pandemic : a quantile regression analysis

Assifuah-Nunoo, Emmanuel; Owusu Junior, Peterson; Adam, … - In: Quantitative finance and economics 6 (2022) 2, pp. 244-269

Using the quantile regression approach to reveal the conditional relationships, the study re-examined the oil-stock co-movement in the context of oil-exporting countries in Africa. The data employed include daily OPEC basket price for crude oil and daily data on stock market indices for six...

Persistent link: https://www.econbiz.de/10013498963

Asymmetrical herding in cryptocurrency : Impact of COVID 19

Bharti; Kumar, Ashish - In: Quantitative finance and economics 6 (2022) 2, pp. 326-341

Persistent link: https://www.econbiz.de/10013498979

Exploring herding behavior in an innovative-oriented stock market: Evidence from ChiNext

Ng, Sin-Huei; Zhuang, Zhehan; Toh, Moau Yong; San, Ong Tze - In: Journal of Applied Economics 25 (2022) 1, pp. 523-542

We adopt the cross-sectional absolute deviation model (CSAD) to test the herding behavior of ChiNext, a decade …

Persistent link: https://www.econbiz.de/10015334266

Exploring herding behavior in an innovative-oriented stock market : evidence from ChiNext

Ng, Sin-Huei; Zhuang, Zhehan; Toh, Moau Yong; San, Ong Tze - 2022

We adopt the cross-sectional absolute deviation model (CSAD) to test the herding behavior of ChiNext, a decade …

Persistent link: https://www.econbiz.de/10013177036

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

Silva, Eminda Ishan de; Kuruppu, Gayithri Niluka; … - In: China finance review international 14 (2024) 3, pp. 595-614

Persistent link: https://www.econbiz.de/10015323257

Decoding herding dynamics in the generative AI investment amid key technological advancements : a timeline perspective

Wang, Haibo - In: Finance research letters 64 (2024), pp. 1-10

Persistent link: https://www.econbiz.de/10014531720

How herding led to a speculative bubble during a period of severely negative macro fundamentals : the case of Istanbul stock market

Erol, Umit; Dogan, Burak - In: Eurasian economic review : a journal in applied … 14 (2024) 2, pp. 361-395

Persistent link: https://www.econbiz.de/10015069995