Search Results - subject:"Cross-sectional standard deviation"

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

Intentional and spurious herding behavior : a sentiment driven analysis

Filip, Angela Maria; Pochea, Maria Miruna - In: Journal of behavioral and experimental finance 38 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014456694

Investors' herd behavior related to the pandemic-risk reflected on the GCC stock markets

Abdeldayem, Marwan Mohamed; Aldulaimi, Saeed Hameed - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 38 (2020) 2, pp. 563-584

Persistent link: https://www.econbiz.de/10012430451

Decomposing uncertainty in Turkey into its determinants

Baştan, Emine Meltem; Özlale, Ümit - 2019

Persistent link: https://www.econbiz.de/10012888540

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

Investor behaviour and herding : evidence from the national stock exchange in India

Poshakwale, Sunil S.; Mandal, Anandadeep - In: Journal of emerging market finance 13 (2014) 2, pp. 197-216

Persistent link: https://www.econbiz.de/10011378284

Investor Behaviour and Herding: Evidence from the National Stock Exchange in India

Poshakwale, Sunil; Mandal, Anandadeep - In: Journal of Emerging Market Finance 13 (2014) 2, pp. 197-216

The article examines the presence of herd behaviour in the emerging Indian stock market. Using daily data of S&P CNX Nifty 50 index of the National Stock Exchange over 1997â€“2012 and by employing Kalman filter, we investigate for the presence of herding. The article finds that the...

Persistent link: https://www.econbiz.de/10011137867