extreme downturns, while the magnitude of market returns in the tail distribution is considered. Asymmetric herding behavior … related to herding behavior. These findings suggest policy implications for regulators and market participants in minimizing …

This study explores herding behavior in the cryptocurrency market during three major international crises: the COVID-19 … identify herding behavior in the cryptocurrency market. The Generalized Autoregressive Conditional Heteroskedasticity (GARCH …. The empirical findings reveal the anti-herding behavior in the cryptocurrency market during the three sub-periods. The …

The primary purpose of this paper is to explore the herding behavior in the Chinese stock market during COVID-19 and … study uses the cross-sectional absolute deviation model to analyze stock market herding behavior by non-linear polynomial … regression. We show that the herding behavior in the Chinese stock market is more prominent during the COVID-19 pandemic. Herding …

-movements suggest shifts in herding behavior due to the pandemic. Notably, cryptocurrency markets have demonstrated faster recovery …

The primary purpose of this paper is to explore the herding behavior in the Chinese stock market during COVID-19 and … study uses the cross-sectional absolute deviation model to analyze stock market herding behavior by non-linear polynomial … regression. We show that the herding behavior in the Chinese stock market is more prominent during the COVID-19 pandemic. Herding …

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 … (SHSE) and Shenzhen Stock Exchange (SZSE) in China. We report the presence of herding behavior during the period under study …

This study aims to investigate the existence and nature of herding behavior in the banking sector in Bangladesh. It … into a rising market and a falling market condition, this paper finds asymmetry in herding behavior in the banking sector …