El-Shiaty, Dalia; Badawi, Ahmed Abdelmotelib - Faculty of Management Technology, German University - 2014
This paper examines herding behavior in the Egyptian stock market using the CH model developed by Christie and Huang (1995) and the CCK model developed by Chang et al. (2000). We use daily returns data of the 20 most traded stocks in the Egyptian Exchange in addition to the daily returns of the...