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 paper investigates herding behavior and the connection between herding behavior and investor sentiment. We apply a … Cross-Sectional Absolute Deviation (CSAD) approach and the quantile regression method to capture herding behavior in the … KOSPI and KOSDAQ stock markets. The analysis results are outlined as follows. First, we find that herding behavior is …

This study investigates the cross-market interdependence among Asia-Pacific countries through dynamic herding spillover … are China, Japan, South Korea, India, the US, and Thailand. Results of the study depict herding spillover and co … herding co-movement is evident between the US-Japan, Japan-South Korea and South Korea-China during various contagious events …

novel contribution of this study is the incorporation of stock trading volume to explore the herding behavior laterally with … predictor of herding than stock returns by employing ordinary least square method for cross-sectional absolute deviation (CSAD …). Findings under stock returns indicate herding in eight industries at the industry level and in only one industry at market …

This study examines the presence of herding behaviour in the forex market of Pakistan. By analysing the daily returns …

We look into determinants (volatility, crises, sentiment and the U.S. ‘fear’ index) of herding using BRICS as our … sample. Investors herd selectively to crises and herding is a short-lived phenomenon. Herding was highest during the global … financial crisis (only China was affected). There was no herding during the European debt crisis and COVID. With regard to the …