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An empirical analysis of herd behavior in global stock markets

Chiang, Thomas C.; Zheng, Dazhi - In: Journal of banking & finance 34 (2010) 8, pp. 1911-1921

Persistent link: https://www.econbiz.de/10008665550

Empirical investigation of herding behavior in Chinese stock markets : evidence from quantile regression analysis

Chiang, Thomas C.; Li, Jiandong; Lin Tan - In: Global finance journal 21 (2010) 1, pp. 111-124

Persistent link: https://www.econbiz.de/10008990271

Empirical investigation of the causal relationships among herding, stock market returns, and illiquidity : evidence from major Asian markets

Qiao, Zhuo; Chiang, Thomas C.; Lin Tan - In: Review of Pacific Basin financial markets and policies 17 (2014) 3, pp. 1-27

Persistent link: https://www.econbiz.de/10010402979

Dynamic correlation analysis of financial contagion : evidence from Asian markets

Chiang, Thomas C.; Jeon, Bang-nam; Li, Huimin - In: Journal of international money and finance 26 (2007) 7, pp. 1206-1228

Persistent link: https://www.econbiz.de/10003565829

Herding behavior in Chinese stock markets : an examination of A and B shares

Lin Tan; Chiang, Thomas C.; Mason, Joseph R.; Nelling, … - In: Pacific-Basin finance journal 16 (2008) 1/2, pp. 61-77

Persistent link: https://www.econbiz.de/10003708862

Herding within industries : evidence from Asian stock markets

Zheng, Dazhi; Li, Huimin; Chiang, Thomas C. - In: International review of economics & finance : IREF 51 (2017), pp. 487-509

Persistent link: https://www.econbiz.de/10011754568

Dynamic herding behavior in pacific-basin markets : evidence and implications

Chiang, Thomas C.; Li, Jiandong; Lin Tan; Nelling, Edward - In: Multinational finance journal : MF ; quarterly … 17 (2013) 3/4, pp. 165-200

Persistent link: https://www.econbiz.de/10011457676

Dynamic Herding Behavior in Pacific-Basin Markets : Evidence and Implications

Chiang, Thomas C. - 2017

This study examines investor herding behavior in Pacific-Basin equity markets. Results indicate that the level of herding is time-varying, and is present in both rising and falling markets. It is positively related to stock market performance, but negatively related to market volatility. Herding...

Persistent link: https://www.econbiz.de/10012971593

Dynamic Herding Behavior in Pacific-Basin Markets : Evidence and Implications

Chiang, Thomas C. - 2014

Persistent link: https://www.econbiz.de/10013063704

Dynamic Common Properties of National Herd Behavior of Stock Markets

Chen, Yu-Fen; Chiang, Thomas C.; Lin, Fu-Lai; Yang, … - In: Advances in Pacific Basin business, economics and finance, (pp. 175-193). 2021

This chapter examines herd behavior across national borders. A dynamic latent factor model with Gibbs sampling is used to decompose the national herd behavior into the world, regional, and country-specific components. Testing the daily data from 2000 through 2014 for 47 countries, we find that...

Persistent link: https://www.econbiz.de/10015085510