Manh Huu Nguyen; Bakry, Walid; Thi Huong Giang Vuong - 2023
This paper examines the presence of herd behavior in the Vietnamese stock market using the cross-sectional absolute deviation (CSAD) method and by applying quantile regression (QR). We detect herd behavior in the Vietnamese stock market from January 2016 to May 2022. Herd behavior is less...
