This study examines the effect of Herding in different states (low, high and extreme volatility) in Tehran Stock … Exchange during the years 2009-2013 using Chang et al. (2000) and Balcilar et al. (2013) models. In this survey, herding is … tested under 3 market regimes. The results don't show evidence of herding in the market using a static model (Chang et al …

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 …

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 …

these lines reveals a strong role for a (tamed) herding component. The quantitative performance of the winner model is so … good that it may provide a standard for future research. -- Method of simulated moments ; moment coverage ratio ; herding …

herding formation and abnormal returns in cross-listed stocks in China's Shanghai, Shenzhen and Hong Kong markets. More … importantly, we find that investors can make excess returns upon observing herding by buying and holding Hong Kong's small and …