demonstrates that herding is a key transmitter in Taiwan’s stock market. The significant estimation of DCC-MIDAS explains that the … reveals that herding forms in Taiwan’s markets during the subprime crisis period. …The aim of this study is to investigate the herding of beta transmission between return and volatility. We have used …

This paper analyzes the trading activity of Taiwanese open-end equity mutual fund herding behaviour over the period of … 1996 to 2008. We find evidence of both directional and directionless herding. We also find that sell-side fund herding … leads to price stabilization whereas buy side herding results in, prices adjusting slowly. We find that the abolition of …

financial herding behaviour by examining index returns from the stock markets in China and Taiwan. The sample period is from 1 … Taiwan, both of which have Confucian cultures. The empirical results demonstrate significant herding behaviour under both … contributes to the herding literature by examining three different hypotheses regarding the stock markets in China and Taiwan, and …