(SHSE) and Shenzhen Stock Exchange (SZSE) in China. We report the presence of herding behavior during the period under study …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 …

This paper investigates the herding behavior among Chinese American Depository Receipts (ADRs) during 1993–2008. We … find the evidence of herding among Chinese ADRs in both rising and falling markets. Moreover, the herding has no … or Hong Kong), where the ADRs were issued. However, we find that herding occurs only among those Chinese ADRs issued …

(SHSE) and Shenzhen Stock Exchange (SZSE) in China. We report the presence of herding behavior during the period under study …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 …

-based predictions for how information risk and market stress influence aggregate herding intensity. We test these predictions … sell herding. The model also explains why buy, not sell, herding is more pronounced during the financial crisis. …

This study analyses the dynamics of intentional and fundamental herding and its non-linear determinants in the North … presence of herding in North-American energy market without any exception to global financial crisis, COVID-19, lockdown, and … post-lockdown episodes. It's worth noting that herding is mainly motivated by intentional drivers rather than fundamental …

We highlight herding of investors as one major risk factor that is typically ignored in statistical approaches to … portfolio modelling and risk management. Our survey focuses on smart-beta investing where such methods and investor herding seem … modelling herding risk which merit empirical analysis. This financial economists' perspective supplements the vast statistical …