[HTML][HTML] Sequential quantile regression for stream data by least squares
Y Fan, N Lin - Journal of Econometrics, 2024 - Elsevier
Massive stream data are common in modern economics applications, such as e-commerce
and finance. They cannot be permanently stored due to storage limitation, and real-time …
and finance. They cannot be permanently stored due to storage limitation, and real-time …
Herding behaviour in Korea's cryptocurrency market
Herding behaviour is an interesting phenomenon that has a serious impact on the market,
leading to inefficient asset prices and high volatility in periods of market turmoil. We …
leading to inefficient asset prices and high volatility in periods of market turmoil. We …
Exploring herding behaviour in indian equity market during COVID-19 pandemic: impact of volatility and government response
This study investigates the behavioural bias of market-wide herding in the Indian equity
market during the spread of COVID-19 pandemic. The study also examines the impact of …
market during the spread of COVID-19 pandemic. The study also examines the impact of …
[PDF][PDF] Herding behavior in Indonesian investors
M Fransiska, W Sumani… - … Research Journal of …, 2018 - pdfs.semanticscholar.org
Capital market is a medium for investors to place their funds to increase value. According to
Indonesian Capital Markets Law (Law No. 8 of 1995 on Capital Markets), capital market is …
Indonesian Capital Markets Law (Law No. 8 of 1995 on Capital Markets), capital market is …
Herding behavior in the Moroccan stock exchange
EM Ferrouhi - Journal of African Business, 2021 - Taylor & Francis
This paper aims to examine the existence of herding behavior in the Moroccan Stock
Exchange for the period 2007–2017. Thus, we analyze the existence of herding behavior in …
Exchange for the period 2007–2017. Thus, we analyze the existence of herding behavior in …
An alternative method for identifying booms and busts in the euro area housing market
D Gerdesmeier, A Lenarčič, B Roffia - Applied economics, 2015 - Taylor & Francis
This article develops a model-based method to detect booms and busts in the Euro area
housing market. A model is constructed and tested, whereby the user cost rate, a …
housing market. A model is constructed and tested, whereby the user cost rate, a …
Test of herding behaviour in the Johannesburg stock exchange: application of quantile regression model
The current study searches for evidence of herding behaviour in South Africa's financial
industry using an alternative approach. As a departure from the conventional test …
industry using an alternative approach. As a departure from the conventional test …
Herding Behavior in Stock Investment Decision Making
NYA Widyari, PADW Putri… - Jurnal Revenue …, 2024 - revenue.lppmbinabangsa.id
In general, decisions in investing in shares must be made with good consideration, because
this concerns the returns and risks that will be obtained. However, in carrying out …
this concerns the returns and risks that will be obtained. However, in carrying out …
International investors, volatility, and herd behavior
We study herding in Borsa Istanbul between 2001 and 2016, focusing on the effects of
international investors and market volatility. Herding explains 31% of total variability in the …
international investors and market volatility. Herding explains 31% of total variability in the …
Revisiting herding investment behavior on the Zagreb stock exchange: A quantile regression approach
T Škrinjarić - Econometric Research in Finance, 2018 - erfin.org
Herding investment behavior on stock markets has consequences for practitioners, theorists,
and policy makers. Thus, empirical research on this topic in the last couple of years has …
and policy makers. Thus, empirical research on this topic in the last couple of years has …