[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 …

Herding behaviour in Korea's cryptocurrency market

KH Choi, SH Kang, SM Yoon - Applied Economics, 2022 - Taylor & Francis
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 …

Exploring herding behaviour in indian equity market during COVID-19 pandemic: impact of volatility and government response

Bharti, A Kumar - Millennial Asia, 2022 - journals.sagepub.com
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 …

[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 …

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 …

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 …

Test of herding behaviour in the Johannesburg stock exchange: application of quantile regression model

KA Ababio, JM Mwamba - Journal of Economic and Financial …, 2017 - journals.co.za
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 …

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 …

International investors, volatility, and herd behavior

E Akçaalan, B Dindaroğlu, AO Binatlı - Uluslararası ekonomi ve …, 2019 - dergipark.org.tr
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 …

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 …