This paper, which serves as the lead article for this special issue of the Pacific-Basin
Finance Journal published in conjunction with the 5th FMCG Conference 2014, reviews and …

This paper examines the trading patterns of Australian retail investors during the COVID-19
pandemic in 2020. It addresses the possibility that the Australian stock market may be used …

We use constant coefficient and time-varying parameter approaches to examine herding in
the context of a frontier market. Our sample comprises of all companies listed on the Trinidad …

We investigate herding at the aggregate market level and for portfolios formed according to
firm size, using data from the Singapore Stock Exchange. We find that herding is …

We examine whether an unsophisticated investor's own gender interacts with gender of a
sell-side equity analyst to affect the investor's judgment. Prior research shows two potential …

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 …

We investigate the short‐term relation between individual investor trading and stock returns
on the Australian Securities Exchange. Stocks heavily bought by individual investors …

In this article, we investigate the impact of the influx of retail investors during the COVID-19
lockdowns on the New Zealand Stock Exchange on the efficiency of the market. On one …

This paper examines the relationship between various investor groups and stock liquidity for
Malaysian public listed firms over the 2002–2009 sample period. Using the Amihud …

This study investigates individual and institutional trading activities around earnings
announcements. We find evidence of individual and institutional informed trading in …