Effects of changes in stock index compositions: A literature survey
PN Afego - International Review of Financial Analysis, 2017 - Elsevier
The practice of periodically reconstituting equity indices suggests that changes to the
composition of an index can impact the performance of firms whose stocks are added to or …
composition of an index can impact the performance of firms whose stocks are added to or …
Further evidence on the herd behavior in Vietnam stock market
This paper examines the presence of herd behavior in Vietnam stock market using a sample
of 299 companies listed on the Ho Chi Minh City Stock Exchange covering the time period …
of 299 companies listed on the Ho Chi Minh City Stock Exchange covering the time period …
Liquidity effects of COVID-19 in the European tourism industry
We examine the influence of COVID-19 on liquidity of the tourism industry in the UK, Europe
and Spain. In the short run, the pandemic causes significant negative stock market reaction …
and Spain. In the short run, the pandemic causes significant negative stock market reaction …
Do investors herd? An examination of Pakistan stock exchange
The study attempts to examine herding behaviour in Pakistan stock exchange and
determine how herding behaviour responds to asymmetric market conditions. This study has …
determine how herding behaviour responds to asymmetric market conditions. This study has …
Volume–herding interaction in the American market
A BenSaïda, M Jlassi, H Litimi - American Journal of …, 2015 - inderscienceonline.com
This paper examines the existence of herding in the US market. We study the turnover effect
on herding movement by modifying the Cross–Sectional Standard Deviation (CSSD) model …
on herding movement by modifying the Cross–Sectional Standard Deviation (CSSD) model …
[PDF][PDF] Herding behavior and trading volume: Evidence from the American indexes
M Jlassi, A Bensaïda - International Review of Management and Business …, 2014 - Citeseer
This paper examines the existence of behavioral bias labeled “Herding” in the US market.
We studied the turnover effect on herding movement by modifying the Cross Sectional …
We studied the turnover effect on herding movement by modifying the Cross Sectional …
Anticipatory effects in the FTSE 100 index revisions
This paper examines the price impact of trading due to expected changes in the FTSE 100
index composition, which employs publicly-known objective criteria to determine …
index composition, which employs publicly-known objective criteria to determine …
Stock liquidity and investment opportunities: New evidence from FTSE 100 index deletions
This paper examines the relationship between stock liquidity and investment opportunities in
a sample of firms experiencing a negative exogenous liquidity shock, captured by deletion …
a sample of firms experiencing a negative exogenous liquidity shock, captured by deletion …
Share price informativeness and dividend smoothing behavior in GCC markets
Purpose This paper examines the dividend smoothing (DS) behaviour in the Gulf
Cooperation Council (GCC) countries in emerging markets where the response to news and …
Cooperation Council (GCC) countries in emerging markets where the response to news and …
Herding behaviours and trading volume: evidence from Amman Stock Exchange
B Kharabsheh, M Al-Gharaibeh - Afro-Asian Journal of …, 2022 - inderscienceonline.com
The purpose of this paper is to examine the presence of herding behaviour in Amman Stock
Exchange (ASE). Specifically, it aims to provide empirical evidence on the relationship …
Exchange (ASE). Specifically, it aims to provide empirical evidence on the relationship …