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COVID-19 pandemic and herd behavior: Evidence from a frontier market

This paper examines the presence of herd behavior in the Vietnamese stock market using the cross-sectional absolute deviation (CSAD) method and by applying quantile regression (QR). We detect herd behavior in the Vietnamese stock market from January 2016 to May 2022. Herd behavior is less pronounced...

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Detalles Bibliográficos
Autores principales: Nguyen, Huu Manh, Bakry, Walid, Vuong, Thi Huong Giang
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10037918/
https://www.ncbi.nlm.nih.gov/pubmed/37012997
http://dx.doi.org/10.1016/j.jbef.2023.100807