COVID-19 effect on herding behaviour in European capital markets

This article investigates whether COVID-19 pandemic had an effect on herding behaviour in Europe. Using a sample from the stock exchanges of France (Paris), Germany (Frankfurt), Italy (Milan), United Kingdom (London) and Spain (Madrid), over the period from January 03, 2000 to June 19, 2020, we foun...

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Detalles Bibliográficos
Autores principales: Espinosa-Méndez, Christian, Arias, Jose
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7528846/
https://www.ncbi.nlm.nih.gov/pubmed/33024422
http://dx.doi.org/10.1016/j.frl.2020.101787
Descripción
Sumario:This article investigates whether COVID-19 pandemic had an effect on herding behaviour in Europe. Using a sample from the stock exchanges of France (Paris), Germany (Frankfurt), Italy (Milan), United Kingdom (London) and Spain (Madrid), over the period from January 03, 2000 to June 19, 2020, we found robust evidence that COVID-19 pandemic increased herding behaviour in the capital markets of Europe.

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