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Herding behavior during the Covid-19 pandemic: a comparison between Asian and European stock markets based on intraday multifractality

With the spread of Covid-19, investors’ expectations changed during 2020, as well as financial markets’ policy responses and the structure of global financial intermediation itself. These dynamics are studied in this paper, which analyzes quarterly changes in herding behavior by quantifying the self...

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Detalles Bibliográficos
Autores principales: Aslam, Faheem, Ferreira, Paulo, Ali, Haider, Kauser, Sumera
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8450561/
http://dx.doi.org/10.1007/s40822-021-00191-4