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Investor's herding behavior in Asian equity markets during COVID-19 period
In this paper we investigate herding behavior triggered by the COVID-19 outbreak in 2020 by considering six typical Asian stock markets. Cross-sectional Standard Deviation (CSSD) and Cross-sectional Absolute Deviation (CSAD) have been employed as the key indicators, which are aligned with the Markov...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier B.V.
2022
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9072808/ http://dx.doi.org/10.1016/j.pacfin.2022.101771 |