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An empirical investigation of COVID-19 effects on herding behaviour in USA and UK stock markets using a quantile regression approach
This study investigates the effects of the COVID-19 pandemic on herding behaviour among investors in two well-developed markets. Utilizing daily prices of stock indexes from the period of December 5, 2017 to February 28, 2022 for USA and January 9, 2018 to February 28, 2022 for UK, we test for herdi...
Autores principales: | Ampofo, Richard T., Aidoo, Eric N., Ntiamoah, Bernard O., Frimpong, Ophelia, Sasu, Daniel |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer US
2023
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9816016/ http://dx.doi.org/10.1007/s12197-022-09613-8 |
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