Cross-country effects in herding behaviour: Evidence from four south European markets
By F. Economou, Alexandros Kostakis, Nikolaos Philippas. 2011
288 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/676b591891b30b81da4bced752c0188d78928685
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Citations in the corpus
- A cross-country analysis of herd behavior in Europe (2014, methodology): “Our sample, which differs from previous studies [Chang and Zheng, 2010; Economou et al., 2011], can help test the separate effect of crisis and market sentiment rather than herding due to”
- Investor mood, herding and the Ramadan effect (2016, methodology): “…movements of the US market (indicated by the S&P500 index), we report evidence of herding within Ramadan for almost all markets 21 In line with Economou et al. (2011), we have repeated these tests controlling for the effect of domestic market volume using the 30-day moving average of volume…”
- Herding behaviour in energy stock markets during the Global Financial Crisis, SARS, and ongoing COVID-19* (2020, unknown): “(2004) found herding behaviour in the Italian stock exchange markets from 1998 to 2001, and stronger herding during periods of extremely high returns [25,26].”