A cross-country analysis of herd behavior in Europe
(2014)
Journal Article
Mobarek, A., Mollah, S., & Keasey, K. (2014). A cross-country analysis of herd behavior in Europe. Journal of International Financial Markets, Institutions and Money, 32, 107-127. https://doi.org/10.1016/j.intfin.2014.05.008
This paper examines country specific herding behavior in European liquid constituent indices for the period of 2001-2012. While we report insignificant results for the whole period, we document significant herding behavior during crises and asymmetri... Read More about A cross-country analysis of herd behavior in Europe.