Witryna9 wrz 2024 · One possible explanation is that frontier markets typically have a much smaller number of daily traded stocks and trading volume, ... Although the authors … WitrynaIn this article, we hope to expand our understanding of trading volume by developing a new measure of herding behavior based on a cross sectional dispersion of volumes betas. We apply our measure to the Toronto stock exchange using monthly data from January 2000 to December 2002.
New sight of herding behavioural through trading volume
WitrynaThis paper documents the effect of herd behaviour on the US S%P100 and US DJIA stock market's stocks volatility. We investigated the presence and the change of … Witryna1 cze 2014 · By applying VAR and Granger causality test, we find causal link of herding – trading volume. More particularly, we find that trading volume cannot generate herding behavior, except for liquid market. ... This study examines the determinants … china black garlic powder manufacturer
Herding behaviour and sentiment: Evidence in a small European …
Witryna20 kwi 2003 · Herd behavior and volatility in financial markets. Beum-Jo Park. Economics. 2011. Relaxing an unrealistic assumption of a representative percolation … Witryna28 lut 2024 · The author examines whether the trading behavior of exchange-traded funds (ETFs) is biased by any herding effect. Return data of a sample of 66 and 34 … Witryna9 maj 2015 · However, empirical results on how trading volume affects herding are confused. On one hand, Fu& Lin (2010) advanced that low trading volume may … china black garlic extract powder