Evidences of herding behavior in Vietnam stock market: A sectorial analysis
Số trang: 10
Loại file: pdf
Dung lượng: 422.70 KB
Lượt xem: 19
Lượt tải: 0
Xem trước 1 trang đầu tiên của tài liệu này:
Thông tin tài liệu:
The study examines herding behavior in Vietnam stock market at sectorial level under different market conditions. The study employs the cross-sectional absolute deviation (CSAD) method developed by Chang, Cheng and Khorana (2000). The data contains daily 135 stock prices divided into 20 industries from 02nd Jan/2007 to 31st Dec/2017.
Nội dung trích xuất từ tài liệu:
Evidences of herding behavior in Vietnam stock market: A sectorial analysis
Nội dung trích xuất từ tài liệu:
Evidences of herding behavior in Vietnam stock market: A sectorial analysis
Tìm kiếm theo từ khóa liên quan:
Herding behavior Sectorial level Vietnam stock market Hanoi stock exchange Emerging marketGợi ý tài liệu liên quan:
-
Asset price volatility of listed companies in the Vietnam stock market
17 trang 47 0 0 -
Effect of market sentiment on stock returns
27 trang 28 0 0 -
Impact of information disclosure on financial risks of listed real estate companies in Vietnam
10 trang 26 0 0 -
7 trang 23 0 0
-
The idiosyncratic momentum anomaly: A study of Vietnam stock market
5 trang 21 0 0 -
Does corporate culture affect investment efficiency? Evidence from an emerging market
19 trang 19 0 0 -
The impact of the anchoring and adjustment bias on analysts' forecast in Vietnam stock market
18 trang 18 0 0 -
23 trang 18 0 0
-
Analysis of the impact of exchange rate and interest rate on stock return in Vietnam stock market
7 trang 16 0 0 -
6 trang 16 0 0