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Herd behavior in Vietnam’s stock market: Impacts of COVID-19

This paper investigates herd behavior in frontier Vietnamese stock markets under the impacts of COVID-19. Using models with two measures of return dispersions, we find that herd behavior does not exist in the three stock markets in extreme movements but in normal market conditions. Herding is more s...

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Autori principali: Hong Mai Phan, Thi Nhu Quynh Le, Vu Duc Hieu Dam, Manh Son Tran, Thi Hoai Linh Truong, Quoc Anh Le
Natura: Artigo
Lingua:Inglês
Pubblicazione: Taylor & Francis Group 2023-10-01
Serie:Cogent Economics & Finance
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Accesso online:https://www.tandfonline.com/doi/10.1080/23322039.2023.2266616
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