Herd behaviour and asset pricing in the Indian stock market
We study the presence of aggregate herding in the Indian stock market and examine whether herding propensity qualifies to be a priced-risk factor for cross-sections of stocks. Using daily stock returns data, this paper shows that aggregate herding exists more significantly in large-cap stocks than i...
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| Huvudupphov: | , , , |
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| Materialtyp: | Artigo |
| Språk: | Inglês |
| Utgiven: |
Elsevier
2020-06-01
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| Serie: | IIMB Management Review |
| Ämnen: | |
| Länkar: | http://www.sciencedirect.com/science/article/pii/S0970389617301672 |
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