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...
I tiakina i:
| Ngā kaituhi matua: | , , , |
|---|---|
| Hōputu: | Artigo |
| Reo: | Inglês |
| I whakaputaina: |
Elsevier
2020-06-01
|
| Rangatū: | IIMB Management Review |
| Ngā marau: | |
| Urunga tuihono: | http://www.sciencedirect.com/science/article/pii/S0970389617301672 |
| Ngā Tūtohu: |
Kāore He Tūtohu, Me noho koe te mea tuatahi ki te tūtohu i tēnei pūkete!
|