This paper analyses herding in cryptocurrency markets in the time of the COVID-19
pandemic. We employ a combination of quantitative methods to hourly prices of the four …

The paper examines the influence of informative signals derived from exogenous factors on
herding intensity in the cryptocurrency market. We propose a novel approach whereby …

In this paper, we examine the herd behaviour of the Chinese renewable energy sector using
both static and time-varying coefficient models. Examining daily data from January 05, 2015 …

Our paper focuses on commodity financialization and the gradual integration between
commodity and financial markets, investigating to what extent shocks in stock markets …

This research delves into the effects of recent crises on investor behavior within the currency
options market, particularly focusing on the relationship with underlying exchange rates …

This study examines the herd behavior in Vietnam stock market using a sample of firms
listed on the Ho Chi Minh City Stock Exchange covering the time period 2005–2015. We find …

We provide the first investigation of herding among closed-end fund investors, drawing on
the US closed-end fund market for the 1992–2016 period. Results suggest closed-end fund …

Purpose This paper deeply investigates the herd behavior of the Egyptian mutual funds
under changing and different conditions of the market pre-and post-events and compares …

Herding behavior before and after COVID-19 pandemic: evidence from the Vietnam stock
market | Emerald Insight Books and journals Case studies Expert Briefings Open Access …

We examine investors' behavioral biases and preferences in the options market near 52‐
week high and low (52W‐H/L) using Indian options market data. We document that as the …