Effects of changes in stock index compositions: A literature survey

PN Afego - International Review of Financial Analysis, 2017 - Elsevier
The practice of periodically reconstituting equity indices suggests that changes to the
composition of an index can impact the performance of firms whose stocks are added to or …

Further evidence on the herd behavior in Vietnam stock market

XV Vo, DBA Phan - Journal of Behavioral and Experimental Finance, 2017 - Elsevier
This paper examines the presence of herd behavior in Vietnam stock market using a sample
of 299 companies listed on the Ho Chi Minh City Stock Exchange covering the time period …

Liquidity effects of COVID-19 in the European tourism industry

RZ Gofran, S Liasidou, A Gregoriou - Current Issues in Tourism, 2023 - Taylor & Francis
We examine the influence of COVID-19 on liquidity of the tourism industry in the UK, Europe
and Spain. In the short run, the pandemic causes significant negative stock market reaction …

Do investors herd? An examination of Pakistan stock exchange

M Kashif, R Palwishah, RR Ahmed… - … Journal of Finance & …, 2021 - Wiley Online Library
The study attempts to examine herding behaviour in Pakistan stock exchange and
determine how herding behaviour responds to asymmetric market conditions. This study has …

Volume–herding interaction in the American market

A BenSaïda, M Jlassi, H Litimi - American Journal of …, 2015 - inderscienceonline.com
This paper examines the existence of herding in the US market. We study the turnover effect
on herding movement by modifying the Cross–Sectional Standard Deviation (CSSD) model …

[PDF][PDF] Herding behavior and trading volume: Evidence from the American indexes

M Jlassi, A Bensaïda - International Review of Management and Business …, 2014 - Citeseer
This paper examines the existence of behavioral bias labeled “Herding” in the US market.
We studied the turnover effect on herding movement by modifying the Cross Sectional …

Anticipatory effects in the FTSE 100 index revisions

M Fernandes, J Mergulhão - Journal of Empirical Finance, 2016 - Elsevier
This paper examines the price impact of trading due to expected changes in the FTSE 100
index composition, which employs publicly-known objective criteria to determine …

Stock liquidity and investment opportunities: New evidence from FTSE 100 index deletions

A Gregoriou, ND Nguyen - Journal of International Financial Markets …, 2010 - Elsevier
This paper examines the relationship between stock liquidity and investment opportunities in
a sample of firms experiencing a negative exogenous liquidity shock, captured by deletion …

Share price informativeness and dividend smoothing behavior in GCC markets

R Felimban, S Badreddine, C Floros - Journal of Economic Studies, 2022 - emerald.com
Purpose This paper examines the dividend smoothing (DS) behaviour in the Gulf
Cooperation Council (GCC) countries in emerging markets where the response to news and …

Herding behaviours and trading volume: evidence from Amman Stock Exchange

B Kharabsheh, M Al-Gharaibeh - Afro-Asian Journal of …, 2022 - inderscienceonline.com
The purpose of this paper is to examine the presence of herding behaviour in Amman Stock
Exchange (ASE). Specifically, it aims to provide empirical evidence on the relationship …