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

AbstractThis 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 i...

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Bibliographic Details
Main Authors: Hong Mai Phan, Thi Nhu Quynh Le, Vu Duc Hieu Dam, Manh Son Tran, Thi Hoai Linh Truong, Quoc Anh Le
Format: Article
Language:English
Published: Taylor & Francis Group 2023-10-01
Series:Cogent Economics & Finance
Subjects:
Online Access:https://www.tandfonline.com/doi/10.1080/23322039.2023.2266616