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...
Main Authors: | , , , , , |
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Format: | Article |
Language: | English |
Published: |
Taylor & Francis Group
2023-10-01
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Series: | Cogent Economics & Finance |
Subjects: | |
Online Access: | https://www.tandfonline.com/doi/10.1080/23322039.2023.2266616 |