The dynamic Effects of speculation sectors returns on beta-herding behavior in Tehran Stock Exchange
For the first time, this research investigat the relationship between speculative sector on herding behavior in the Tehran Stock Exchange market by using the (TVP-FAVAR) model and seasonal data from the years (1388- 1) to (1400-4). The results confirm the existence of herding behavior in the in the...
| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
| Published: |
Semnan University
2023-12-01
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| Series: | مدلسازی اقتصادسنجی |
| Subjects: | |
| Online Access: | https://jem.semnan.ac.ir/article_8207_d41d8cd98f00b204e9800998ecf8427e.pdf |