Herding behaviour of Chinese A- and B-share markets
Purpose – The purpose of this paper is to examine the evidence of herding phenomenon, spill-over effects related to herding and whether herding is driven by fundamentals or non-fundamentals for various sub-periods and sub-samples. Design/methodology/approach – The cross-sectional absolute deviation...
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| Format: | Article |
| Language: | English |
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Emerald Publishing
2020-02-01
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| Series: | Journal of Asian Business and Economic Studies |
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| Online Access: | https://www.emerald.com/insight/content/doi/10.1108/JABES-03-2019-0022/full/pdf?title=herding-behaviour-of-chinese-a-and-b-share-markets |