Applying an international CAPM to herding behaviour model for integrated stock markets

Development of financial globalization in the form of stock market integration experiences a trend which is getting stronger. The analysis models in the field of finance and investments should be able to adjust to these developments. This adjustment includes the models used to detect the existence o...

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Bibliographic Details
Main Authors: Najmudin Najmudin, Diana Hashim Syarif, Sugeng Wahyudi, Harjum Muharam
Format: Article
Language:English
Published: Centre of Sociological Research, Szczecin, Poland 2017-12-01
Series:Journal of International Studies
Subjects:
Online Access:http://jois.eu/?375,en_applying-an-international-capm-to-herding-behaviour-model-for-integrated-stock-markets

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