Can China’s cross-sectional dispersion of stock returns Cause or influence the herding behaviour of traders in other local markets and China’s trading partners?
This paper examines the influence of China’s cross-sectional dispersion of returns on local markets, as well as its major trading partners. With the cross-sectional average deviation method, we have reported some significant and insignificant results, as well as for tranquil and turbulent phases of...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2020
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| Online Access: | http://psasir.upm.edu.my/id/eprint/88073/1/ABSTRACT.pdf |