ORCID Profile
0000-0001-5164-5456
Current Organisation
Deakin University
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Publisher: Elsevier BV
Date: 05-2017
Publisher: Elsevier BV
Date: 12-2016
Publisher: Elsevier BV
Date: 04-2017
Publisher: Elsevier BV
Date: 09-2019
Publisher: Elsevier BV
Date: 06-2014
Publisher: Elsevier BV
Date: 06-2014
Publisher: Elsevier BV
Date: 10-2008
Publisher: World Scientific Pub Co Pte Lt
Date: 06-2015
DOI: 10.1142/S0219091515500095
Abstract: In this paper, we examine the evidence of herding behavior on the Chinese stock market. Our main findings are as follows. First, we find strong evidence of herding behavior on both the Shanghai and Shenzhen stock exchanges. Second, we document evidence of asymmetric herding behavior with greater magnitude of herding behavior on up markets than on down markets. Third, our findings suggest that herding behavior is sector-specific and predominant in the industrial and properties sectors. Finally, we unravel strong evidence suggesting that herding behavior is time-varying and in some sectors time-varying herding behavior is more prevalent than in other sectors.
Publisher: Elsevier BV
Date: 12-2018
Publisher: Elsevier BV
Date: 09-2016
Publisher: Elsevier BV
Date: 12-2013
Publisher: Elsevier BV
Date: 12-2019
Publisher: Elsevier BV
Date: 02-2013
Publisher: Informa UK Limited
Date: 25-08-2015
Publisher: Elsevier BV
Date: 10-2013
Publisher: Elsevier BV
Date: 09-2013
Publisher: Elsevier BV
Date: 04-2014
Publisher: Elsevier BV
Date: 10-2013
Publisher: Elsevier BV
Date: 11-2015
Publisher: Elsevier BV
Date: 04-2017
Publisher: Elsevier BV
Date: 07-2015
No related grants have been discovered for Kannan Thuraisamy.