Dynamic Herding Behavior In Pacific Basin Markets

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Dynamic Herding Behavior In Pacific Basin Markets

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Author : Thomas Chinan Chiang
language : en
Publisher:
Release Date : 2014

Dynamic Herding Behavior In Pacific Basin Markets written by Thomas Chinan Chiang and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014 with categories.

This study examines investor herding behavior in Pacific-Basin equity markets. Results indicate that the level of herding is time-varying, and is present in both rising and falling markets. It is positively related to stock market performance, but negatively related to market volatility. Herding estimates across markets are positively correlated, signifying comovement of herding behavior in the region. The findings suggest that tests for herding should consider its dynamic behavior.

Advances In Pacific Basin Business Economics And Finance

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Author : Dr. Cheng-Few Lee
language : en
Publisher: Emerald Group Publishing
Release Date : 2021-07-22

Advances In Pacific Basin Business Economics And Finance written by Dr. Cheng-Few Lee and has been published by Emerald Group Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-07-22 with Business & Economics categories.

Advances in Pacific Basin Business, Economics, and Finance is an annual publication designed to focus on interdisciplinary research in finance, economics, accounting and management among Pacific Rim countries. All articles published have been reviewed and recommended by at least two members of the editorial board.

Behavioral Aspects Of The European Carbon Markets

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Author : Fernando Palao
language : en
Publisher: Ed. Universidad de Cantabria
Release Date : 2020-02-24

Behavioral Aspects Of The European Carbon Markets written by Fernando Palao and has been published by Ed. Universidad de Cantabria this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-02-24 with Business & Economics categories.

This work is based on one of the most researched fields nowadays in finance, known as behavioral finance, which proposes psychology and sociology based theories to explain market anomalies. Behavioral finance tries to fill the gap of classical financial models that, based on the idea of fully efficient markets where all the agents interact rationally between each other, are unable to explain mathematically some market behaviors. During the study the presence of four behavioral basis in the European Carbon Markets will be analysed. The first effect is the presence of price clustering, defined as the tendency to observe certain trade prices more frequently than others, is inconsistent with economic rationality and it is not in agreement with the idea that prices follow a random walk. Secondly, the feature of size clustering, the concentration of the size of trades at certain amounts, may prevent carbon traders from achieving optimal trade sizes. Next is studied the presence of psychological barriers, that can provide new insights about how returns and volatility can be affected by the proximity of carbon price to key levels. Finally, we investigate the presence of herding behavior by testing if carbon agents act in a sequence imitating each other. As the major findings, we can highlight the existence of price clustering where prices ending tend to be concentrated at round numbers ended in 0 and 5. Additionally, there it exists a size clustering effect where carbon traders tend to cluster their orders in small sizes and in round numbers multiples of five contracts. We also have shown the existence of key prices that modifies the behavior of carbon market actors. Finally, we show the existence of the herding effect in the European Futures Carbon Market despite of being a blind market and dominated by professional participants.

Pacific Basin Working Paper Series

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Author :
language : en
Publisher:
Release Date : 1998

Pacific Basin Working Paper Series written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998 with Australasia categories.

Herd Behavior In Financial Markets

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Author : Sushil Bikhchandani
language : en
Publisher:
Release Date : 2000

Herd Behavior In Financial Markets written by Sushil Bikhchandani and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Capital market categories.

Exploring What Drives Indian Stock Market During Covid 19

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Author : Indrani Chakraborty
language : en
Publisher: Springer Nature
Release Date : 2023-01-01

Exploring What Drives Indian Stock Market During Covid 19 written by Indrani Chakraborty and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-01-01 with Business & Economics categories.

This book analyses the dynamics of Indian stock market with a special emphasis during the period following emergence of Covid-19. Coming from the instability in stock market following Covid-19, it delves deeper into the dynamics and unfolds the causal relationship between various economic fundamentals and the stock prices. Observing short-term herding in the stock market following Covid-19, the book's finding suggests that investors in the Indian stock market made investment choices irrationally during Covid-19 crisis periods. It also showcases how the stock market became inefficient following the emergence of pandemic and did not follow the fundamentals. Interestingly, the findings suggest no relationship between stock returns and real economic activities in India. The format of presentation makes the book well suited not only for students, academics, policy makers and investors in the stock markets, but also people engaged or interested in business and finance. The book would thus be of interest to both specialists and the laity. Analysis contained in this book will help different readership groups in different ways. Researchers from economics and finance disciplines will be able to learn about frontiers in the theoretical paradigms discussed in the book; advanced econometric techniques applied in the book will also be useful for their own research. The macroeconomic insights, and insights from behavioural economics, can expand the knowledge of corporate sector, useful in making real life decisions. Finally, it will help policy makers, like SEBI (Securities and Exchange Board of India), to formulate appropriate regulatory policies so as to minimize possibility of speculative bubbles as experienced during the pandemic period in the Indian stock markets.

Multinational Finance Journal

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Author :
language : en
Publisher:
Release Date : 2013

Multinational Finance Journal written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with International finance categories.

Regulating Competition In Stock Markets

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Author : Lawrence R. Klein
language : en
Publisher: John Wiley & Sons
Release Date : 2012-04-25

Regulating Competition In Stock Markets written by Lawrence R. Klein and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-04-25 with Business & Economics categories.

A guide to curbing monopoly power in stock markets Engaging and informative, Regulating Competition in Stock Markets skillfully analyzes the impact of the recent global financial crisis on health and happiness, and uses this opportunity to put regulatory systems in perspective. Happiness is lost because of emotional and physical health deterioration resulting from the crisis. Therefore, the authors conclude that financial crisis prevention should be the focus of public policy. This book is the most comprehensive study so far on potential risks to the stock market, especially various forms of market manipulation that lead to mania and eventual crisis. Based on litigation cases from international stock markets, and borrowing multidisciplinary findings in the fields of finance, economics, accounting, media studies, criminology, legal studies, psychology, and medicine, this book is the first to provide thorough micro-level regulatory proposals rooted in financial reality. By focusing on securities trading, they apply antitrust measures to limiting monopolistic power that is used for the manipulation of investors' perception and monopolistic profit. These proposals are quantifiable, adjustable, inexpensive, and can be easily implemented by any securities regulating agency for real-time oversight and daily operations. The recommendations found here are intended to improve the fairness and transparency of the financial markets, thereby perfecting the market competition, protecting investors, stabilizing the market, and preventing crises Explores how avoiding crises can to contribute to a more scientific, health aware, and civilized economic and social development Written by a team of authors who have extensive experience in this dynamic field, including Nobel Laureate Lawrence R. Klein Since the founding of the first, organized stock exchange in Amsterdam 400 years ago, no systematic economic research results on stock markets have been implemented in stock market regulation around the world. Regulating Competition in Stock Markets aims to fill this void.

Acrn Proceedings In Finance And Risk Series 13

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Author : Dr. Othmar M. Lehner
language : en
Publisher: ACRN Publishing House
Release Date : 2014-03-06

Acrn Proceedings In Finance And Risk Series 13 written by Dr. Othmar M. Lehner and has been published by ACRN Publishing House this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-03-06 with Business & Economics categories.

Proceedings of the 14th FRAP Finance, Risk and Accounting Perspectives conference taking place in Cambridge UK.

Emerging Market Finance

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Author : Bang Nam Jeon
language : en
Publisher: Emerald Group Publishing
Release Date : 2020-09-28

Emerging Market Finance written by Bang Nam Jeon and has been published by Emerald Group Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-09-28 with Business & Economics categories.

This edited volume of International Finance Review examines the rising challenges facing emerging financial markets and institutions. It provides significant insight and policy implications on topics including global banking, risk and contagion, stock market behaviour, financial inclusion in the major emerging economies, and more.