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Effect of Global Shocks and Volatility on Herd Behavior in an Emerging Market: Evidence from Borsa Istanbul
16 references·10 citing·40 second hop
Effect of Global Shocks and Volatility on Herd Behavior in an Emerging Market: Evidence from Borsa Istanbul (2015)Effect of Global Shocks and Volatility on…Investor herding behaviour of Chinese stock market (2013)Investor herding behaviour of…An empirical analysis of herd behavior in global stock markets (2010)An empirical analysis of herd…Transmission of the U.S. subprime crisis to emerging markets: Evidence on the decoupling–recoupling hypothesis (2009)Transmission of the U.S. subp…Herding behavior in Chinese stock markets: An examination of A and B shares (2007)Herding behavior in Chinese s…Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)Dynamic correlation analysis …Synchronization of cycles (2006)Synchronization of cyclesAn econometric model of nonlinear dynamics in the joint distribution of stock and bond returns (2006)An econometric model of nonli…Does herding behavior exist in Chinese stock markets? (2005)Does herding behavior exist i…Foreign portfolio investors before and during a crisis (2002)Foreign portfolio investors b…Dating the integration of world equity markets (2002)Dating the integration of wor…Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)Stock Market Liberalization, …Herd Behavior in Financial Markets: A Review (2000)Herd Behavior in Financial Ma…Herd Behavior in Financial Markets (2000)Herd Behavior in Financial Ma…An examination of herd behavior in equity markets: An international perspective (2000)An examination of herd behavi…Do foreign investors destabilize stock markets? The Korean experience in 1997 (1999)Do foreign investors destabil…Following the Pied Piper: Do Individual Returns Herd around the Market? (1995)Following the Pied Piper: Do …Herding behaviour in the capital market: What do we know and what is next? (2021)Herding behaviour in the capi…Exploring Herding Behaviour in Indian Equity Market during COVID-19 Pandemic: Impact of Volatility and Government Response (2021)Exploring Herding Behaviour i…Uncertainty and herding behavior: evidence from cryptocurrencies (2020)Uncertainty and herding behav…Nonlinear contagion between stock and real estate markets: International evidence from a local Gaussian correlation approach (2020)Nonlinear contagion between s…Analysis of Herding in Reits of an Emerging Market: The Case of Turkey (2018)Analysis of Herding in Reits …Investor herds and oil prices evidence in the Gulf Cooperation Council (GCC) equity markets (2017)Investor herds and oil prices…Does speculation in the oil market drive investor herding in emerging stock markets? (2017)Does speculation in the oil m…The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective (2016)The effect of gold market spe…Real and Financial Sector Studies in Central and Eastern Europe: A Review* (2016)Real and Financial Sector Stu…An Empirical Investigation of Herding Behavior in CEE Stock Markets under the Global Financial Crisis (2015)An Empirical Investigation of…Bank Runs, Deposit Insurance, and Liquidity (1983)Herd Behavior and Investment (1988)A Simple Model of Herd Behavior (1992)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)Responding to global infectious disease outbreaks: Lessons from SARS on the role of risk perception, communication and management (2006)The impact of institutional trading on stock prices (1992)Extreme Correlation of International Equity Markets (2001)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Cross-country effects in herding behaviour: Evidence from four south European markets (2011)Herding on fundamental information: A comparative study (2014)Mutual Fund Herding and the Impact on Stock Prices (1999)The Influence of Behavioral Factors in Making Investment Decisions and Performance: Study on Investors of Colombo Stock Exchange, Sri Lanka (2014)Economic Reform and the Process of Global Integration (1995)The New Issues Puzzle (1995)Event Studies in Economics and Finance (1997)The World Price of Insider Trading (2002)Liquidity and Expected Returns: Lessons from Emerging Markets (2007)Herd on the Street: Informational Inefficiencies in a Market with Short‐Term Speculation (1992)Market stress and herding (2004)Risk measurement when shares are subject to infrequent trading (1979)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Inferring Trade Direction from Intraday Data (1991)Contagion: Understanding How It Spreads (2000)Investor psychology in capital markets: evidence and policy implications (2002)Multivariate Simultaneous Generalized ARCH (1995)Dynamic Conditional Correlation (2002)Financial crises and stock market contagion in a multivariate time-varying asymmetric framework (2010)The COVID-19 Outbreak and Affected Countries Stock Markets Response (2020)Time‐Varying World Market Integration (1995)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Does financial liberalization spur growth? (2005)Stock prices and exchange rate dynamics (2005)Characterizing World Market Integration through Time (2007)Has the US Finance Industry Become Less Efficient? On the Theory and Measurement of Financial Intermediation (2015)Capital Market Equilibrium with Restricted Borrowing (1972)Foreign Speculators and Emerging Equity Markets (2000)What is the risk of European sovereign debt defaults? Fiscal space, CDS spreads and market pricing of risk (2012)Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach (2013)The Transmission of Federal Reserve Tapering News to Emerging Financial Markets (2014)
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References

  • 2000Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices1,385 cited
  • 2000An examination of herd behavior in equity markets: An international perspective1,288 cited
  • 2000Herd Behavior in Financial Markets1,232 cited
  • 1995Following the Pied Piper: Do Individual Returns Herd around the Market?1,170 cited
  • 1999Do foreign investors destabilize stock markets? The Korean experience in 1997896 cited
  • 2007Dynamic correlation analysis of financial contagion: Evidence from Asian markets896 cited
  • 2010An empirical analysis of herd behavior in global stock markets880 cited
  • 2007Herding behavior in Chinese stock markets: An examination of A and B shares646 cited
  • 2002Dating the integration of world equity markets561 cited
  • 2009Transmission of the U.S. subprime crisis to emerging markets: Evidence on the decoupling–recoupling hypothesis433 cited
  • 2002Foreign portfolio investors before and during a crisis413 cited
  • 2005Does herding behavior exist in Chinese stock markets?409 cited
  • 2006Synchronization of cycles406 cited
  • 2013Investor herding behaviour of Chinese stock market352 cited
  • 2000Herd Behavior in Financial Markets: A Review

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284 cited
  • 2006An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns258 cited
  • Cited by

    • 2020Uncertainty and herding behavior: evidence from cryptocurrencies85 cited
    • 2017Does speculation in the oil market drive investor herding in emerging stock markets?75 cited
    • 2021Herding behaviour in the capital market: What do we know and what is next?58 cited
    • 2017Investor herds and oil prices evidence in the Gulf Cooperation Council (GCC) equity markets46 cited
    • 2021Exploring Herding Behaviour in Indian Equity Market during COVID-19 Pandemic: Impact of Volatility and Government Response44 cited
    • 2020Nonlinear contagion between stock and real estate markets: International evidence from a local Gaussian correlation approach42 cited
    • 2016The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective32 cited
    • 2018Analysis of Herding in Reits of an Emerging Market: The Case of Turkey32 cited
    • 2015An Empirical Investigation of Herding Behavior in CEE Stock Markets under the Global Financial Crisis30 cited
    • 2016Real and Financial Sector Studies in Central and Eastern Europe: A Review*22 cited