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Does speculation in the oil market drive investor herding in emerging stock markets?
16 references·3 citing·41 second hop
Does speculation in the oil market drive investor herding in emerging stock markets? (2017)Does speculation in the oil market drive …Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management (2011)Volatility spillovers between…An empirical analysis of herd behavior in global stock markets (2010)An empirical analysis of herd…Oil price shocks and stock markets in the U.S. and 13 European countries (2008)Oil price shocks and stock ma…Oil price risk and emerging stock markets (2006)Oil price risk and emerging s…Market stress and herding (2004)Market stress and herdingInstitutional Herding (2003)Institutional HerdingState-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications (2000)State-Space Models with Regim…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…Herding and Feedback Trading by Institutional and Individual Investors (1999)Herding and Feedback Trading …Rational herding in financial economics (1996)Rational herding in financial…Following the Pied Piper: Do Individual Returns Herd around the Market? (1995)Following the Pied Piper: Do …The impact of institutional trading on stock prices (1992)The impact of institutional t…Herd on the Street: Informational Inefficiencies in a Market with Short‐Term Speculation (1992)Herd on the Street: Informati…A Simple Model of Herd Behavior (1992)A Simple Model of Herd Behavi…The Noise Trader Approach to Finance (1990)The Noise Trader Approach to …COVID-19 Pandemic and Investor Herding in International Stock Markets (2021)COVID-19 Pandemic and Investo…OPEC meetings, oil market volatility and herding behaviour in the Saudi Arabia stock market (2020)OPEC meetings, oil market vol…Linkages between oil price shocks and stock returns revisited (2018)Linkages between oil price sh…Bank Runs, Deposit Insurance, and Liquidity (1983)Herd Behavior and Investment (1988)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 General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Herding among security analysts (2000)Essays in Positive Economics (1954)Does the Stock Market Overreact? (1985)Risk Taking by Mutual Funds as a Response to Incentives (1997)Investor Psychology and Asset Pricing (2001)The Geography of Investment: Informed Trading and Asset Prices (2001)The Behavior of Stock-Market Prices (1965)Judgment under Uncertainty: Heuristics and Biases (1975)Continuous Auctions and Insider Trading (1985)The Impact of Social Structure on Economic Outcomes (2005)An Engine, Not a Camera (2006)The short of it: Investor sentiment and anomalies (2011)Network externalities, competition, and compatibility (1985)Standardization, Compatibility, and Innovation (1985)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Using Online Conversations to Study Word-of-Mouth Communication (2004)Testing for a Unit Root in Time Series Regression (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Renewable energy consumption, CO2 emissions and oil prices in the G7 countries (2009)Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)Oil prices, exchange rates and emerging stock markets (2011)Risk, Return, and Equilibrium: Empirical Tests (1973)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Mutual Fund Herding and the Impact on Stock Prices (1999)Institutional Investors and Equity Prices (2001)What Makes Investors Trade? (2001)Capital Market Equilibrium with Restricted Borrowing (1972)Foreign Speculators and Emerging Equity Markets (2000)Herding behavior in Chinese stock markets: An examination of A and B shares (2007)Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle (1999)A Manifesto on Psychology as Idiographic Science: Bringing the Person Back Into Scientific Psychology, This Time Forever (2004)Modeling the price dynamics of CO2 emission allowances (2008)
this work references cited by second hop

References

  • 1992A Simple Model of Herd Behavior6,511 cited
  • 1992The impact of institutional trading on stock prices2,068 cited
  • 1990The Noise Trader Approach to Finance1,636 cited
  • 1999Herding and Feedback Trading by Institutional and Individual Investors1,587 cited
  • 2000An examination of herd behavior in equity markets: An international perspective1,288 cited
  • 1996Rational herding in financial economics1,272 cited
  • 2008Oil price shocks and stock markets in the U.S. and 13 European countries1,264 cited
  • 2000Herd Behavior in Financial Markets1,232 cited
  • 1995Following the Pied Piper: Do Individual Returns Herd around the Market?1,170 cited
  • 2000State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications1,153 cited
  • 1992Herd on the Street: Informational Inefficiencies in a Market with Short‐Term Speculation1,088 cited
  • 2006Oil price risk and emerging stock markets932 cited
  • 2003Institutional Herding898 cited
  • 2010An empirical analysis of herd behavior in global stock markets880 cited
  • 2004Market stress and herding682 cited
  • 2011

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Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management
666 cited

Cited by

  • 2018Linkages between oil price shocks and stock returns revisited69 cited
  • 2021COVID-19 Pandemic and Investor Herding in International Stock Markets27 cited
  • 2020OPEC meetings, oil market volatility and herding behaviour in the Saudi Arabia stock market25 cited