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Asymmetry risk and herding behavior: a quantile regression study of the Egyptian mutual funds
16 references·2 citing·40 second hopsampled
Asymmetry risk and herding behavior: a quantile regression study of the Egyptian mutual funds (2024)Asymmetry risk and herding behavior: a qu…Investor Sentiment and Herding Behavior in the Korean Stock Market (2020)Investor Sentiment and Herdin…Herding behavior in the commodity markets of the Asia-Pacific region (2020)Herding behavior in the commo…Herding behaviour in cryptocurrencies (2018)Herding behaviour in cryptocu…Herding behaviour in an emerging market: Evidence from the Moscow Exchange (2018)Herding behaviour in an emerg…Herding in Analysts' Recommendations: The Role of Media (2015)Herding in Analysts' Recommen…Herd behavior and idiosyncratic volatility (2014)Herd behavior and idiosyncrat…Investor Herds and Regime-Switching: Evidence from Gulf Arab Stock Markets (2012)Investor Herds and Regime-Swi…An Examination of Herd Behavior: An Empirical Evidence from Indian Equity Market (2012)An Examination of Herd Behavi…Empirical investigation of herding behavior in Chinese stock markets: Evidence from quantile regression analysis (2010)Empirical investigation of he…Herding in the Italian Stock Market: A Case of Behavioral Finance (2004)Herding in the Italian Stock …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…Return autocorrelation and institutional investors (1997)Return autocorrelation and in…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…Impact of Geopolitical Risks on Herding Behavior in Some MENA Stock Markets (2025)Impact of Geopolitical Risks …ESG ratings and investment performance: evidence from tech-heavy mutual funds (2024)ESG ratings and investment pe…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)Why Do Firms Imitate Each Other? (2006)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Herding among security analysts (2000)Estimating betas from nonsynchronous data (1977)Risk measurement when shares are subject to infrequent trading (1979)The effects of behavioural factors in investment decision-making: a survey of institutional investors operating at the Nairobi Stock Exchange (2008)Herding in financial markets: a review of the literature (2013)The Influence of Behavioral Factors in Making Investment Decisions and Performance: Study on Investors of Colombo Stock Exchange, Sri Lanka (2014)Mutual Fund Herding and the Impact on Stock Prices (1999)Extreme Correlation of International Equity Markets (2001)Cross-country effects in herding behaviour: Evidence from four south European markets (2011)A local and global event sentiment based efficient stock exchange forecasting using deep learning (2019)Herding behaviour in energy stock markets during the Global Financial Crisis, SARS, and ongoing COVID-19* (2020)Continuous Auctions and Insider Trading (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Contrarian Investment, Extrapolation, and Risk (1994)Do foreign investors destabilize stock markets? The Korean experience in 1997 (1999)Just How Much Do Individual Investors Lose by Trading? (2008)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)Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation (1992)An empirical analysis of herd behavior in global stock markets (2010)A test for independence based on the correlation dimension (1996)Measuring Economic Policy Uncertainty* (2016)On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)Dynamic connectedness and integration in cryptocurrency markets (2018)Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency? (2018)Cryptocurrencies and stock market indices. Are they related? (2019)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)Behavioral finance factors and investment decisions: A mediating role of risk perception (2023)
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References

  • 1992The impact of institutional trading on stock prices2,068 cited
  • 2000An examination of herd behavior in equity markets: An international perspective1,425 cited
  • 1996Rational herding in financial economics1,315 cited
  • 2000Herd Behavior in Financial Markets1,288 cited
  • 1995Following the Pied Piper: Do Individual Returns Herd around the Market?1,228 cited
  • 2018Herding behaviour in cryptocurrencies547 cited
  • 1997Return autocorrelation and institutional investors388 cited
  • 2010Empirical investigation of herding behavior in Chinese stock markets: Evidence from quantile regression analysis207 cited
  • 2012Investor Herds and Regime-Switching: Evidence from Gulf Arab Stock Markets199 cited
  • 2004Herding in the Italian Stock Market: A Case of Behavioral Finance183 cited
  • 2018Herding behaviour in an emerging market: Evidence from the Moscow Exchange120 cited
  • 2020Investor Sentiment and Herding Behavior in the Korean Stock Market70 cited
  • 2014Herd behavior and idiosyncratic volatility65 cited
  • 2020Herding behavior in the commodity markets of the Asia-Pacific region59 cited
  • 2015Herding in Analysts' Recommendations: The Role of Media57 cited

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  • 2012An Examination of Herd Behavior: An Empirical Evidence from Indian Equity Market56 cited
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    • 2024ESG ratings and investment performance: evidence from tech-heavy mutual funds24 cited
    • 2025Impact of Geopolitical Risks on Herding Behavior in Some MENA Stock Markets15 cited