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Applied Economics Letters Volume 22, 2015 - Issue 11
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Original Articles

Herding behaviour in asymmetric and extreme situations: the case of China

Ziyao LuoSchool of Management, University of Leicester, Leicester, UK
&
Christophe SchinckusSchool of Management, University of Leicester, Leicester, UKCorrespondence[email protected]
Pages 869-873 | Published online: 20 Dec 2014

References

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  • Chiang, T. C., Li, J. and Tan, L. (2010) Empirical investigation of herding behavior in Chinese stock markets: evidence from quantile regression analysis, Global Finance Journal, 21, 111–24. doi:10.1016/j.gfj.2010.03.005
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  • Li, W., Ghon, R. and Wang, S. (2009). Differences in herding: Individual vs institutional investors in China, Working paper, Hong Kong Polytechnic University.
  • Newey, W. K. and West, K. D. (1987) A simple, positive-definite, heteroskedasticity and autocorrelation consistent covariance matrix, Econometrica, 55, 703–8.
  • Tan, L., Chiang, T., Mason, J. et al. (2008). Herding behavior in Chinese stock markets: an examination of A and B shares, Pacific-Basin Finance Journal, 16, 61–77. doi:10.1016/j.pacfin.2007.04.004
  • Yao, J., Ma, C. and Peng He, W. (2014) Investor herding behaviour of Chinese stock market, International Review of Economics and Finance, 29, 12–29. doi:10.1016/j.iref.2013.03.002

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