Now showing items 1-2 of 2

    • Herding in Middle Eastern frontier markets: are local and global factors important? 

      Demir, Nazmi; Solakoğlu, M. Nihat (Elsevier, 2016)
      In this study we look for sentimental herding in a sample of frontier markets in the Middle East, using a state-space approach. The stock markets we consider are Oman, Bahrain, Qatar, and Kuwait. We use daily data to ...
    • Sentiment and beta herding in the Borsa Istanbul (BIST) 

      Demir, Nazmi; Mahmud, Syed F.; Solakoğlu, Mehmet Nihat (Emerald Group Publishing, 2014)
      This study searches for sentimental herding in Borsa Istanbul (BIST) during the last decade using a state-space model employing cross-section standard deviations of systematic risk (Beta). It has been found that herding ...