Now showing items 1-3 of 3
Sentimental herding in Borsa Istanbul: informed versus uninformed
This study searches for sentimental herding in Borsa Istanbul (BIST) using a state-space model for two distinct groups of investors/traders. We expect to find no sentimental herding in BIST30 as the investors are closely ...
Sentiment and beta herding in the Borsa Istanbul (BIST)
(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 ...
Herding in Middle Eastern frontier markets: are local and global factors important?
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 ...