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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 ...
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 ...