Keywords: Herding behaviour
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Journal Articles
International Journal of Islamic and Middle Eastern Finance and Management (2020) 13 (1): 24–41.
Published: 06 December 2019
...Emna Mnif; Bassem Salhi; Anis Jarboui Purpose The purpose of this paper is to present the Islamic stock and Sukuk market efficiency and focus on the presence of investor herding behaviour (HB) captured by Hurst exponent estimation. Design/methodology/approach The Hurst exponent was estimated...
Journal Articles
International Journal of Islamic and Middle Eastern Finance and Management (2018) 11 (2): 182–193.
Published: 24 January 2018
...Mustapha Chaffai; Imed Medhioub Purpose This paper aims to examine the presence of herd behaviour in the Islamic Gulf Cooperation Council (GCC) stock markets following the methodology given by Chiang and Zheng (2010 ). Generalized auto regressive conditional heteroskedasticity (GARCH)-type models...

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