... variables are incorporated to examine herding during extreme market conditions. The analysis encompasses six stock markets across five countries – USA, Europe, China, Japan and India – utilizing daily index data from April 1, 2015, to March 31, 2024. The data capturing the COVID-19 crisis allows for a novel...

...Salah Eddine Kartobi; Moulay Abdeljamil Aba Oubida; Zineb Elhachimi Purpose This study aims to investigate the asymmetric impact of the COVID-19 pandemic on the stock market returns of companies listed on the Casablanca Stock Exchange. Design/methodology/approach To achieve this objective, we...

...Azhar Mohamad Purpose This study examines herding behaviour in commodity markets amid two major global upheavals: the Russo–Ukraine conflict and the COVID-19 pandemic. Design/methodology/approach By analysing 18 commodity futures worldwide, the study examines herding trends in metals...

... clustering than other firms. Clustered stock prices are more likely to have higher prices and higher volatility of price. Finally, clustering raised when the market became highly uncertain during the Covid-19 crisis especially for the financial firms. Originality/value This study provides novel results...

...Manuel Lobato; Javier Rodríguez; Herminio Romero-Perez Purpose This study aims to examine the herding behavior of socially responsible exchange traded funds (SR ETFs) in comparison to conventional ETFs during the COVID-19 pandemic. Design/methodology/approach To test for herding behavior...

... by preventing bubbles during such pandemics. Originality/value The financial bubble is commonly attributed to a change in investor behavior. Because traders and investors think they can resell the asset at a higher price in the future. This study explored the contribution of the COVID-19 pandemic...

... and Schuppli, 2010). In this study, the author examines positive/negative feedback trading in both developed-emerging-frontier-standalone (51) stock markets for 2010–2020 and sub-periods including COVID-19 period. Design/methodology/approach The hypothesis “feedback trading behaviour led the price boom...

...Shoaib Ali; Imran Yousaf; Zaghum Umar Purpose This study aims to examine the hedge, diversifier and safe-haven properties of bonds against infectious disease-related equity market volatility (IDEMV), like COVID-19. Design/methodology/approach The authors apply wavelet coherence methodology...

...Phan Huy Hieu Tran; Thu Ha Tran Purpose The authors examine whether the uncertainty avoidance culture and the stringency of government response play a role in shaping the stock market's response to coronavirus disease 2019 (COVID-19). The authors find that investors' response to the pandemic...

... patterns and behavioural fallacies in the crypto market. Therefore, the present study aims to examine the herd behaviour in a newly evolved cryptocurrency market during normal, skewed, Bitcoin bubble and COVID-19 phases. It, then, investigates the significance of Bitcoin in driving herding bias...

...Lee A. Smales Purpose COVID-19 has had an immense impact on global stock markets, with no sector escaping its effects. Investor attention towards COVID-19 surged as the virus spread, the number of cases grew and its consequences imposed on everyday life. We assess whether this increase in investor...

...Wookjae Heo; John E. Grable; Abed G. Rabbani Purpose The purpose of this paper is to provide an estimate of the degree to which financial risk tolerance changed in relation to the initial surge of COVID-19 cases in the US. Design/methodology/approach Data from a large sample of investors...

...Vahid Shahabi; Adel Azar; Farshad Faezy Razi; Mir Feyz Fallah Shams Purpose COVID-19 has become a global challenge with a significant rate of prevalence, and it has exerted devastating consequences in epidemic, economic and social terms. Therefore, a number of studies have already been, or are now...