... 2026 18 04 2026 29 04 2026 © Emerald Publishing Limited 2026 Emerald Publishing Limited Licensed re-use rights only Herd behavior Herd spillover Global stock market Market efficiency G14 G15 G40 Herd spillover occurs when investors in a particular country...

... Publishing Limited Licensed re-use rights only Cryptocurrency volatility Emerging markets Volatility spillovers Financial contagion TVP–VAR Regulatory heterogeneity G15 G18 E44 F65 16 In the aftermath of the 2008 global financial crisis, central banks and regulatory authorities...

... National culture Cultural distance Global stock market Return jumps Correlation International diversification G11 G15 G40 Studies of financial linkage among equity markets around the globe show that several economic fundamentals explain this phenomenon relatively well; however...

... effect Cryptocurrency News sentiment Idiosyncratic volatility Co-skewness E49 G14 G15 The financial economic theory states that the expected returns of an asset are determined by studying the investor preferences for optimal risk-return security portfolios. A rational investor would...

... 13 03 2025 © Emerald Publishing Limited 2025 Emerald Publishing Limited Licensed re-use rights only Behavioral finance Herd behavior Fan Tokens Non-fungible tokens Cryptocurrencies G14 G15 G41 The digital asset markets have experienced significant growth...

... © Emerald Publishing Limited 2025 Emerald Publishing Limited Licensed re-use rights only Investor sentiment Asymmetric spillover Economic policy uncertainty G7 countries BRICS countries E60 G15 G40 In recent years, the global community has experienced a notable rise...

... 13 09 2024 13 09 2024 © Emerald Publishing Limited 2024 Emerald Publishing Limited Licensed re-use rights only Investor attention Emerging stock markets Stock returns Wavelet analysis GSVI G00 G01 G15 G41 The realm of behavioral finance in the financial...

... Non-overlapping Portfolios Globalization Dynamics G14 G15 G40 To evaluate the reversal profitability with a month lag, I computed the difference between the returns of the winners' and losers' portfolios during the N horizons. Suppose the loser portfolio's cumulative average...

... with trade size. H9. Stock price clustering is negatively associated with liquidity. Price clustering Behavioural finance Scandinavia Nasdaq nordic exchange Efficient market hypothesis Negotiation hypothesis Resolution hypothesis G12 G14 G15 G40 Research on Price...

... Markov chain Monte Carlo (MCMC) G01 G10 G15 The Russo–Ukraine conflict and the COVID-19 pandemic have profoundly affected the world’s financial and commodity markets in recent times. As the pandemic unfolded in January 2020, the S&P 500 index witnessed a steep decline, plummeting from...

... Herding behaviour Machine learning C22 C58 G01 G15 G41 1. According to efficient market hypothesis (EMH) every type of information is reflected by the stock prices. Thus, the stocks do not deviate from rationality. Traditional finance is based on EMH. However, according to behavioral...

... Emerald Publishing Limited 2023 Emerald Publishing Limited Licensed re-use rights only Herd behavior Cryptocurrency Google search volume index Network effect G14 G15 G40 G41 Figure 2 The Google search volume index: keywords from all categories from 2017 to 2022 Herd...

... stock market G10 G15 G40 In recent years, researchers have sought to understand what drives the behavior of individual investors in the financial and capital markets and the factors that determine the prices of assets. For many years, the study of finance assumed that capital market...

..., 2022). Behavioral finance Ambiguity Asset prices High-frequency data D81 G12 G15 G40 In real life, due to factors such as lack of reliable data, noise or myriad of unforeseen factors, decisions often have to be made under circumstances which do not offer the benefit...

.... This process is suited for estimating behavioural parameters of the agents, i.e. long-term mean, speed of mean reversion and herding behaviour. These parameters are used in the forecast of speculative bubbles and realised volatility. G15 G17 G41 Q02 Q14 Since the post “dot com” bubble burst...

... Bitcoin Cryptocurrencies Financial markets Pricing theory Panel analysis G12 G15 G23 O16 Cryptocurrencies are digital form of currencies that are used as a medium of exchange. The key feature of cryptocurrencies is that they are de-centralized and secured by cryptography. Surprisingly...

... which may be considered as potential competing interests: 17 08 2021 21 01 2022 12 05 2022 © Emerald Publishing Limited 2022 Emerald Publishing Limited Licensed re-use rights only Feedback trading Asymmetric GARCH models Stock markets COVID-19 Uncertainty G15...

... that the herding at the institutional level in Japan is more prominent as compared to the US. Behavioural finance Herding behaviour Cross-sectional dispersions Structural breaks C22 C58 G01 G15 G41 Therefore, our study focuses on the BRIC countries and Turkish stock markets to investigate...

... market Ramadan effect Oil price effect OPEC meetings The GCC crisis The COVID-19 G10 G14 G15 G40 It is always a challenging task for academicians and practitioners to understand the investor's decision-making process. According to efficient market theory, investors undertake...

... 2022 Emerald Publishing Limited Licensed re-use rights only Feedback trading Behavioural finance Market efficiency Retail investors Institutional investors Foreign investors Momentum Contrarian F21 G4 G11 G15 G23 The above showcases that, even though feedback traders can...