... 2026 Emerald Publishing Limited Licensed re-use rights only G14 G15 G40 As studies of herd spillover focus on behavioral transmission between two individual markets, the existing literature only examines herd spillover at the aggregate market level [12] . We propose the following...

... and cross-asset arbitrage, the potential for volatility spillovers across asset classes has become both empirically evident and theoretically salient. Cryptocurrency volatility Emerging markets Volatility spillovers Financial contagion TVP–VAR Regulatory heterogeneity G15 G18 E44 F65 16...

... © Emerald Publishing Limited 2025 Emerald Publishing Limited Licensed re-use rights only National culture Cultural distance Global stock market Return jumps Correlation International diversification G11 G15 G40 Studies of financial linkage among equity markets around...

..., analyzing the market reaction to such events is more important, than analysing the event itself. E49 G14 G15 Anamika Kumar Kulbhaskar can be contacted at: anamika@iiml.ac.in 16 05 2024 24 11 2024 02 02 2025 08 03 2025 30 04 2025 © Emerald Publishing Limited...

... Behavioral finance Herd behavior Fan Tokens Non-fungible tokens Cryptocurrencies G14 G15 G41 The digital asset markets have experienced significant growth in recent years, with emerging sectors like Fan Tokens gaining prominence among both investors and researchers. Fan Tokens...

... countries E60 G15 G40 Economic policy uncertainty (EPU) significantly influences various dimensions of financial markets, notably impacting investor sentiment on securities markets. Zhang (2019) identifies two primary channels through which EPU affects investor sentiment in stock...

... 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...

... 07 2023 01 01 2024 16 04 2024 09 07 2024 © Emerald Publishing Limited 2024 Emerald Publishing Limited Licensed re-use rights only Reversal Overlapping Non-overlapping Portfolios Globalization Dynamics G14 G15 G40 The difficulty with using...

... unexplored in this context. G12 G14 G15 G40 The field of behavioural finance explores Price Clustering, the tendency for certain stock prices to be more prevalent within a specific range of values (0–9). The observation of this phenomenon challenges the Efficient Market Hypothesis, casting...

... based on recursive estimation. Energy commodity Herd behaviour Russo–Ukraine war COVID-19 Time-varying parameter (TVP) regression Markov chain Monte Carlo (MCMC) G01 G10 G15 Further, Demirer et al. (2015) examined herding in the grains market during high-volatility...

... at: asim.tfw@gmail.com 03 05 2023 18 09 2023 25 09 2023 Behavioural finance 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...

... volume index Network effect G14 G15 G40 G41 Although herd behavior among investors has been extensively examined in previous studies, particularly in the financial market, the study of herd behavior in the cryptocurrency market is backed by limited evidence. Furthermore, it produces...

... 08 2023 22 08 2023 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...

... 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 of having precise probability distributions over the possible outcomes. Decision-making theory...

.... 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...

... Emerald Publishing Limited Licensed re-use rights only 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...

...), Bohl and Siklos (2008) found evidence in support of positive feedback trading in both markets for the period 1994–2003 (period changes country to country). Feedback trading Asymmetric GARCH models Stock markets COVID-19 Uncertainty G15 G41 N20 It is quite difficult to forecast...

... Structural breaks C22 C58 G01 G15 G41 Several researchers address the investor decision-making process in terms of psychological biases in behavioural finance (Barberis and Thaler, 2003 ; Ritter, 2003 ; Shiller, 2003). Some researchers have shown extensive interest in the formation...

... 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...

... Feedback trading Behavioural finance Market efficiency Retail investors Institutional investors Foreign investors Momentum Contrarian F21 G4 G11 G15 G23 […] when the prices rise, we think that they fly up high and, when they have risen high, that they will run away from us...