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Keywords: Threshold regression
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Journal Articles
Buy together, but recycle alone: sentiment-driven herding behavior in oceanic dry bulk shipping
Available to Purchase
Journal:
Review of Behavioral Finance
Review of Behavioral Finance (2023) 15 (4): 534–549.
Published: 21 February 2022
... employ a threshold regression model to examine how changes in market sentiment can affect herding behavior in oceanic dry bulk shipping. Findings The results show that the behavioral aspect of investing, measured through intentional and unintentional herding, contrary to the results for financial...
Journal Articles
Do FEARS drive Bitcoin?
Available to Purchase
Journal:
Review of Behavioral Finance
Review of Behavioral Finance (2021) 13 (3): 229–258.
Published: 20 May 2020
... search engine to reveal household-level (“bankruptcy”, “unemployment”, “job search”, etc.) and market-level sentiment (“bankruptcy”, “unemployment”, “job search”, etc.). Findings Using a variety of quantitative methodologies such as the transfer entropy model as well as threshold regression and OLS...
