... G41 Behavioral finance Market efficiency Herd behavior Anti-herd behavior Global stock market Herd behavior is similar to the actions of market participants, in which they follow others’ activities without considering their own beliefs and information. Even though herd behavior among...

... Emerald Publishing Limited Licensed re-use rights only Herding trigger Anti-herding CSAD model Developed markets Extreme movements E71 G1 G41 Generally, herding behavior refers to individuals’ tendency to follow a larger group’s actions, often without independent analysis...

... Lottery-like preferences Cryptocurrency Skewness preferences Cross-section of returns C31 G11 G12 G41 Academic interest in examining speculative behavior in CC markets has been longstanding. More specifically, concerning lottery-like demands, Grobys and Junttila (2021) identify...

... Publishing Limited 2024 Emerald Publishing Limited Licensed re-use rights only Herding behaviour Anti-herding Uncertainty Cryptocurrency Quantile regression C10 C31 C32 G14 G41 The uncertainty in traditional financial markets is known as one of the sources of herding behaviour...

... Data-rich environment FAVAR model C32 C38 E44 E58 G1 G41 Over the last decade, the European central bank (ECB) has faced recurrent economic and financial crises, such as the subprime crisis in 2008, the sovereign debt crisis in 2010 and the European governance crisis. Thus, the ECB...

...-GARCH model C43 C54 C58 D80 G01 G41 Motivated by the unusual performance and dynamics of cryptocurrencies’ prices and returns (e.g. extreme volatility and phenomenal returns) that stimulated extraordinary attention and constant interest from academics, practitioners, media, investors...

...@towson.edu 27 07 2022 23 11 2022 06 01 2023 27 01 2023 © Emerald Publishing Limited 2023 Emerald Publishing Limited Licensed re-use rights only Banking Religiosity Lending Mobility G21 G41 The USA’s response to the COVID-19 pandemic was twofold. First...

... covid-19 G15 G40 G41 The changes in the risk appetite of an investor group may have significant impacts on the other investors’ risk perceptions, in turn influencing their asset allocation strategies. The willingness of investors to take risks is referred to as risk appetite. While some...

... 12 07 2022 © Emerald Publishing Limited 2022 Emerald Publishing Limited Licensed re-use rights only G11 G12 G40 G41 Our model simulation results indicate that the size premium can be originated from the combination of the pure size effect and the investors’ herding behavior...

... 02 2022 © Emerald Publishing Limited 2022 Emerald Publishing Limited Licensed re-use rights only Psychological biases Investment decisions Behavioral finance Narrative Comic books Content analysis Financial literacy Donald Duck Scrooge McDuck G4 G40 G41...

... Limited Licensed re-use rights only Volatility TRMI COVID-19 Fear sentiment Bitcoin’s return Transaction volume C22 G12 G18 G41 Bitcoin’s (BTC) price experienced a sharp drop, from US$9,147 on March 6, 2020 to US$4,959 on March 12, 2020, at the beginning of the COVID-19...

...@ueh.edu.vn 04 07 2019 28 10 2019 22 01 2020 10 04 2020 © Emerald Publishing Limited 2020 Emerald Publishing Limited Licensed re-use rights only Stock returns Macroeconomic uncertainty Economic policy uncertainty Financial market D53 D81 G15 G41...

... evolution Market bubble and crash Investor learning Negative herding C12 C31 G14 G41 This refers to a situation where market participants neither trade by following the market-wide price signals nor exhibit excessive trading as in case of negative herding. It indicates the fact...