... to the original publication and authors. The full terms of this licence may be seen at Link to the terms of the CC BY 4.0 licence Energy market Carbon emission spillovers Dynamic conditional connectedness Time-varying parameter vector autoregressions Critical minerals C51 D85 E22 G11 G41...

... behavior Anti-herd behavior Global stock market G14 G15 G40 G41 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 investors has been one...

... 2024 06 04 2025 24 06 2025 © 2025 Emerald Publishing Limited 2025 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...

... stems from short-term market reversals. Nevertheless, the findings remain robust even after accounting for short-term reversal in the regression model, with the MAX effect retaining its economic and statistical significance. C31 G11 G12 G41 The meteoric rise of cryptocurrencies (CC...

...) : (1) C S A D t = 1 N ∑ i = 1 N | R i , t − R m , t | Herding behaviour Anti-herding Uncertainty Cryptocurrency Quantile regression C10 C31 C32 G14 G41 The uncertainty in traditional financial markets is known as one...

... by Fassas et al. (2019) , who argue that investors tend to take more risks during the QE period. Quantitative easing Shadow rates Realized volatility Stock market Risk premium Data-rich environment FAVAR model C32 C38 E44 E58 G1 G41 Over the last decade...

... Bitcoin Trading volume Autocorrelation GJR-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...

...@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...

... 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 sources use risk...

... et al., 2017 ; Richardson and Palhares, 2018 ; Alquist et al., 2018). Size premium Size discount Stock returns Herding Investor sentiment Capital mobility G11 G12 G40 G41 The size effect that there exist return differences between small market-cap firms...

... 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 “Since around the beginning of the twentieth century...

... Limited Licensed re-use rights only C22 G12 G18 G41 The results reveal that due to the excessive uncertainty led by the COVID-19 outbreak, an increase in fear sentiment negatively affects the BTC returns more persistently and significantly. For the post-COVID-19 period, an increase...

... © 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 In times of uncertainty, economic agents can become more reserved...

... understanding of herding phenomenon in financial markets. Quantile regression Adaptive market hypothesis Colombo stock exchange Frontier market Herd evolution Market bubble and crash Investor learning Negative herding C12 C31 G14 G41 Behavioral economics, a branch of economics...