EVIDENCE OF TIME-VARYING HERDING BEHAVIOR FROM THE VIETNAMESE STOCK MARKET
Using a regression model of the cross-sectional dispersion in stock returns, this study investigates investor herding behavior in Vietnamese stock market spanning the period from June 01, 2007 to November 30, 2015. We find that herding behavior is present in both Ho Chi Minh and Hanoi Stock Exchange...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Dalat University
2017-03-01
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| Series: | Tạp chí Khoa học Đại học Đà Lạt |
| Subjects: | |
| Online Access: | http://tckh.dlu.edu.vn/index.php/tckhdhdl/article/view/152 |
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