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Herding and market volatility
Tianlun Fei
,
Xiaoquan Liu
Department of Finance, Accounting and Economics
Research output
:
Journal Publication
›
Article
›
peer-review
11
Citations (Scopus)
Overview
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Keyphrases
A-shares
16%
Asymmetric Effects
16%
Chinese Equity Markets
16%
Economic Value
16%
Equity Markets
16%
Granger
16%
Herding
100%
Herding Behavior
16%
Investor Herding
16%
Market Portfolio
16%
Stock beta
16%
Stock Market Volatility
100%
Volatility
16%
Volatility Forecast
16%
Volatility Forecasting
16%
Economics, Econometrics and Finance
Investors
50%
Volatility
100%