Time-Varying Herding Behavior, Global Financial Crisis, and the Chinese Stock Ma

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收藏 2015-12-05

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【全文链接或数据库名称(选填)】Time-Varying Herding Behavior, Global Financial Crisis, and the Chinese Stock MarketS Sunila Sharma, P Narayan, K Thuraisamy - … of Pacific Basin Financial Markets and …, 2015
... They employ the trinomial-distribution approach to measure herding. Based on a principal
component analysis, as a means of extracting the composite sentiment measure, they find that
investor sentiment plays a Susan Sunila Sharma, Paresh Narayan & Kannan Thuraisamy ...