Sökning: "Cross-sectional absolute deviation"

Hittade 2 uppsatser innehållade orden Cross-sectional absolute deviation.

1. 1. Presence of herd behavior in stock trading : Comparing different business sectors listed on the Swedish Stock Market

   Kandidat-uppsats, Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

   Författare :Felix Tejland; [2020]
   Nyckelord :;

   Sammanfattning : This paper investigates the investment behavior among financial market participants. Using the methodology of Cross-Sectional Absolute Deviation (CSAD), focus is on the presence of herd behavior. LÄS MER

3. 2. Research on Herding Effect in Emergencies

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Minrui Song; Can Cui; [2020]
   Nyckelord :Behavioral finance; Herding effect; Cross-sectional absolute deviation; quantile regression; Business and Economics;

   Sammanfattning : In this paper, herding effect among pandemic emergencies, natural disaster emergencies and terrorist attacks emergencies is studied. This paper uses quantile regression with the approach proposed by Chiang and Zheng (2010) to detect herding during the time period 2001-2020. In terms of event types, herding is captured in every event group. LÄS MER