Herding and capitalization size in the Chinese stock market: a micro-foundation evidence

It is inconclusive for the relationship between herding and capitalization size of stocks in the developed markets while there is a research gap to address this issue for the emerging markets. The existing literature often uses aggregate measures to investigate herding and cannot differentiate auton...

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Veröffentlicht in:	Empirical economics 2021-04, Vol.60 (4), p.1895-1911
Hauptverfasser:	Chen, Zhenxi, Ru, Jing
Format:	Artikel
Sprache:	eng
Schlagworte:	Econometrics Economic theory Economic Theory/Quantitative Economics/Mathematical Methods Economics Economics and Finance Emerging markets Finance Insurance Management Securities markets Statistics for Business Stock exchanges
Online-Zugang:	Volltext
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