PropertyValue
?:abstract
  • This paper investigates herding behavior in the Chinese stock markets during the COVID-19 pandemic We find that herding behavior is significantly lower than usual in Chinese stock markets during the COVID-19 period Furthermore, we explore herding behavior under extreme market conditions induced by COVID-19 We find that herding behavior is more pronounced for upside market movement, lower market trading volume, and lower market volatility caused by COVID-19 These results are important for investors and regulators to enhance their understanding of stock markets and the financial effects of the COVID-19 pandemic
is ?:annotates of
?:creator
?:journal
  • Emerging_Markets,_Finance_&_Trade
?:license
  • unk
?:publication_isRelatedTo_Disease
is ?:relation_isRelatedTo_publication of
?:source
  • WHO
?:title
  • Herding Behavior in Chinese Stock Markets during COVID-19
?:type
?:who_covidence_id
  • #977304
?:year
  • 2020

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