Essays about: "Cross-sectional absolute deviaion"

Found 1 essay containing the words Cross-sectional absolute deviaion.

  1. 1. Herd Behavior in Stock Markets: a Nordic Study

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Emma Lindhe; [2012]
    Keywords : Traditional finance; Behavioral finance; Herd behavior; Market-wide apporach; Cross-sectional absolute deviaion; Business and Economics;

    Abstract : In this paper, the investment behavior among market participants in four Nordic countries (Denmark, Finland, Norway and Sweden) is studied, more specifically with regard to their propensity to exhibit herd behavior. The approach of Chiang and Zheng (2010) is applied to detect market-wide herding during the time period 2001-2012. READ MORE