Investor herds and regime-switching: Evidence from Gulf Arab stock markets

Journal of International Financial Markets, Institutions and Money

Volumn 23, Issue 1, 2013, Pages 295-321

  Balcilar, Mehmet ^a   Demirer, Riza ^b   Hammoudeh, Shawkat ^c  

^a EASTERN MEDITERRANEAN UNIVERSITY   (Turkey)

^b SOUTHERN ILLINOIS UNIVERSITY EDWARDSVILLE   (United States)

^c DREXEL UNIVERSITY   (United States)

Author keywords

Dispersion shocks; Gulf Arab stock markets; Herding; Markov switching

Indexed keywords

EID: 84870170212     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.intfin.2012.09.007     Document Type: Article

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